0001398344-24-000238.txt : 20240105 0001398344-24-000238.hdr.sgml : 20240105 20240105154806 ACCESSION NUMBER: 0001398344-24-000238 CONFORMED SUBMISSION TYPE: N-CSR PUBLIC DOCUMENT COUNT: 26 CONFORMED PERIOD OF REPORT: 20231031 FILED AS OF DATE: 20240105 DATE AS OF CHANGE: 20240105 EFFECTIVENESS DATE: 20240105 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: N-CSR SEC ACT: 1940 Act SEC FILE NUMBER: 811-23024 FILM NUMBER: 24516067 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 S000067253 Pacer American Energy Independence ETF C000216332 Pacer American Energy Independence ETF USAI 0001616668 S000070374 Pacer Swan SOS Conservative (January) ETF C000223806 Pacer Swan SOS Conservative (January) ETF PSCX 0001616668 S000070375 Pacer Swan SOS Flex (April) ETF C000223807 Pacer Swan SOS Flex (April) ETF PSFM 0001616668 S000070376 Pacer Swan SOS Flex (July) ETF C000223808 Pacer Swan SOS Flex (July) ETF PSFJ 0001616668 S000070377 Pacer Swan SOS Flex (October) ETF C000223809 Pacer Swan SOS Flex (October) ETF PSFO 0001616668 S000070378 Pacer Swan SOS Fund of Funds ETF C000223810 Pacer Swan SOS Fund of Funds ETF PSFF 0001616668 S000070379 Pacer Swan SOS Conservative (April) ETF C000223811 Pacer Swan SOS Conservative (April) ETF PSCW 0001616668 S000070380 Pacer Swan SOS Conservative (July) ETF C000223812 Pacer Swan SOS Conservative (July) ETF PSCJ 0001616668 S000070381 Pacer Swan SOS Conservative (October) ETF C000223813 Pacer Swan SOS Conservative (October) ETF PSCQ 0001616668 S000070382 Pacer Swan SOS Moderate (January) ETF C000223814 Pacer Swan SOS Moderate (January) ETF PSMD 0001616668 S000070383 Pacer Swan SOS Moderate (April) ETF C000223815 Pacer Swan SOS Moderate (April) ETF PSMR 0001616668 S000070384 Pacer Swan SOS Moderate (July) ETF C000223816 Pacer Swan SOS Moderate (July) ETF PSMJ 0001616668 S000070385 Pacer Swan SOS Moderate (October) ETF C000223817 Pacer Swan SOS Moderate (October) ETF PSMO 0001616668 S000070386 Pacer Swan SOS Flex (January) ETF C000223818 Pacer Swan SOS Flex (January) ETF PSFD 0001616668 S000072256 Pacer Metaurus US Large Cap Dividend Multiplier 300 ETF C000228209 Pacer Metaurus US Large Cap Dividend Multiplier 300 ETF TRPL 0001616668 S000072257 Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF C000228210 Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF QDPL 0001616668 S000075353 Pacer BlueStar Digital Entertainment ETF C000234327 Pacer BlueStar Digital Entertainment ETF ODDS 0001616668 S000075354 Pacer BlueStar Engineering the Future ETF C000234328 Pacer BlueStar Engineering the Future ETF BULD N-CSR 1 fp0085617-3_ncsr.htm

 

As filed with the U.S. Securities and Exchange Commission on January 5, 2024

 

 

UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549

 

FORM N-CSR

 

CERTIFIED SHAREHOLDER REPORT OF REGISTERED

MANAGEMENT INVESTMENT COMPANIES

 

Investment Company Act file number 811-23024

 

Pacer Funds Trust

(Exact name of registrant as specified in charter)

 

500 Chesterfield Parkway

 Malvern, PA 19355
(Address of principal executive offices) (Zip code)

 

Joe M. Thomson, President

500 Chesterfield Parkway

Malvern, PA 19355
(Name and address of agent for service)

 

610-644-8100

Registrant's telephone number, including area code

 

Date of fiscal year end: October 31

 

Date of reporting period: November 1, 2022 to October 31, 2023

 

Updated May 5, 2021

 

 

Item 1. Reports to Stockholders.

 

(a)

 

 

 

 

 

Pacer Funds

 

TABLE OF CONTENTS

 

 

Page

Letter to Shareholders

1

Portfolio Allocation

9

Performance Summary

14

Expense Example

32

Schedules of Investments

34

Statements of Assets & Liabilities

65

Statements of Operations

70

Statements of Changes in Net Assets

77

Financial Highlights

88

Notes to Financial Statements

106

Report of Independent Registered Public Accounting Firm

129

Additional Information

132

 

 

Pacer Funds

 

Dear Shareholder,

 

It is hard to believe that we find ourselves at the year’s end once more. As we reflect on 2023, I can’t help but feel an overwhelming sense of appreciation for your confidence and commitment to Pacer. Amid discussions of potential increases in fed rates, concerns about a looming recession, and the persistent drag of inflation, many investors found themselves grappling with uncertainty. Pacer (ETFs/Financial) has shown resilience and adaptability when navigating these challenging market conditions. We have been able to grow our assets under management substantially from $20 Billion to $30 Billion, in just 12 short months.

 

Yet again, our Cash Cows Series has been the leader of the pack this year. Our large cap fund, COWZ is just shy of $16 Billion, while our small cap fund, CALF is quickly rising, currently standing at $4 Billion. CALF has shown success through screening the S&P SmallCap 600 for high-quality companies which are trading at attractive valuations whether in a broad or narrow market. The why now for international has been prominent with ICOW and GCOW offering access to high-income potential and cheap valuations with over $1.5 Billion combined. Last year we added two growth funds to the series, COWG and CAFG; which follow free cash flow margin rather than free cash flow yield. We believe free cash flow margin proves to be a better predictor of earnings growth than excess returns.

 

We look forward to your continued partnership and eagerly await what the new year has to offer.

 

Best regards,

 

Joe M. Thomson, Chairman, Pacer Funds Trust

 

Market Environment Overview

 

2023 began positively, witnessing the S&P 500’s most robust performance since 2019, with a notable 16.89% ascent by June. The tech sector, led by the Nasdaq, surged impressively by 39.35%, driven by renewed interest in artificial intelligence.

 

During this period, inflation significantly improved, decreasing from 6.4% in January to a welcome 3% by July, marking relief compared to the peak of 8.5% in July 2022. Despite this positive trajectory, the Federal Reserve considered additional interest rate hikes to achieve its 2% inflation target.

 

In July, the S&P 500 entered a bull market, gaining 20%, while interest rates increased by a quarter-point to 5.25% - 5.5%. The job market thrived with a historic low unemployment rate of 3.4%, and women’s workforce participation reached a record 77.8%. August saw a temporary market pause after a strong summer rally, with indices fluctuating and positive performances in commodities like gold, sugar, and cotton. However, October brought challenges, with stocks declining for the third consecutive month: Dow Jones fell 1.3%, S&P 500 slipped 2.1%, and Nasdaq dropped 2.04%.

 

Globally, Emerging Markets started the year strongly but experienced a recent decline, with the MSCI Emerging Markets Index down by 1.43%. In contrast, the MSCI EAFE Index demonstrated a positive performance, up by 2.94% year-to-date as of October 31, 2023.

 

The housing market faced headwinds as mortgage rates surged, surpassing 7% for the 15-year Mortgage Rate for the first time since 2000, and nearing 8% for the 30-year Mortgage Rate. Consequently, housing prices declined, with the Median Sales Price of Existing Homes falling below $430,000 from the beginning-of-year figure of $480,000.

 

Inflation remained stable between September and October, with Core Inflation experiencing a slight decrease. Notably, oil prices sank in October, contributing to a 36-cent reduction in the average price of regular gas to $3.60 per gallon. Presently, inflation stands at 3.2%.

 

In the realm of fixed income, the yield curve displayed signs of normalcy in October, with double-digit increases in yields on treasuries. Both the 20-year and 30-year crossed the 5% mark for the first time since July 2007, concluding the month at 5.21% and 5.04%, respectively. On the international stage, Italy’s Long Term Bond Interest Rate was surpassed by the US 10-year, and Japan’s 10 Year Government Bond Interest Rate approached 1% in October.

 

Sector-wise, Communication Services distinguished itself with a robust 36.64% year-to-date return. Information Technology emerged as a driving force, experiencing a substantial 33.67% year-to-date rally, propelled by the new AI push. Consumer Discretionary exhibited commendable return of 20.04% year-to-date, indicative of sustained consumer confidence. Conversely, Energy faced headwinds, witnessing a decline of -3.02% year-to-date, attributed to factors such as an economic slowdown in China, a push for electric vehicles, and oversupply by oil-producing countries, notably the United States. Real Estate experienced a downturn, with a decrease of -10.68% year-to-date, possibly influenced by rising interest rates and changing housing market conditions.

 

1

 

 

Pacer Funds

 

The “Magnificent Seven” tech giants that spearheaded the 2023 stock market rally experienced divergent fortunes in October. Composing of Alphabet, Amazon, Apple, Meta, Microsoft, NVIDIA, and Tesla, these stocks constitute approximately 29% of the S&P 500. They contributed nearly 10.67% to the total performance of the S&P 500 Index year to date as of October 2023.

 

In October, Amazon (AMZN) and Microsoft (MSFT) thrived with 4.7% and 7.1% gains from strong cloud growth. Conversely, Alphabet (GOOG, GOOGL) fell 5% due to disappointing cloud results, Nvidia (NVDA) dropped 6% on AI chip export concerns, Tesla (TSLA) plunged nearly 20% on weak profits, Meta Platforms (META) gave cautious guidance, and Apple (AAPL) slipped 0.3% post an 8% September drop.

 

Amid market fluctuations, long-term investors are advised to stay disciplined, stick to their plans, and focus on goals, as market sentiment can change swiftly. A sensible long-term investment strategy coupled with discipline remains key to success.

 

Pacer American Energy Independence ETF

 

The Pacer American Energy Independence ETF (the “Fund”) is an exchange traded fund (“ETF”) that seeks to track the performance, before fees and expenses, of the American Energy Independence Index (the “Index”).

 

The Fund had a NAV total return of 2.68%. The Index had a total return of 3.66%. The S&P 500 had a total return of 10.14%.

 

The following return is the stock’s total return while it was held in the Fund during this period. The Fund’s top three contributors to its return were Archrock Inc. at 79.12%, Equitrans Midstream Corporation at 14.74%, and Targa Resources Crop. at 25.21%. The Fund’s bottom three contributors to return were Tellurian Inc. at -55.56%, TC Energy Corporation at -15.78%, and Excelerate Energy, Inc. Class A at -44.77%.

 

Pacer Swan SOS Conservative (January) ETF

 

The Pacer Swan SOS Conservative (January) ETF (the “Fund”) seeks to provide investors with returns that, before fees and expenses of the Fund, match those of the SPDR® S&P 500® ETF Trust (the “Underlying ETF”) up to a predetermined upside cap of 17.10% (before fees and expenses of the Fund) and 16.35% (after fees and expenses of the Fund), while providing a buffer against Underlying ETF losses between 5% and 30% over the period from January 3, 2023 to December 29, 2023.

 

The Fund uses FLEX Options to employ a “structured outcome strategy.” Structured outcome strategies seek to produce pre-determined target investment outcomes based upon the performance of an underlying security or index. The predetermined outcomes sought by the Fund are intended to reflect the performance of the Underlying ETF over an approximate one-year period (the “Investment Period”), subject to a buffer (the “Buffer”) against certain Underlying ETF losses and a cap (the “Cap”) as set forth in the following table:

 

Investment Period Start: January 3, 2023
Investment Period End: December 29, 2023

 

Cap (before Fund fees and expenses): 17.10%
Cap (after Fund fees and expenses): 16.35%

 

During the year (11/1/2022 – 10/31/2023), the Fund had a NAV total return of 8.79%. The S&P 500 Index had a price return of 10.14%.

 

Pacer Swan SOS Moderate (January) ETF

 

The Pacer Swan SOS Moderate (January) ETF (the “Fund”) seeks to provide investors with returns that, before fees and expenses of the Fund, match those of the SPDR® S&P 500® ETF Trust (“the Underlying ETF”) up to a predetermined upside cap of 18.25% (before fees and expenses of the Fund) and 17.50% (after fees and expenses of the Fund), while providing a buffer against the first 15% of Underlying ETF losses, over the period from January 3, 2023 to December 29, 2023.

 

The Fund uses FLEX Options to employ a “structured outcome strategy.” Structured outcome strategies seek to produce pre-determined target investment outcomes based upon the performance of an underlying security or index. The predetermined outcomes sought by the Fund are intended to reflect the performance of the Underlying ETF over an approximate one-year period (the “Investment Period”), subject to a buffer (the “Buffer”) against certain Underlying ETF losses and a cap (the “Cap”) as set forth in the following table:

 

Investment Period Start: January 3, 2023
Investment Period End: December 29, 2023

 

2

 

 

Pacer Funds

 

Cap (before Fund fees and expenses): 18.25%
Cap (after Fund fees and expenses): 17.50%

 

During the year (11/1/2022 – 10/31/2023), the Fund had a NAV total return of 11.21%. The S&P 500 Index had a price return of 10.14%.

 

Pacer Swan SOS Flex (January) ETF

 

The Pacer Swan SOS Flex (January) ETF (the “Fund”) seeks to provide investors with returns that match those of the SPDR® S&P 500® ETF Trust (the “Underlying ETF”) up to a predetermined upside cap of 21.90% (before fees and expenses of the Fund) and 21.15% (after fees and expenses of the Fund), while providing a buffer against the first 20% of Underlying ETF losses with the benefits of such buffer declining from 20% to 0% for Underlying ETF losses between 20% and 40%, over the period from January 3, 2023 to December 29, 2023.

 

The Fund uses FLEX Options to employ a “structured outcome strategy.” Structured outcome strategies seek to produce pre-determined target investment outcomes based upon the performance of an underlying security or index. The predetermined outcomes sought by the Fund are intended to reflect the performance of the Underlying ETF over an approximate one-year period (the “Investment Period”), subject to a buffer (the “Buffer”) against certain Underlying ETF losses and a cap (the “Cap”) as set forth in the following table:

 

Investment Period Start: January 3, 2023
Investment Period End: December 29, 2023

 

Cap (before Fund fees and expenses): 21.90%
Cap (after Fund fees and expenses): 21.15%

 

During the year (11/1/2022 – 10/31/2023), the Fund had a NAV total return of 13.05%. The S&P 500 Index had a price return of 10.14%.

 

Pacer Swan SOS Fund of Funds ETF

 

The Pacer Swan SOS Fund of Funds ETF (the “Fund”) seeks capital appreciation while providing downside protection.

 

During the year (11/1/2022 – 10/31/2023), the Fund had a NAV total return of 10.42%. The S&P 500 Index had a price return of 10.14%.

 

Pacer Swan SOS Conservative (April) ETF

 

The Pacer Swan SOS Conservative (April) ETF (the “Fund”) seeks to provide investors with returns that, before fees and expenses of the Fund, match those of the SPDR® S&P 500® ETF Trust (the “Underlying ETF”) up to a predetermined upside cap of 14.43% (before fees and expenses of the Fund) and 13.68% (after fees and expenses of the Fund), while providing a buffer against Underlying ETF losses between 5% and 30% over the period from April 3, 2023 to March 28, 2024.

 

The Fund uses FLEX Options to employ a “structured outcome strategy.” Structured outcome strategies seek to produce pre-determined target investment outcomes based upon the performance of an underlying security or index. The predetermined outcomes sought by the Fund are intended to reflect the performance of the Underlying ETF over an approximate one-year period (the “Investment Period”), subject to a buffer (the “Buffer”) against certain Underlying ETF losses and a cap (the “Cap”) as set forth in the following table:

 

Investment Period Start: April 3, 2023
Investment Period End: March 28, 2024

 

Cap (before Fund fees and expenses): 14.43%
Cap (after Fund fees and expenses): 13.68%

 

During the year (11/1/2022 – 10/31/2023), the Fund had a NAV total return of 3.13%. The S&P 500 Index had a price return of 10.14%.

 

Pacer Swan SOS Moderate (April) ETF

 

The Pacer Swan SOS Moderate (April) ETF (the “Fund”) seeks to provide investors with returns that, before fees and expenses of the Fund, match those of the SPDR® S&P 500® ETF Trust (“the Underlying ETF”) up to a predetermined upside cap of 14.95% (before fees and expenses of the Fund) and 14.20% (after fees and expenses of the Fund), while providing a buffer against the first 15% of Underlying ETF losses, over the period from April 3, 2023 to March 28, 2024.

 

3

 

 

Pacer Funds

 

The Fund uses FLEX Options to employ a “structured outcome strategy.” Structured outcome strategies seek to produce pre-determined target investment outcomes based upon the performance of an underlying security or index. The predetermined outcomes sought by the Fund are intended to reflect the performance of the Underlying ETF over an approximate one-year period (the “Investment Period”), subject to a buffer (the “Buffer”) against certain Underlying ETF losses and a cap (the “Cap”) as set forth in the following table:

 

Investment Period Start: April 3, 2023
Investment Period End: March 28, 2024

 

Cap (before Fund fees and expenses): 14.95%
Cap (after Fund fees and expenses): 14.20%

 

During the year (11/1/2022 – 10/31/2023), the Fund had a NAV total return of 8.70%. The S&P 500 Index had a price return of 10.14%.

 

Pacer Swan SOS Flex (April) ETF

 

The Pacer Swan SOS Flex (April) ETF (the “Fund”) seeks to provide investors with returns that match those of the SPDR® S&P 500® ETF Trust (the “Underlying ETF”) up to a predetermined upside cap of 17.80% (before fees and expenses of the Fund) and 17.05% (after fees and expenses of the Fund), while providing a buffer against the first 20% of Underlying ETF losses with the benefits of such buffer declining from 20% to 0% for Underlying ETF losses between 20% and 40%, over the period from April 3, 2023 to March 28, 2024.

 

The Fund uses FLEX Options to employ a “structured outcome strategy.” Structured outcome strategies seek to produce pre-determined target investment outcomes based upon the performance of an underlying security or index. The predetermined outcomes sought by the Fund are intended to reflect the performance of the Underlying ETF over an approximate one-year period (the “Investment Period”), subject to a buffer (the “Buffer”) against certain Underlying ETF losses and a cap (the “Cap”) as set forth in the following table:

 

Investment Period Start: April 3, 2023
Investment Period End: March 28, 2024

 

Cap (before Fund fees and expenses): 17.80%
Cap (after Fund fees and expenses): 17.05%

 

During the year (11/1/2022 – 10/31/2023), the Fund had a NAV total return of 9.80%. The S&P 500 Index had a price return of 10.14%.

 

Pacer Swan SOS Conservative (July) ETF

 

The Pacer Swan SOS Conservative (July) ETF (the “Fund”) seeks to provide investors with returns that, before fees and expenses of the Fund, match those of the SPDR® S&P 500® ETF Trust (the “Underlying ETF”) up to a predetermined upside cap of 14.73% (before fees and expenses of the Fund) and 13.98% (after fees and expenses of the Fund), while providing a buffer against Underlying ETF losses between 5% and 30% over the period from July 3, 2023 to June 28, 2024.

 

The Fund uses FLEX Options to employ a “structured outcome strategy.” Structured outcome strategies seek to produce predetermined target investment outcomes based upon the performance of an underlying security or index. The pre-determined outcomes sought by the Fund are intended to reflect the performance of the Underlying ETF over an approximate one-year period (the “Investment Period”), subject to a buffer (the “Buffer”) against certain Underlying ETF losses and a cap (the “Cap”) as set forth in the following table:

 

Investment Period Start: July 3, 2023
Investment Period End: June 28, 2024

 

Cap (before Fund fees and expenses): 14.73%
Cap (after Fund fees and expenses): 13.98%

 

During the year (11/1/2022 – 10/31/2023), the Fund had a NAV total return of 9.16% The S&P 500 Index had a price return of 10.14%.

 

Pacer Swan SOS Moderate (July) ETF

 

The Pacer Swan SOS Moderate (July) ETF (the “Fund”) seeks to provide investors with returns that, before fees and expenses of the Fund, match those of the SPDR® S&P 500® ETF Trust (“the Underlying ETF”) up to a predetermined upside cap of 14.52% (before fees and expenses of the Fund) and 13.77% (after fees and expenses of the Fund), while providing a buffer against the first 15% of Underlying ETF losses, over the period from July 3, 2023 to June 28, 2024.

 

4

 

 

Pacer Funds

 

The Fund uses FLEX Options to employ a “structured outcome strategy.” Structured outcome strategies seek to produce pre-determined target investment outcomes based upon the performance of an underlying security or index. The predetermined outcomes sought by the Fund are intended to reflect the performance of the Underlying ETF over an approximate one-year period (the “Investment Period”), subject to a buffer (the “Buffer”) against certain Underlying ETF losses and a cap (the “Cap”) as set forth in the following table:

 

Investment Period Start: July 3, 2023
Investment Period End: June 28, 2024

 

Cap (before Fund fees and expenses): 14.52%
Cap (after Fund fees and expenses): 13.77%

 

During the year (11/1/2022 – 10/31/2023), the Fund had a NAV total return of 11.19%. The S&P 500 Index had a price return of 10.14%.

 

Pacer Swan SOS Flex (July) ETF

 

The Pacer Swan SOS Flex (July) ETF (the “Fund”) seeks to provide investors with returns that match those of the SPDR® S&P 500® ETF Trust (the “Underlying ETF”) up to a predetermined upside cap of 16.72% (before fees and expenses of the Fund) and 15.97% (after fees and expenses of the Fund), while providing a buffer against the first 20% of Underlying ETF losses with the benefits of such buffer declining from 20% to 0% for Underlying ETF losses between 20% and 40%, over the period from July 3, 2023 to June 28, 2024.

 

The Fund uses FLEX Options to employ a “structured outcome strategy.” Structured outcome strategies seek to produce pre-determined target investment outcomes based upon the performance of an underlying security or index. The predetermined outcomes sought by the Fund are intended to reflect the performance of the Underlying ETF over an approximate one-year period (the “Investment Period”), subject to a buffer (the “Buffer”) against certain Underlying ETF losses and a cap (the “Cap”) as set forth in the following table:

 

Investment Period Start: July 3, 2023
Investment Period End: June 28, 2024

 

Cap (before Fund fees and expenses): 16.72%
Cap (after Fund fees and expenses): 15.97%

 

During the year (11/1/2022 – 10/31/2023), the Fund had a NAV total return of 10.49%. The S&P 500 Index had a price return of 10.14%.

 

Pacer Swan SOS Conservative (October) ETF

 

The Pacer Swan SOS Conservative (October) ETF (the “Fund”) seeks to provide investors with returns that, before fees and expenses of the Fund, match those of the SPDR® S&P 500® ETF Trust (the “Underlying ETF”) up to a predetermined upside cap of 15.95% (before fees and expenses of the Fund) and 15.20% (after fees and expenses of the Fund), while providing a buffer against Underlying ETF losses between 5% and 30% over the period from October 2, 2023 to September 30, 2024.

 

The Fund uses FLEX Options to employ a “structured outcome strategy.” Structured outcome strategies seek to produce predetermined target investment outcomes based upon the performance of an underlying security or index. The pre-determined outcomes sought by the Fund are intended to reflect the performance of the Underlying ETF over an approximate one-year period (the “Investment Period”), subject to a buffer (the “Buffer”) against certain Underlying ETF losses and a cap (the “Cap”) as set forth in the following table:

 

Investment Period Start: October 2, 2023
Investment Period End: September 30, 2024

 

Cap (before Fund fees and expenses): 15.95%
Cap (after Fund fees and expenses): 15.20%

 

During the year (11/1/2022 – 10/31/2023), the Fund had a NAV total return of 12.54%. The S&P 500 Index had a price return of 10.14%.

 

Pacer Swan SOS Moderate (October) ETF

 

The Pacer Swan SOS Moderate (October) ETF (the “Fund”) seeks to provide investors with returns that, before fees and expenses of the Fund, match those of the SPDR® S&P 500® ETF Trust (“the Underlying ETF”) up to a predetermined upside cap of 15.50% (before fees and expenses of the Fund) and 14.75% (after fees and expenses of the Fund), while providing a buffer against the first 15% of Underlying ETF losses, over the period from October 2, 2023 to September 30, 2024.

 

5

 

 

Pacer Funds

 

The Fund uses FLEX Options to employ a “structured outcome strategy.” Structured outcome strategies seek to produce predetermined target investment outcomes based upon the performance of an underlying security or index. The pre-determined outcomes sought by the Fund are intended to reflect the performance of the Underlying ETF over an approximate one-year period (the “Investment Period”), subject to a buffer (the “Buffer”) against certain Underlying ETF losses and a cap (the “Cap”) as set forth in the following table:

 

Investment Period Start: October 2, 2023
Investment Period End: September 30, 2024

 

Cap (before Fund fees and expenses): 15.50%
Cap (after Fund fees and expenses): 14.75%

 

During the year (11/1/2022 – 10/31/2023), the Fund had a NAV total return of 13.22%. The S&P 500 Index had a price return of 10.14%.

 

Pacer Swan SOS Flex (October) ETF

 

The Pacer Swan SOS Flex (October) ETF (the “Fund”) seeks to provide investors with returns that match those of the SPDR® S&P 500® ETF Trust (the “Underlying ETF”) up to a predetermined upside cap of 17.65% (before fees and expenses of the Fund) and 16.90% (after fees and expenses of the Fund), while providing a buffer against the first 20% of Underlying ETF losses with the benefits of such buffer declining from 20% to 0% for Underlying ETF losses between 20% and 40%, over the period from October 2, 2023 to September 30, 2024.

 

The Fund uses FLEX Options to employ a “structured outcome strategy.” Structured outcome strategies seek to produce predetermined target investment outcomes based upon the performance of an underlying security or index. The pre-determined outcomes sought by the Fund are intended to reflect the performance of the Underlying ETF over an approximate one-year period (the “Investment Period”), subject to a buffer (the “Buffer”) against certain Underlying ETF losses and a cap (the “Cap”) as set forth in the following table:

 

Investment Period Start: October 2, 2023
Investment Period End: September 30, 2024

 

Cap (before Fund fees and expenses): 17.65%
Cap (after Fund fees and expenses): 16.90%

 

During the year (11/1/2022 – 10/31/2023), the Fund had a NAV total return of 11.66%. The S&P 500 Index had a price return of 10.14%.

 

Pacer BlueStar Digital Entertainment ETF

 

The Pacer BlueStar Digital Entertainment ETF (the “Fund”) employs a “passive management”(or indexing) investment approach designed to track the total return performance, before fees and expenses, of the BlueStar Global Online Gambling, Video Gaming, and eSports Index (the Index).

 

The Fund had a NAV total return of 13.74%. The Index had a total return of 12.94%. The S&P 500 had a total return of 10.14%.

 

The following return is the stock’s total return while it was held in the Fund during this period. The Fund’s top three contributors to its return were NVIDIA Corporation at +202.32%, Tencent Holdings Ltd. At +49.54% and DraftKings, Inc. Class A at +74.81%. The Fund’s bottom three contributors to return were Everi Holdings, Inc. at -43.15%, Bally’s Corporation at -59.54% and Skillz Inc, Class A at -75.15%.

 

Pacer BlueStar Engineering the Future ETF

 

The Pacer BlueStar Engineering the Future ETF (the “Fund”) employs a “passive management” (or indexing) investment approach designed to track the total return performance, before fees and expenses, of the BlueStar Robotics and 3D Printing Index (the“Index”).

 

The Fund had a NAV total return of 4.18%. The Index had a total return of 3.97%. The S&P 500 had a total return of 10.14%.

 

The following return is the stock’s total return while it was held in the Fund during this period. The Fund’s top three contributors to its return were ASML Holding NV ADR at +27.88%, Applied Materials, Inc. at +51.34% and Siemens Aktiengesellschaft at +24.31%. The Fund’s bottom three contributors to return were 3D Systems Corporation at -57.76%, Desktop Metal, Inc. Class A at -65.75% and Proto Labs, Inc. at -38.18%.

 

6

 

 

Pacer Funds

 

Pacer Metaurus US Large Cap Dividend Multiplier 300 ETF

 

The Pacer Metaurus US Large Cap Dividend Multiplier 300 ETF employs a “passive management” (or indexing) investment approach designed to track the total return performance, before fees and expenses, of the Metaurus US Large Cap Dividend Multiplier Index - Series 300 (the “Index”). The Index is based on a proprietary methodology developed by Metaurus Advisors LLC (“Metaurus”), the Fund’s sub-adviser and the Fund’s index provider. All or a portion of the methodologies and algorithms used to calculate the Index are covered by one or more granted or pending U.S. patents owned by Metaurus.

 

The Index, as designed, has two components: (i) an S&P 500 Index component (the “S&P 500 Component”) and (ii) a dividend component (the “Dividend Component”) consisting of long positions in annual futures contracts that provide exposure to ordinary dividends paid on the common stocks of companies included in the S&P 500 (“S&P Dividend Futures”). The S&P 500 Index consists of approximately 500 leading U.S.-listed companies representing approximately 80% of the U.S. equity market capitalization. The Dividend Component is designed to give the Fund exposure to approximately 300% of the ordinary dividends the Fund would otherwise have expected to receive from its investment in the S&P 500 Component. The Dividend Component consists of annual futures contracts whose value represents the market’s expectation of the amount of ordinary dividends to be paid by S&P 500 companies during the term of the futures contract. As of October 31, 2023, the S&P 500 Component comprised approximately 94% of the Index.

 

S&P Dividend Futures seek to allow investors in these instruments to obtain exposure to the actual dividend value that will be paid by the S&P 500 constituent companies over a period of time. The amount of such futures contracts will generally result in exposure to such dividends that is significantly greater than the amount of dividends that the Fund would normally receive from its direct investment in S&P 500 constituent companies (i.e., approximately 300% of such dividends that the Fund would normally have received). S&P Dividend Futures provide for the future sale by one party and purchase by another party of a specified dividend value of the S&P 500 at a specified future time and at a specified price. S&P Dividend Futures are standardized contracts traded on a recognized exchange. The Fund’s investment in S&P Dividend Futures will generally include the three most current annual S&P Dividend Futures contracts (e.g., in April 2022, the Fund would invest in the 2022, 2023, and 2024 contracts. The Index is typically rebalanced each December, at the end of the trading day on which the current year’s S&P Dividend Futures expire. At each rebalancing date, the current year’s annual S&P Dividend Futures will be replaced by the then closest maturing contract in three years. On each Index rebalancing date, the composition of the Index is expected to change.

 

The Fund

 

During the year (11/1/2022 – 10/31/2023), the Fund had a NAV total return of 9.08%. The Index had a total return of 9.87%. The S&P 500 Index had a total return of 10.14%.

 

During the fiscal year, the top three sectors for contribution to performance were Information Technology at 6.90%, Communication Services at 2.24, and Consumer Discretionary at 0.72%. The three sectors with the lowest contribution to performance were Health Care at -0.65%, Financials at -0.19%, and Energy at -0.19%. Sector performance numbers reflect their total return during the period.

 

Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF

 

The Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF employs a “passive management” (or indexing) investment approach designed to track the total return performance, before fees and expenses, of the Metaurus US Large Cap Dividend Multiplier Index - Series 400 (the “Index”). The Index is based on a proprietary methodology developed by Metaurus Advisors LLC (“Metaurus”), the Fund’s sub-adviser and the Fund’s index provider. All or a portion of the methodologies and algorithms used to calculate the Index are covered by one or more granted or pending U.S. patents owned by Metaurus

 

The Index, as designed, has two components: (i) an S&P 500 Index component (the “S&P 500 Component”) and (ii) a dividend component (the “Dividend Component”) consisting of long positions in annual futures contracts that provide exposure to ordinary dividends paid on the common stocks of companies included in the S&P 500 (“S&P Dividend Futures”). The S&P 500 Index consists of approximately 500 leading U.S.-listed companies representing approximately 80% of the U.S. equity market capitalization. The Dividend Component is designed to give the Fund exposure to approximately 400% of the ordinary dividends the Fund would otherwise have expected to receive from its investment in the S&P 500 Component. The Dividend Component consists of annual futures contracts whose value represents the market’s expectation of the amount of ordinary dividends to be paid by S&P 500 companies during the term of the futures contract. As of October 31, 2023, the S&P 500 Component comprised approximately 88% of the Index.

 

S&P Dividend Futures seek to allow investors in these instruments to obtain exposure to the actual dividend value that will be paid by the S&P 500 constituent companies over a period of time. The amount of such futures contracts will generally result in exposure to such dividends that is significantly greater than the amount of dividends that the Fund would normally receive from its direct investment in S&P 500 constituent companies (i.e., approximately 400% of such dividends that the Fund would normally have received). S&P Dividend Futures

 

7

 

 

Pacer Funds

 

provide for the future sale by one party and purchase by another party of a specified dividend value of the S&P 500 at a specified future time and at a specified price. S&P Dividend Futures are standardized contracts traded on a recognized exchange. The Fund’s investment in S&P Dividend Futures will generally include the three most current annual S&P Dividend Futures contracts (e.g., in April 2022, the Fund would invest in the 2022, 2023, and 2024 contracts. The Index is typically rebalanced each December, at the end of the trading day on which the current year’s S&P Dividend Futures expire. At each rebalancing date, the current year’s annual S&P Dividend Futures will be replaced by the then closest maturing contract in three years. On each Index rebalancing date, the composition of the Index is expected to change.

 

The Fund

 

During the year (11/1/2022 – 10/31/2023), the Fund had a NAV total return of 9.53%. The Index had a total return of 9.74%. The S&P 500 Index had a total return of 10.14%.

 

During the fiscal year, the top three sectors for contribution to performance were Information Technology at 7.07%, Communication Services at 2.32%, and Consumer Discretionary at 0.70%. The three sectors with the lowest contribution to performance were Health Care at -0.65%, Financials at -0.19%, and Energy at -0.19%. Sector performance numbers reflect their total return during the period.

 

8

 

 

Pacer Funds

PORTFOLIO ALLOCATION (Unaudited)
As of October 31, 2023

 

 

Pacer American Energy Independence ETF

 

Sector(a)

 

Percentage of
Net Assets

 

Energy

    99.2 %

Investments Purchased With Proceeds From Securities Lending

    8.6 %

Liabilities in Excess of Other Assets

    -7.8 %
      100.0 %

 

(a)

The Fund may classify a company in a different category than the American Energy Independence Index.

 

Pacer BlueStar Engineering the Future ETF

 

Sector(a)

 

Percentage of
Net Assets

 

Automobiles & Components

    1.9 %

Capital Goods

    21.0 %

Pharmaceuticals, Biotechnology & Life Sciences

    1.0 %

Semiconductors & Semiconductor Equipment

    30.1 %

Software & Services

    29.0 %

Technology Hardware & Equipment

    17.0 %

Other Assets in Excess of Liabilities

    0.0 %(b)
      100.0 %

 

(a)

The Fund may classify a company in a different category than the BlueStar Robotics and 3D Printing Index.

(b)

Less than 0.05%.

Pacer BlueStar Digital Entertainment ETF

 

Sector(a)

 

Percentage of
Net Assets

 

Consumer Discretionary Distribution & Retail

    1.2 %

Consumer Durables & Apparel

    1.7 %

Consumer Services

    50.2 %

Media & Entertainment

    33.7 %

Semiconductors & Semiconductor Equipment

    6.2 %

Software & Services

    2.6 %

Exchange Traded Funds

    4.3 %

Other Assets in Excess of Liabilities

    0.1 %
      100.0 %

 

(a)

The Fund may classify a company in a different category than the BlueStar Global Online Gambling, Video Gaming, and eSports Index.

Pacer Swan SOS Fund of Funds ETF

 

Sector

 

Percentage of
Net Assets

 

Affiliated Exchange-Traded Funds

    99.4 %

Other Assets in Excess of Liabilities

    0.6 %
      100.0 %

 

Pacer Swan SOS Conservative (January) ETF

 

Sector

 

Percentage of
Net Assets

 

Purchased Options

    99.7 %

Other Assets in Excess of Liabilities

    0.3 %
      100.0 %

 

 

9

 

 

Pacer Funds

PORTFOLIO ALLOCATION (Unaudited)
As of October 31, 2023 (Continued)

 

 

Pacer Swan SOS Moderate (January) ETF

 

Sector

 

Percentage of
Net Assets

 

Purchased Options

    99.4 %

Other Assets in Excess of Liabilities

    0.6 %
      100.0 %

 

Pacer Swan SOS Flex (January) ETF

 

Sector

 

Percentage of
Net Assets

 

Purchased Options

    99.3 %

Other Assets in Excess of Liabilities

    0.7 %
      100.0 %

 

Pacer Swan SOS Conservative (April) ETF

 

Sector

 

Percentage of
Net Assets

 

Purchased Options

    99.6 %

Other Assets in Excess of Liabilities

    0.4 %
      100.0 %

 

Pacer Swan SOS Moderate (April) ETF

 

Sector

 

Percentage of
Net Assets

 

Purchased Options

    100.2 %

Liabilities in Excess of Other Assets

    -0.2 %
      100.0 %

 

Pacer Swan SOS Flex (April) ETF

 

Sector

 

Percentage of
Net Assets

 

Purchased Options

    100.0 %

Liabilities in Excess of Other Assets

    0.0 %(a)
      100.0 %

 

(a)

Less than 0.05%

 

Pacer Swan SOS Conservative (July) ETF

 

Sector

 

Percentage of
Net Assets

 

Purchased Options

    99.8 %

Other Assets in Excess of Liabilities

    0.2 %
      100.0 %

 

Pacer Swan SOS Moderate (July) ETF

 

Sector

 

Percentage of
Net Assets

 

Purchased Options

    101.2 %

Liabilities in Excess of Other Assets

    -1.2 %
      100.0 %

 

10

 

 

Pacer Funds

PORTFOLIO ALLOCATION (Unaudited)
As of October 31, 2023 (Continued)

 

 

Pacer Swan SOS Flex (July) ETF

 

Sector

 

Percentage of
Net Assets

 

Purchased Options

    102.2 %

Liabilities in Excess of Other Assets

    -2.2 %
      100.0 %

 

Pacer Swan SOS Conservative (October) ETF

 

Sector

 

Percentage of
Net Assets

 

Purchased Options

    100.7 %

Liabilities in Excess of Other Assets

    -0.7 %
      100.0 %

 

Pacer Swan SOS Moderate (October) ETF

 

Sector

 

Percentage of
Net Assets

 

Purchased Options

    102.1 %

Liabilities in Excess of Other Assets

    -2.1 %
      100.0 %

 

Pacer Swan SOS Flex (October) ETF

 

Sector

 

Percentage of
Net Assets

 

Purchased Options

    102.9 %

Liabilities in Excess of Other Assets

    -2.9 %
      100.0 %

 

11

 

 

Pacer Funds

PORTFOLIO ALLOCATION (Unaudited)
As of October 31, 2023 (Continued)

 

 

Pacer Metaurus US Large Cap Dividend Multiplier 300 ETF

 

Industry(a)

 

Percentage of
Net Assets

 

Automobiles & Components

    1.7 %

Banks

    2.8 %

Capital Goods

    5.2 %

Commercial & Professional Services

    1.2 %

Consumer Discretionary Distribution & Retail

    5.2 %

Consumer Durables & Apparel

    0.8 %

Consumer Services

    2.1 %

Consumer Staples Distribution & Retail

    1.8 %

Energy

    4.3 %

Equity Real Estate Investment

    2.1 %

Financial Services

    7.1 %

Food, Beverage & Tobacco

    3.0 %

Health Care Equipment & Services

    5.3 %

Household & Personal Products

    1.5 %

Insurance

    2.2 %

Materials

    2.3 %

Media & Entertainment

    7.3 %

Pharmaceuticals, Biotechnology & Life Sciences

    7.1 %

Real Estate Management & Development

    0.1 %

Semiconductors & Semiconductor Equipment

    6.7 %

Software & Services

    11.4 %

Technology Hardware & Equipment

    8.3 %

Telecommunication Services

    0.9 %

Transportation

    1.4 %

Utilities

    2.4 %

Other Assets in Excess of Liabilities

    5.8 %
      100.0 %

 

(a)

The Fund may classify a company in a different category than the Metaurus US Large Cap Dividend Multiplier Total Return - Series 300.

 

12

 

 

Pacer Funds

PORTFOLIO ALLOCATION (Unaudited)
As of October 31, 2023 (Continued)

 

 

Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF

 

Industry(a)

 

Percentage of
Net Assets

 

Automobiles & Components

    1.7 %

Banks

    2.6 %

Capital Goods

    4.9 %

Commercial & Professional Services

    1.1 %

Consumer Discretionary Distribution & Retail

    5.0 %

Consumer Durables & Apparel

    0.8 %

Consumer Services

    1.8 %

Consumer Staples Distribution & Retail

    1.6 %

Energy

    4.0 %

Equity Real Estate Investment

    1.9 %

Financial Services

    6.6 %

Food, Beverage & Tobacco

    2.8 %

Health Care Equipment & Services

    4.9 %

Household & Personal Products

    1.4 %

Insurance

    2.0 %

Materials

    2.1 %

Media & Entertainment

    6.8 %

Pharmaceuticals, Biotechnology & Life Sciences

    6.5 %

Real Estate Management & Development

    0.1 %

Semiconductors & Semiconductor Equipment

    6.3 %

Software & Services

    10.5 %

Technology Hardware & Equipment

    7.8 %

Telecommunication Services

    0.8 %

Transportation

    1.3 %

Utilities

    2.2 %

Government Notes/Bonds

    10.1 %

Other Assets in Excess of Liabilities

    2.4 %
      100.0 %

 

(a)

The Fund may classify a company in a different category than the Metaurus US Large Cap Dividend Multiplier Total Return - Series 400.

 

13

 

 

Pacer American Energy Independence ETF

PERFORMANCE SUMMARY
(Unaudited)

 

 

Growth of $10,000

 

This chart illustrates the performance of a hypothetical $10,000 investment made on December 12, 2017, and is not intended to imply any future performance. The returns shown do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. The chart assumes reinvestment of capital gains and dividends.

 

The American Energy Independence Total Return (the “Index”) uses a proprietary, rules-based methodology to measure the performance of a portfolio of U.S. and Canadian exchange-listed equity securities of companies that generate a majority of their cash flow from certain qualifying “midstream” energy infrastructure activities. The companies in the Index are expected to benefit from regulatory policies favoring and industry trends toward American energy independence (i.e., a reduced or eliminated need for the United States to import fuels, such as coal, crude oil, or natural gas). Midstream energy infrastructure refers to the processing, storage, transportation, and distribution of crude oil, natural gas, refined products, and their related products, as well as the transmission or storage of renewable energy. The following activity segments are considered qualifying midstream energy infrastructure activities: gathering & processing, compression, fractionation, logistics, midstream services, pipeline transportation, storage and terminaling of oil, gas, natural gas liquids, and refined products, as well as operating liquid natural gas facilities. The following activity segments are not qualifying activities: refining, shipping, exploration, production, retail distribution, or oil services. The Index may include small-, mid-, and large-capitalization companies.

 

The S&P 500 Index consists of approximately 500 leading U.S.-listed companies.

 

Annualized Returns (1)
(For the periods ended October 31, 2023)

 

 

One Year

Three Year

Five Year

Since Inception(2)

Pacer American Energy Independence ETF - NAV

2.68%

29.21%

9.98%

7.79%

Pacer American Energy Independence ETF - Market

2.28%

29.19%

9.91%

7.77%

American Energy Independence Total Return Index (3)

3.66%

30.78%

11.25%

9.03%

S&P 500 Index (3)

10.14%

10.36%

11.01%

9.91%

 

(1)

The performance data quoted is historical. Past performance is no guarantee of future results. Current performance may be higher or lower than the performance data quoted. The principal value and investment return of an investment will fluctuate so that investor’s shares, when redeemed, may be worth more or less than the original cost. The returns shown do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on redemptions of Fund shares. The total annual operating expenses as stated in the fee table to the Fund’s prospectus dated February 28, 2023, is 0.75%. For performance information current to the most recent month-end, please call 1-877-337-0500.

(2)

Inception date is December 12, 2017. The Fund is the sucessor to the investment performance of the American Energy Independence ETF (the “Predecessor USAI”) as a result of the reorganization of the Predecessor USAI Fund into the Fund on December 16, 2019. Accordingly, the performance information shown in the chart and table above for periods prior to December 16, 2019 is that of the Predecessor USAI Fund’s Shares for the Fund. The Predecessor USAI Fund was advised by SL Advisors, LLC and sub-advised by Penserra Capital Management LLC and had substantially the same investment objectives, policies, and strategies as the Fund.

(3)

Indexes are unmanaged statistical composites and their returns do not include fees an investor would pay to purchase the securities they represent. Such costs would lower performance. It is not possible to invest directly in an index.

 

14

 

 

Pacer BlueStar Engineering the Future ETF

PERFORMANCE SUMMARY
(Unaudited)

 

 

Growth of $10,000

 

This chart illustrates the performance of a hypothetical $10,000 investment made on May 4, 2022, and is not intended to imply any future performance. The returns shown do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. The chart assumes reinvestment of capital gains and dividends.

 

The BlueStar Robotics and 3D Printing Index (the “Index”) is a rules-based index that consists of globally-listed stocks and depositary receipts of companies that, at the time of being added to the Index, derive at least 50% of their revenues (25% for current Index components) from robots or manufacturing automation equipment (“robotics”); computer aided design (“CAD”) software; or 3D printing centers, 3D printing hardware, 3D printing simulation software, 3D scanning and measurement software, and 3D printing materials (collectively, “Robotics and 3D Printing Companies”), as determined by MV Index Solutions (the “Index Provider”).

 

The S&P 500 Index consists of approximately 500 leading U.S.-listed companies.

 

Annualized Returns (1)
(For the periods ended October 31, 2023)

 

 

One Year

Since Inception(2)

Pacer BlueStar Engineering the Future ETF - NAV

4.18%

-9.37%

Pacer BlueStar Engineering the Future ETF - Market

4.37%

-9.29%

BlueStar Robotics and 3D Printing Index

3.97%

-9.53%

S&P 500 Index (3)

10.14%

0.01%

 

(1)

The performance data quoted is historical. Past performance is no guarantee of future results. Current performance may be higher or lower than the performance data quoted. The principal value and investment return of an investment will fluctuate so that investor’s shares, when redeemed, may be worth more or less than the original cost. The returns shown do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on redemptions of Fund shares. The total annual operating expenses as stated in the fee table to the Fund’s prospectus dated February 28, 2023, is 0.60%. For performance information current to the most recent month-end, please call 1-877-337-0500.

(2)

Inception date is May 4, 2022.

(3)

Indexes are unmanaged statistical composites and their returns do not include fees an investor would pay to purchase the securities they represent. Such costs would lower performance. It is not possible to invest directly in an index.

 

15

 

 

Pacer BlueStar Digital Entertainment ETF

PERFORMANCE SUMMARY
(Unaudited)

 

 

Growth of $10,000

 

This chart illustrates the performance of a hypothetical $10,000 investment made on April 7, 2022, and is not intended to imply any future performance. The returns shown do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. The chart assumes reinvestment of capital gains and dividends.

 

The BlueStar Global Online Gambling, Video Gaming, and eSports Index (the “Index”) is a rules-based index that consists of globally-listed stocks and depositary receipts of digital entertainment companies. Companies eligible to be added to the Index are those that derive at least 50% of their revenues from the following activities: online gambling platforms or software related to online gambling; video game development and software related to the development of video games or hardware such as computer processors and graphics cards used in video gaming systems, controllers, headsets, and gaming consoles; and streaming services or video games and/or hardware for use in eSports events or that are involved in eSports events such as league operators, teams, distributors and platforms, (collectively, “Digital Entertainment”) as determined by MV Index Solutions (the “Index Provider”).

 

The S&P 500 Index consists of approximately 500 leading U.S.-listed companies.

 

Annualized Returns (1)
(For the periods ended October 31, 2023)

 

 

One Year

Since Inception(2)

Pacer BlueStar Digital Entertainment ETF - NAV

13.74%

-7.04%

Pacer BlueStar Digital Entertainment ETF - Market

14.04%

-7.01%

BlueStar Global Online Gambling, Video Gaming, and eSports Index

12.94%

-7.97%

S&P 500 Index (3)

10.14%

-2.82%

 

(1)

The performance data quoted is historical. Past performance is no guarantee of future results. Current performance may be higher or lower than the performance data quoted. The principal value and investment return of an investment will fluctuate so that investor’s shares, when redeemed, may be worth more or less than the original cost. The returns shown do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on redemptions of Fund shares. The total annual operating expenses as stated in the fee table to the Fund’s prospectus dated February 28, 2023, is 0.60%. For performance information current to the most recent month-end, please call 1-877-337-0500.

(2)

Inception date is April 7, 2022.

(3)

Indexes are unmanaged statistical composites and their returns do not include fees an investor would pay to purchase the securities they represent. Such costs would lower performance. It is not possible to invest directly in an index.

 

16

 

 

Pacer Swan SOS Fund of Funds ETF

PERFORMANCE SUMMARY
(Unaudited)

 

 

Growth of $10,000

 

This chart illustrates the performance of a hypothetical $10,000 investment made on December 29, 2020, and is not intended to imply any future performance. The returns shown do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. The chart assumes reinvestment of capital gains and dividends.

 

The Pacer Swan SOS Fund of Funds ETF (the “Fund”) seeks capital appreciation with downside protection.

 

The S&P 500 Index consists of approximately 500 leading U.S.-listed companies.

 

Annualized Returns (1)
(For the periods ended October 31, 2023)

 

 

One Year

Since Inception(2)

Pacer Swan SOS Fund of Funds ETF - NAV

10.42%

5.86%

Pacer Swan SOS Fund of Funds ETF - Market

9.85%

5.78%

S&P 500 Index (3)

10.14%

5.88%

 

(1)

The performance data quoted is historical. Past performance is no guarantee of future results. Current performance may be higher or lower than the performance data quoted. The principal value and investment return of an investment will fluctuate so that investor’s shares, when redeemed, may be worth more or less than the original cost. The returns shown do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on redemptions of Fund shares. The total annual operating expenses as stated in the fee table to the Fund’s prospectus dated February 28, 2023 as supplemented April 3, 2023, is 0.93%. For performance information current to the most recent month-end, please call 1-877-337-0500.

(2)

Inception date is December 29, 2020.

(3)

Indexes are unmanaged statistical composites and their returns do not include fees an investor would pay to purchase the securities they represent. Such costs would lower performance. It is not possible to invest directly in an index.

 

17

 

 

Pacer Swan SOS Conservative (January) ETF

PERFORMANCE SUMMARY
(Unaudited)

 

 

Growth of $10,000

 

This chart illustrates the performance of a hypothetical $10,000 investment made on December 22, 2020, and is not intended to imply any future performance. The returns shown do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. The chart assumes reinvestment of capital gains and dividends.

 

The Pacer Swan SOS Conservative (January) ETF (the “Fund”) seeks to provide investors with returns that, before fees and expenses of the Fund, match those of the SPDR® S&P 500® ETF Trust (the “Underlying ETF”) up to a predetermined upside cap of 17.10% (before fees and expenses of the Fund) and 16.35% (after fees and expenses of the Fund), while providing a buffer against Underlying ETF losses between 5% and 30% over the period from January 3, 2023 to December 29, 2023.

 

The S&P 500 Index consists of approximately 500 leading U.S.-listed companies.

 

Annualized Returns (1)
(For the periods ended October 31, 2023)

 

 

One Year

Since Inception(2)

Pacer Swan SOS Conservative (January) ETF - NAV

8.79%

3.57%

Pacer Swan SOS Conservative (January) ETF - Market

9.17%

3.57%

S&P 500 Index (3)

10.14%

6.24%

 

(1)

The performance data quoted is historical. Past performance is no guarantee of future results. Current performance may be higher or lower than the performance data quoted. The principal value and investment return of an investment will fluctuate so that investor’s shares, when redeemed, may be worth more or less than the original cost. The returns shown do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on redemptions of Fund shares. The total annual operating expenses as stated in the fee table to the Fund’s prospectus dated February 28, 2023, is 0.75%. For performance information current to the most recent month-end, please call 1-877-337-0500.

(2)

Inception date is December 22, 2020.

(3)

Indexes are unmanaged statistical composites and their returns do not include fees an investor would pay to purchase the securities they represent. Such costs would lower performance. It is not possible to invest directly in an index.

 

18

 

 

Pacer Swan SOS Moderate (January) ETF

PERFORMANCE SUMMARY
(Unaudited)

 

 

Growth of $10,000

 

This chart illustrates the performance of a hypothetical $10,000 investment made on December 22, 2020, and is not intended to imply any future performance. The returns shown do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. The chart assumes reinvestment of capital gains and dividends.

 

The Pacer Swan SOS Moderate (January) ETF (the “Fund”) seeks to provide investors with returns that, before fees and expenses of the Fund, match those of the SPDR® S&P 500® ETF Trust (“the Underlying ETF”) up to a predetermined upside cap of 18.25% (before fees and expenses of the Fund) and 17.50% (after fees and expenses of the Fund), while providing a buffer against the first 15% of Underlying ETF losses, over the period from January 3, 2023 to December 29,2023.

 

The S&P 500 Index consists of approximately 500 leading U.S.-listed companies.

 

Annualized Returns (1)
(For the periods ended October 31, 2023)

 

 

One Year

Since Inception(2)

Pacer Swan SOS Moderate (January) ETF - NAV

11.21%

5.60%

Pacer Swan SOS Moderate (January) ETF - Market

11.29%

5.59%

S&P 500 Index (3)

10.14%

6.24%

 

(1)

The performance data quoted is historical. Past performance is no guarantee of future results. Current performance may be higher or lower than the performance data quoted. The principal value and investment return of an investment will fluctuate so that investor’s shares, when redeemed, may be worth more or less than the original cost. The returns shown do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on redemptions of Fund shares. The total annual operating expenses as stated in the fee table to the Fund’s prospectus dated February 28, 2023, is 0.75%. For performance information current to the most recent month-end, please call 1-877-337-0500.

(2)

Inception date is December 22, 2020.

(3)

Indexes are unmanaged statistical composites and their returns do not include fees an investor would pay to purchase the securities they represent. Such costs would lower performance. It is not possible to invest directly in an index.

 

19

 

 

Pacer Swan SOS Flex (January) ETF

PERFORMANCE SUMMARY
(Unaudited)

 

 

Growth of $10,000

 

This chart illustrates the performance of a hypothetical $10,000 investment made on December 22, 2020, and is not intended to imply any future performance. The returns shown do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. The chart assumes reinvestment of capital gains and dividends.

 

The Pacer Swan SOS Flex (January) ETF (the “Fund”) seeks to provide investors with returns that match those of the SPDR® S&P 500® ETF Trust (the “Underlying ETF”) up to a predetermined upside cap of 21.90% (before fees and expenses of the Fund) and 21.15% (after fees and expenses of the Fund), while providing a buffer against the first 20% of Underlying ETF losses with the benefits of such buffer declining from 20% to 0% for Underlying ETF losses between 20% and 40%, over the period from January 3, 2023 to December 29, 2023.

 

The S&P 500 Index consists of approximately 500 leading U.S.-listed companies.

 

Annualized Returns (1)
(For the periods ended October 31, 2023)

 

 

One Year

Since Inception(2)

Pacer Swan SOS Flex (January) ETF - NAV

13.05%

8.44%

Pacer Swan SOS Flex (January) ETF - Market

13.25%

8.48%

S&P 500 Index (3)

10.14%

6.24%

 

(1)

The performance data quoted is historical. Past performance is no guarantee of future results. Current performance may be higher or lower than the performance data quoted. The principal value and investment return of an investment will fluctuate so that investor’s shares, when redeemed, may be worth more or less than the original cost. The returns shown do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on redemptions of Fund shares. The total annual operating expenses as stated in the fee table to the Fund’s prospectus dated February 28, 2023, is 0.75%. For performance information current to the most recent month-end, please call 1-877-337-0500.

(2)

Inception date is December 22, 2020.

(3)

Indexes are unmanaged statistical composites and their returns do not include fees an investor would pay to purchase the securities they represent. Such costs would lower performance. It is not possible to invest directly in an index.

 

20

 

 

Pacer Swan SOS Conservative (April) ETF

PERFORMANCE SUMMARY
(Unaudited)

 

 

Growth of $10,000

 

This chart illustrates the performance of a hypothetical $10,000 investment made on March 31, 2021, and is not intended to imply any future performance. The returns shown do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. The chart assumes reinvestment of capital gains and dividends.

 

The Pacer Swan SOS Conservative (April) ETF (the “Fund”) seeks to provide investors with returns that, before fees and expenses of the Fund, match those of the SPDR® S&P 500® ETF Trust (the “Underlying ETF”) up to a predetermined upside cap of 14.43% (before fees and expenses of the Fund) and 13.68% (after fees and expenses of the Fund), while providing a buffer against Underlying ETF losses between 5% and 30% over the period from April 3, 2023 to March 28, 2024.

 

The S&P 500 Index consists of approximately 500 leading U.S.-listed companies.

 

Annualized Returns (1)
(For the periods ended October 31, 2023)

 

 

One Year

Since Inception(2)

Pacer Swan SOS Conservative (April) ETF - NAV

3.13%

1.46%

Pacer Swan SOS Conservative (April) ETF - Market

3.24%

1.42%

S&P 500 Index (3)

10.14%

3.71%

 

(1)

The performance data quoted is historical. Past performance is no guarantee of future results. Current performance may be higher or lower than the performance data quoted. The principal value and investment return of an investment will fluctuate so that investor’s shares, when redeemed, may be worth more or less than the original cost. The returns shown do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on redemptions of Fund shares. The total annual operating expenses as stated in the fee table to the Fund’s prospectus dated February 28, 2023 as supplemented April 3, 2023, is 0.75%. For performance information current to the most recent month-end, please call 1-877-337-0500.

(2)

Inception date is March 31, 2021.

(3)

Indexes are unmanaged statistical composites and their returns do not include fees an investor would pay to purchase the securities they represent. Such costs would lower performance. It is not possible to invest directly in an index.

 

 

21

 

 

Pacer Swan SOS Moderate (April) ETF

PERFORMANCE SUMMARY
(Unaudited)

 

 

Growth of $10,000

 

This chart illustrates the performance of a hypothetical $10,000 investment made on March 31, 2021, and is not intended to imply any future performance. The returns shown do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. The chart assumes reinvestment of capital gains and dividends.

 

The Pacer Swan SOS Moderate (April) ETF (the “Fund”) seeks to provide investors with returns that, before fees and expenses of the Fund, match those of the SPDR® S&P 500® ETF Trust (“the Underlying ETF”) up to a predetermined upside cap of 14.95% (before fees and expenses of the Fund) and 14.20% (after fees and expenses of the Fund), while providing a buffer against the first 15% of Underlying ETF losses, over the period from April 3, 2023 to March 28, 2024.

 

The S&P 500 Index consists of approximately 500 leading U.S.-listed companies.

 

Annualized Returns (1)
(For the periods ended October 31, 2023)

 

 

One Year

Since Inception(2)

Pacer Swan SOS Moderate (April) ETF - NAV

8.70%

4.26%

Pacer Swan SOS Moderate (April) ETF - Market

9.02%

4.31%

S&P 500 Index (3)

10.14%

3.71%

 

(1)

The performance data quoted is historical. Past performance is no guarantee of future results. Current performance may be higher or lower than the performance data quoted. The principal value and investment return of an investment will fluctuate so that investor’s shares, when redeemed, may be worth more or less than the original cost. The returns shown do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on redemptions of Fund shares. The total annual operating expenses as stated in the fee table to the Fund’s prospectus dated February 28, 2023 as supplemented April 3, 2023, is 0.75%. For performance information current to the most recent month-end, please call 1-877-337-0500.

(2)

Inception date is March 31, 2021.

(3)

Indexes are unmanaged statistical composites and their returns do not include fees an investor would pay to purchase the securities they represent. Such costs would lower performance. It is not possible to invest directly in an index.

 

22

 

 

Pacer Swan SOS Flex (April) ETF

PERFORMANCE SUMMARY
(Unaudited)

 

 

Growth of $10,000

 

This chart illustrates the performance of a hypothetical $10,000 investment made on March 31, 2021, and is not intended to imply any future performance. The returns shown do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. The chart assumes reinvestment of capital gains and dividends.

 

The Pacer Swan SOS Flex (April) ETF (the “Fund”) seeks to provide investors with returns that match those of the SPDR® S&P 500® ETF Trust (the “Underlying ETF”) up to a predetermined upside cap of 17.80% (before fees and expenses of the Fund) and 17.05% (after fees and expenses of the Fund), while providing a buffer against the first 20% of Underlying ETF losses with the benefits of such buffer declining from 20% to 0% for Underlying ETF losses between 20% and 40%, over the period from April 3, 2023 to March 28, 2024.

 

The S&P 500 Index consists of approximately 500 leading U.S.-listed companies.

 

Annualized Returns (1)
(For the periods ended October 31, 2023)

 

 

One Year

Since Inception(2)

Pacer Swan SOS Flex (April) ETF - NAV

9.80%

5.53%

Pacer Swan SOS Flex (April) ETF - Market

10.07%

5.57%

S&P 500 Index (3)

10.14%

3.71%

 

(1)

The performance data quoted is historical. Past performance is no guarantee of future results. Current performance may be higher or lower than the performance data quoted. The principal value and investment return of an investment will fluctuate so that investor’s shares, when redeemed, may be worth more or less than the original cost. The returns shown do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on redemptions of Fund shares. The total annual operating expenses as stated in the fee table to the Fund’s prospectus dated February 28, 2023 as supplemented April 3, 2023, is 0.75%. For performance information current to the most recent month-end, please call 1-877-337-0500.

(2)

Inception date is March 31, 2021.

(3)

Indexes are unmanaged statistical composites and their returns do not include fees an investor would pay to purchase the securities they represent. Such costs would lower performance. It is not possible to invest directly in an index.

 

23

 

 

Pacer Swan SOS Conservative (July) ETF

PERFORMANCE SUMMARY
(Unaudited)

 

 

Growth of $10,000

 

This chart illustrates the performance of a hypothetical $10,000, investment made on June 30, 2021, and is not intended to imply any future performance. The returns shown do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. The chart assumes reinvestment of capital gains and dividends.

 

The Pacer Swan SOS Conservative (July) ETF (the “Fund”) seeks to provide investors with returns that, before fees and expenses of the Fund, match those of the SPDR® S&P 500® ETF Trust (the “Underlying ETF”) up to a predetermined upside cap of 14.73% (before fees and expenses of the Fund) and 13.98% (after fees and expenses of the Fund), while providing a buffer against Underlying ETF losses between 5% and 30% over the period from July 3, 2023 to June 28, 2024.

 

The S&P 500 Index consists of approximately 500 leading U.S.-listed companies.

 

Annualized Returns (1)
(For the periods ended October 31, 2023)

 

 

One Year

Since Inception(2)

Pacer Swan SOS Conservative (July) ETF - NAV

9.16%

1.65%

Pacer Swan SOS Conservative (July) ETF - Market

9.15%

1.71%

S&P 500 Index (3)

10.14%

0.52%

 

(1)

The performance data quoted is historical. Past performance is no guarantee of future results. Current performance may be higher or lower than the performance data quoted. The principal value and investment return of an investment will fluctuate so that investor’s shares, when redeemed, may be worth more or less than the original cost. The returns shown do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on redemptions of Fund shares. The total annual operating expenses as stated in the fee table to the Fund’s prospectus dated July 3, 2023, is 0.75%. For performance information current to the most recent month-end, please call 1-877-337-0500.

(2)

Inception date is June 30, 2021.

(3)

Indexes are unmanaged statistical composites and their returns do not include fees an investor would pay to purchase the securities they represent. Such costs would lower performance. It is not possible to invest directly in an index.

 

24

 

 

Pacer Swan SOS Moderate (July) ETF

PERFORMANCE SUMMARY
(Unaudited)

 

 

Growth of $10,000

 

This chart illustrates the performance of a hypothetical $10,000, investment made on June 30, 2021, and is not intended to imply any future performance. The returns shown do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. The chart assumes reinvestment of capital gains and dividends.

 

The Pacer Swan SOS Moderate (July) ETF (the “Fund”) seeks to provide investors with returns that, before fees and expenses of the Fund, match those of the SPDR® S&P 500® ETF Trust (“the Underlying ETF”) up to a predetermined upside cap of 14.52% (before fees and expenses of the Fund) and 13.77% (after fees and expenses of the Fund), while providing a buffer against the first 15% of Underlying ETF losses, over the period from July 3, 2023 to June 28, 2024.

 

The S&P 500 Index consists of approximately 500 leading U.S.-listed companies.

 

Annualized Returns (1)
(For the periods ended October 31, 2023)

 

 

One Year

Since Inception(2)

Pacer Swan SOS Moderate (July) ETF - NAV

11.19%

5.02%

Pacer Swan SOS Moderate (July) ETF - Market

11.33%

5.07%

S&P 500 Index (3)

10.14%

0.52%

 

(1)

The performance data quoted is historical. Past performance is no guarantee of future results. Current performance may be higher or lower than the performance data quoted. The principal value and investment return of an investment will fluctuate so that investor’s shares, when redeemed, may be worth more or less than the original cost. The returns shown do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on redemptions of Fund shares. The total annual operating expenses as stated in the fee table to the Fund’s prospectus dated July 3, 2023, is 0.75%. For performance information current to the most recent month-end, please call 1-877-337-0500.

(2)

Inception date is June 30, 2021.

(3)

Indexes are unmanaged statistical composites and their returns do not include fees an investor would pay to purchase the securities they represent. Such costs would lower performance. It is not possible to invest directly in an index.

 

 

25

 

 

Pacer Swan SOS Flex (July) ETF

PERFORMANCE SUMMARY
(Unaudited)

 

 

Growth of $10,000

 

This chart illustrates the performance of a hypothetical $10,000, investment made on June 30, 2021, and is not intended to imply any future performance. The returns shown do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. The chart assumes reinvestment of capital gains and dividends.

 

The Pacer Swan SOS Flex (July) ETF (the “Fund”) seeks to provide investors with returns that match those of the SPDR® S&P 500® ETF Trust (the “Underlying ETF”) up to a predetermined upside cap of 16.72% (before fees and expenses of the Fund) and 15.97% (after fees and expenses of the Fund), while providing a buffer against the first 20% of Underlying ETF losses with the benefits of such buffer declining from 20% to 0% for Underlying ETF losses between 20% and 40%, over the period from July 3, 2023 to June 28, 2024.

 

The S&P 500 Index consists of approximately 500 leading U.S.-listed companies.

 

Annualized Returns (1)
(For the periods ended October 31, 2023)

 

 

One Year

Since Inception(2)

Pacer Swan SOS Flex (July) ETF - NAV

10.49%

5.01%

Pacer Swan SOS Flex (July) ETF - Market

10.65%

5.07%

S&P 500 Index (3)

10.14%

0.52%

 

(1)

The performance data quoted is historical. Past performance is no guarantee of future results. Current performance may be higher or lower than the performance data quoted. The principal value and investment return of an investment will fluctuate so that investor’s shares, when redeemed, may be worth more or less than the original cost. The returns shown do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on redemptions of Fund shares. The total annual operating expenses as stated in the fee table to the Fund’s prospectus dated July 3, 2023, is 0.75%. For performance information current to the most recent month-end, please call 1-877-337-0500.

(2)

Inception date is June 30, 2021.

(3)

Indexes are unmanaged statistical composites and their returns do not include fees an investor would pay to purchase the securities they represent. Such costs would lower performance. It is not possible to invest directly in an index.

 

26

 

 

Pacer Swan SOS Conservative (October) ETF

PERFORMANCE SUMMARY
(Unaudited)

 

 

Growth of $10,000

 

This chart illustrates the performance of a hypothetical $10,000 investment made on September 30, 2021, and is not intended to imply any future performance. The returns shown do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. The chart assumes reinvestment of capital gains and dividends.

 

The Pacer Swan SOS Conservative (October) ETF (the “Fund”) seeks to provide investors with returns that, before fees and expenses of the Fund, match those of the SPDR® S&P 500® ETF Trust (the “Underlying ETF”) up to a predetermined upside cap of 15.95% (before fees and expenses of the Fund) and 15.20% (after fees and expenses of the Fund), while providing a buffer against Underlying ETF losses between 5% and 30% over the period from October 2, 2023 to September 30, 2024.

 

The S&P 500 Index consists of approximately 500 leading U.S.-listed companies.

 

Annualized Returns (1)
(For the periods ended October 31, 2023)

 

 

One Year

Since Inception(2)

Pacer Swan SOS Conservative (October) ETF - NAV

12.54%

4.27%

Pacer Swan SOS Conservative (October) ETF - Market

12.01%

4.20%

S&P 500 Index (3)

10.14%

0.31%

 

(1)

The performance data quoted is historical. Past performance is no guarantee of future results. Current performance may be higher or lower than the performance data quoted. The principal value and investment return of an investment will fluctuate so that investor’s shares, when redeemed, may be worth more or less than the original cost. The returns shown do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on redemptions of Fund shares. The total annual operating expenses as stated in the fee table to the Fund’s prospectus dated October 2, 2023, is 0.75%. For performance information current to the most recent month-end, please call 1-877-337-0500.

(2)

Inception date is September 30, 2021.

(3)

Indexes are unmanaged statistical composites and their returns do not include fees an investor would pay to purchase the securities they represent. Such costs would lower performance. It is not possible to invest directly in an index.

 

27

 

 

Pacer Swan SOS Moderate (October) ETF

PERFORMANCE SUMMARY
(Unaudited)

 

 

Growth of $10,000

 

This chart illustrates the performance of a hypothetical $10,000 investment made on September 30, 2021, and is not intended to imply any future performance. The returns shown do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. The chart assumes reinvestment of capital gains and dividends.

 

The Pacer Swan SOS Moderate (October) ETF (the “Fund”) seeks to provide investors with returns that, before fees and expenses of the Fund, match those of the SPDR® S&P 500® ETF Trust (“the Underlying ETF”) up to a predetermined upside cap of 15.50% (before fees and expenses of the Fund) and 14.75% (after fees and expenses of the Fund), while providing a buffer against the first 15% of Underlying ETF losses, over the period from October 2, 2023 to September 30, 2024.

 

The S&P 500 Index consists of approximately 500 leading U.S.-listed companies.

 

Annualized Returns (1)
(For the periods ended October 31, 2023)

 

 

One Year

Since Inception(2)

Pacer Swan SOS Moderate (October) ETF - NAV

13.22%

6.55%

Pacer Swan SOS Moderate (October) ETF - Market

13.05%

6.60%

S&P 500 Index (3)

10.14%

0.31%

 

(1)

The performance data quoted is historical. Past performance is no guarantee of future results. Current performance may be higher or lower than the performance data quoted. The principal value and investment return of an investment will fluctuate so that investor’s shares, when redeemed, may be worth more or less than the original cost. The returns shown do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on redemptions of Fund shares. The total annual operating expenses as stated in the fee table to the Fund’s prospectus dated October 2, 2023, is 0.75%. For performance information current to the most recent month-end, please call 1-877-337-0500.

(2)

Inception date is September 30, 2021.

(3)

Indexes are unmanaged statistical composites and their returns do not include fees an investor would pay to purchase the securities they represent. Such costs would lower performance. It is not possible to invest directly in an index.

 

28

 

 

Pacer Swan SOS Flex (October) ETF

PERFORMANCE SUMMARY
(Unaudited)

 

 

Growth of $10,000

 

This chart illustrates the performance of a hypothetical $10,000 investment made on September 30, 2021, and is not intended to imply any future performance. The returns shown do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. The chart assumes reinvestment of capital gains and dividends.

 

The Pacer Swan SOS Flex (October) ETF (the “Fund”) seeks to provide investors with returns that match those of the SPDR® S&P 500® ETF Trust (the “Underlying ETF”) up to a predetermined upside cap of 17.65% (before fees and expenses of the Fund) and 16.90% (after fees and expenses of the Fund), while providing a buffer against the first 20% of Underlying ETF losses with the benefits of such buffer declining from 20% to 0% for Underlying ETF losses between 20% and 40%, over the period from October 2, 2023 to September 30, 2024.

 

The S&P 500 Index consists of approximately 500 leading U.S.-listed companies.

 

Annualized Returns (1)
(For the periods ended October 31, 2023)

 

 

One Year

Since Inception(2)

Pacer Swan SOS Flex (October) ETF - NAV

11.66%

7.42%

Pacer Swan SOS Flex (October) ETF - Market

11.62%

7.46%

S&P 500 Index (3)

10.14%

0.31%

 

(1)

The performance data quoted is historical. Past performance is no guarantee of future results. Current performance may be higher or lower than the performance data quoted. The principal value and investment return of an investment will fluctuate so that investor’s shares, when redeemed, may be worth more or less than the original cost. The returns shown do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on redemptions of Fund shares. The total annual operating expenses as stated in the fee table to the Fund’s prospectus dated October 2, 2023, is 0.75%. For performance information current to the most recent month-end, please call 1-877-337-0500.

(2)

Inception date is September 30, 2021.

(3)

Indexes are unmanaged statistical composites and their returns do not include fees an investor would pay to purchase the securities they represent. Such costs would lower performance. It is not possible to invest directly in an index.

 

 

29

 

 

Pacer Metaurus US Large Cap Dividend Multiplier 300 ETF

PERFORMANCE SUMMARY
(Unaudited)

 

 

Growth of $10,000

 

This chart illustrates the performance of a hypothetical $10,000 investment made on July 12, 2021, and is not intended to imply any future performance. The returns shown do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. The chart assumes reinvestment of capital gains and dividends.

 

The Metaurus US Large Cap Dividend Multiplier Index - Series 300 has two components: (i) an S&P 500 Index component (the “S&P 500 Component”) and (ii) a dividend component (the “Dividend Component”) consisting of long positions in annual futures contracts that provide exposure to ordinary dividends paid on the common stocks of companies included in the S&P 500. The Dividend Component is designed to give the Fund exposure to approximately 300% of the ordinary dividends the Fund would otherwise have expected to receive from its investment in the S&P 500 Component. The Dividend Component consists of annual futures contracts whose value represents the market’s expectation of the amount of ordinary dividends to be paid by S&P 500 companies during the term of the futures contract.

 

The S&P 500 Index consists of approximately 500 leading U.S.-listed companies.

 

Annualized Returns (1)
(For the periods ended October 31, 2023)

 

 

One Year

Since Inception

Pacer Metaurus US Large Cap Dividend Multiplier 300 ETF - NAV

9.08%

-0.74%

Pacer Metaurus US Large Cap Dividend Multiplier 300 ETF - Market

8.97%

-0.71%

Metaurus US Large Cap Dividend Multiplier Index – Series 300 (3)

9.87%

0.04%

S&P 500® Index (3)

10.14%

-0.36%

 

(1)

The performance data quoted is historical. Past performance is no guarantee of future results. Current performance may be higher or lower than the performance data quoted. The principal value and investment return of an investment will fluctuate so that investor’s shares, when redeemed, may be worth more or less than the original cost. The returns shown do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on redemptions of Fund shares. The total annual operating expenses as stated in the fee table to the Fund’s prospectus dated February 28, 2023, is 0.75%. For performance information current to the most recent month-end, please call 1-877-337-0500.

(2)

Inception date is July 12, 2021.

(3)

Indexes are unmanaged statistical composites and their returns do not include fees an investor would pay to purchase the securities they represent. Such costs would lower performance. It is not possible to invest directly in an index.

 

 

30

 

 

Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF

PERFORMANCE SUMMARY
(Unaudited)

 

 

Growth of $10,000

 

This chart illustrates the performance of a hypothetical $10,000 investment made on July 12, 2021, and is not intended to imply any future performance. The returns shown do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. The chart assumes reinvestment of capital gains and dividends.

 

The Metaurus US Large Cap Dividend Multiplier Index - Series 400 has two components: (i) an S&P 500 Index component (the “S&P 500 Component”) and (ii) a dividend component (the “Dividend Component”) consisting of long positions in annual futures contracts that provide exposure to ordinary dividends paid on the common stocks of companies included in the S&P 500. The Dividend Component is designed to give the Fund exposure to approximately 400% of the ordinary dividends the Fund would otherwise have expected to receive from its investment in the S&P 500 Component. The Dividend Component consists of annual futures contracts whose value represents the market’s expectation of the amount of ordinary dividends to be paid by S&P 500 companies during the term of the futures contract.

 

The S&P 500 Index consists of approximately 500 leading U.S.-listed companies.

 

Annualized Returns (1)
(For the periods ended October 31, 2023)

 

 

One Year

Since Inception(2)

Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF - NAV

9.53%

-0.30%

Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF - Market

9.51%

-0.21%

Metaurus US Large Cap Dividend Multiplier Index – Series 400 (3)

9.74%

0.25%

S&P 500® Index (3)

10.14%

-0.36%

 

(1)

The performance data quoted is historical. Past performance is no guarantee of future results. Current performance may be higher or lower than the performance data quoted. The principal value and investment return of an investment will fluctuate so that investor’s shares, when redeemed, may be worth more or less than the original cost. The returns shown do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on redemptions of Fund shares. The total annual operating expenses as stated in the fee table to the Fund’s prospectus dated February 28, 2023, is 0.75%. For performance information current to the most recent month-end, please call 1-877-337-0500.

(2)

Inception date is July 12, 2021.

(3)

Indexes are unmanaged statistical composites and their returns do not include fees an investor would pay to purchase the securities they represent. Such costs would lower performance. It is not possible to invest directly in an index.

 

 

31

 

 

Pacer Funds

EXPENSE EXAMPLE
For the Period Ended October 31, 2023 (Unaudited)

 

 

As a shareholder of a Fund, you pay ongoing expenses, such as advisory fees, and other Fund expenses. The following examples are intended to help you understand the ongoing cost (in dollars) of investing in a Fund and to compare these costs with the ongoing costs of investing in other funds. Please note, the expenses shown in the tables are meant to highlight ongoing costs only and do not reflect any transactional costs. You may pay brokerage commissions on your purchase and sale of Fund shares, which are not reflected in the following examples. Each example is based on an investment of $1,000 invested at the beginning of the period and held for the entire period as indicated below.

 

Actual Expenses

 

The columns under the heading entitled “Actual” help you estimate the actual expenses you paid over the period. The “Actual Ending Account Value” shown is derived from a Fund’s actual return and the “Actual Expenses Paid During Period” show the dollar amount that would have been paid by an investor who started with $1,000 in the Fund. To estimate the expenses you paid on your account during this period, simply divide your account value by $1,000 (for example, an $8,600 account value divided by $1,000=8.6), then multiply the result by the number in the column under the heading untitled “Actual Expenses Paid During Period”.

 

Hypothetical Example for Comparison Purposes

 

The columns under the heading entitled “Hypothetical” provide information about hypothetical account value and hypothetical expenses based on a Fund’s actual expense ratio and an assumed rate of return of 5% per year before expenses, which is not the Fund’s return. The hypothetical account value and expenses may not be used to estimate the actual ending account balance or expenses you paid for the period. You may use this information to compare the ongoing costs of investing in a Fund and other funds. To do so, compare this 5% hypothetical example with the 5% hypothetical examples that appear in the shareholder reports of other funds.

 

Please note that the expenses shown in the table are meant to highlight your ongoing costs only and do not reflect any transactional costs which may be applicable to your account. Therefore, the last column of the table (Hypothetical Expenses Paid During Period) is useful in comparing ongoing costs only and will not help you determine the relative total costs of owning different funds. In addition, if these transactional costs were included, your costs would have been higher.

 

 

Fund’s Annual
Expense Ratio

Beginning
Account Value
05/01/23

Ending
Account Value
10/31/23

Expenses Paid
During Period
(a)

Pacer American Energy Independence ETF

       

Actual

0.75%

$ 1,000.00

$ 1,052.60

$ 3.88

Hypothetical(b)

0.75%

$ 1,000.00

$ 1,021.42

$ 3.82

Pacer BlueStar Engineering the Future ETF

       

Actual

0.60%

$ 1,000.00

$ 900.50

$ 2.87

Hypothetical(b)

0.60%

$ 1,000.00

$ 1,022.18

$ 3.06

Pacer BlueStar Digital Entertainment ETF

       

Actual

0.60%

$ 1,000.00

$ 884.00

$ 2.85

Hypothetical(b)

0.60%

$ 1,000.00

$ 1,022.18

$ 3.06

Pacer Swan SOS Fund of Funds ETF

       

Actual

0.18%

$ 1,000.00

$ 1,025.40

$ 0.92

Hypothetical(b)

0.18%

$ 1,000.00

$ 1,024.30

$ 0.92

Pacer Swan SOS Conservative (January) ETF

       

Actual

0.75%

$ 1,000.00

$ 1,019.40

$ 3.82

Hypothetical(b)

0.75%

$ 1,000.00

$ 1,021.42

$ 3.82

Pacer Swan SOS Moderate (January) ETF

       

Actual

0.75%

$ 1,000.00

$ 1,018.30

$ 3.82

Hypothetical(b)

0.75%

$ 1,000.00

$ 1,021.42

$ 3.82

Pacer Swan SOS Flex (January) ETF

       

Actual

0.75%

$ 1,000.00

$ 1,009.50

$ 3.80

Hypothetical(b)

0.75%

$ 1,000.00

$ 1,021.42

$ 3.82

Pacer Swan SOS Conservative (April) ETF

       

Actual

0.75%

$ 1,000.00

$ 1,010.90

$ 3.80

Hypothetical(b)

0.75%

$ 1,000.00

$ 1,021.42

$ 3.82

 

32

 

 

Pacer Funds

EXPENSE EXAMPLE
For the Period Ended October 31, 2023 (Unaudited) (Continued)

 

 

 

Fund’s Annual
Expense Ratio

Beginning
Account Value
05/01/23

Ending
Account Value
10/31/23

Expenses Paid
During Period
(a)

Pacer Swan SOS Moderate (April) ETF

       

Actual

0.75%

$ 1,000.00

$ 1,015.20

$ 3.81

Hypothetical(b)

0.75%

$ 1,000.00

$ 1,021.42

$ 3.82

Pacer Swan SOS Flex (April) ETF

       

Actual

0.75%

$ 1,000.00

$ 1,014.70

$ 3.81

Hypothetical(b)

0.75%

$ 1,000.00

$ 1,021.42

$ 3.82

Pacer Swan SOS Conservative (July) ETF

       

Actual

0.75%

$ 1,000.00

$ 1,015.20

$ 3.81

Hypothetical(b)

0.75%

$ 1,000.00

$ 1,021.42

$ 3.82

Pacer Swan SOS Moderate (July) ETF

       

Actual

0.75%

$ 1,000.00

$ 1,034.10

$ 3.85

Hypothetical(b)

0.75%

$ 1,000.00

$ 1,021.42

$ 3.82

Pacer Swan SOS Flex (July) ETF

       

Actual

0.75%

$ 1,000.00

$ 1,031.50

$ 3.84

Hypothetical(b)

0.75%

$ 1,000.00

$ 1,021.42

$ 3.82

Pacer Swan SOS Conservative (October) ETF

       

Actual

0.75%

$ 1,000.00

$ 1,046.00

$ 3.87

Hypothetical(b)

0.75%

$ 1,000.00

$ 1,021.42

$ 3.82

Pacer Swan SOS Moderate (October) ETF

       

Actual

0.75%

$ 1,000.00

$ 1,045.10

$ 3.87

Hypothetical(b)

0.75%

$ 1,000.00

$ 1,021.42

$ 3.82

Pacer Swan SOS Flex (October) ETF

       

Actual

0.75%

$ 1,000.00

$ 1,023.70

$ 3.83

Hypothetical(b)

0.75%

$ 1,000.00

$ 1,021.42

$ 3.82

Pacer Metaurus US Large Cap Target Dividend 300 ETF

       

Actual

0.79%

$ 1,000.00

$ 1,010.40

$ 4.00

Hypothetical(b)

0.79%

$ 1,000.00

$ 1,021.22

$ 4.02

Pacer Metaurus US Large Cap Target Dividend 400 ETF

       

Actual

0.79%

$ 1,000.00

$ 1,012.50

$ 4.01

Hypothetical(b)

0.79%

$ 1,000.00

$ 1,021.22

$ 4.02

 

(a)

The dollar amounts shown as expenses paid during the period are equal to the annualized six-month expense ratio multiplied by the average account value during the period, multiplied by the number of days (184) in the most recent six-month period and divided by the number of days in the most recent twelve-month period (365).

(b)

Assumes 5% return before expenses.

 

 

33

 

 

Pacer American Energy Independence ETF

SCHEDULE OF INVESTMENTS
October 31, 2023

 

 

   

Shares

   

Value

 

COMMON STOCKS — 99.2%

 

Energy — 99.2%

Antero Midstream Corp.(a)

    97,658     $ 1,205,100  

Archrock, Inc.

    72,549       919,196  

Cheniere Energy, Inc.

    19,907       3,312,923  

Crestwood Equity Partners LP

    16,900       461,032  

DT Midstream, Inc.(a)

    23,874       1,288,480  

Enbridge, Inc.

    92,113       2,951,867  

Energy Transfer LP

    135,190       1,777,749  

EnLink Midstream LLC(a)

    82,435       1,013,126  

Enterprise Products Partners LP

    116,055       3,022,071  

Equitrans Midstream Corp.(a)

    122,336       1,085,120  

Excelerate Energy, Inc. - Class A

    41,706       593,059  

Genesis Energy LP

    34,749       385,019  

Gibson Energy, Inc.

    64,506       980,091  

Hess Midstream LP - Class A

    30,802       924,060  

Holly Energy Partners LP

    15,872       337,280  

Keyera Corp.

    54,418       1,265,535  

Kinder Morgan, Inc.

    111,925       1,813,185  

Kinetik Holdings, Inc.(a)

    22,389       793,466  

Kodiak Gas Services, Inc.(b)

    42,180       725,074  

MPLX LP

    37,932       1,367,069  

New Fortress Energy, Inc.(a)

    30,577       926,483  

NextDecade Corp.(a)(b)

    138,309       607,177  

NuStar Energy LP

    24,959       426,799  

ONEOK, Inc.

    47,898       3,122,950  

Pembina Pipeline Corp.

    61,606       1,896,048  

Plains GP Holdings LP - Class A

    64,198       1,006,625  

Targa Resources Corp.

    22,317       1,865,924  

TC Energy Corp.

    87,422       3,010,834  

Western Midstream Partners LP(a)

    26,750       717,703  

Williams Cos., Inc.

    94,520       3,251,488  

Total Energy

            43,052,533  

TOTAL COMMON STOCKS (Cost $36,335,411)

            43,052,533  
 

Investments Purchased with Proceeds from Securities Lending — 8.6%

Mount Vernon Liquid Assets Portfolio, LLC, 5.55%(c)

    3,725,563     $ 3,725,563  

Total Investments Purchased with Proceeds from Securities Lending (Cost $3,725,563)

            3,725,563  
 

TOTAL INVESTMENTS — 107.8%

               

(Cost $40,060,974)

            46,778,096  

Liabilities in Excess of Other Assets — (7.8)%

            (3,389,644 )

TOTAL NET ASSETS — 100.0%

          $ 43,388,452  

 

Percentages are stated as a percent of net assets.

 

(a)

All or a portion of this security is on loan as of October 31, 2023. The total market value of these securities was $3,635,798 which represented 8.4% of net assets.

 

(b)

Non-income producing security.

 

(c)

The rate shown represents the 7-day effective yield as of October 31, 2023.

 

The Global Industry Classification Standard (GICS®) was developed by and/or is the exclusive property of MSCI, Inc. and Standard & Poor’s Financial Services LLC (“S&P”). GICS is a service mark of MSCI and S&P and has been licensed for use by U.S. Bank Global Fund Services.

 

The accompanying notes are an integral part of the financial statements.

 

34

 

 

Pacer BlueStar Engineering the Future ETF

SCHEDULE OF INVESTMENTS
October 31, 2023

 

 

   

Shares

   

Value

 

COMMON STOCKS — 100.0%

 

Consumer Discretionary — 1.9%

Denso Corp.

    1,816     $ 26,375  

Total Consumer Discretionary

            26,375  
 

Health Care — 1.0%

BICO Group AB(a)

    5,118       13,555  

Total Health Care

            13,555  
 

Industrials — 21.0%

3D Systems Corp.(a)

    7,712       28,766  

Amada Co. Ltd.

    381       3,648  

ANDRITZ AG

    93       4,266  

ATS Corp.(a)

    101       3,398  

Daifuku Co. Ltd.

    347       5,651  

Desktop Metal, Inc.(a)

    21,193       18,362  

Duerr AG

    97       1,986  

Emerson Electric Co.

    448       39,858  

FANUC Corp.

    663       15,992  

Fuji Corp./Aichi

    180       2,682  

Konecranes Oyj

    100       3,267  

Lincoln Electric Holdings, Inc.

    50       8,740  

Proto Labs, Inc.(a)

    1,415       33,408  

Rockwell Automation, Inc.

    88       23,127  

Siemens AG

    638       84,270  

Velo3D, Inc.(a)

    10,661       14,073  

Yaskawa Electric Corp.

    148       4,766  

Total Industrials

            296,260  
 

Information Technology — 76.1%

Advantest Corp.

    376       9,472  

Altair Engineering, Inc. - Class A(a)

    90       5,591  

Ambarella, Inc.(a)

    48       2,160  

ANSYS, Inc.(a)

    246       68,452  

Applied Materials, Inc.

    582       77,028  

ASM International NV

    41       16,836  

ASML Holding NV

    191       114,372  

ASMPT Ltd.

    360       3,037  

Autodesk, Inc.(a)

    644       127,273  

Axcelis Technologies, Inc.(a)

    30       3,825  

Azbil Corp.

    131       3,818  

BE Semiconductor Industries NV

    75       7,713  

Bentley Systems, Inc. - Class B

    799       38,863  

Cognex Corp.

    143       5,147  

Dassault Systemes SE

    2,587       106,137  

Disco Corp.

    64       11,053  

FARO Technologies, Inc.(a)

    1,540       19,820  

Keyence Corp.

    162       62,203  

KLA Corp.

    98       46,031  

Kulicke & Soffa Industries, Inc.

    60       2,497  

Lam Research Corp.

    102       59,998  

 

   

Shares

   

Value

 

Information Technology — 76.1% (Continued)

       

Lasertec Corp.

    79     $ 13,148  

Materialise NV - ADR(a)

    1,377       7,574  

Nano Dimension Ltd. - ADR(a)

    20,077       53,405  

Nemetschek SE

    199       14,808  

Nova Ltd.(a)

    30       2,849  

Omron Corp.

    157       5,543  

Onto Innovation, Inc.(a)

    46       5,169  

PTC, Inc.(a)

    297       41,705  

Renishaw PLC

    899       33,643  

SCREEN Holdings Co. Ltd.

    94       4,304  

Stratasys Ltd.(a)

    4,432       45,073  

Teledyne Technologies, Inc.(a)

    31       11,612  

Teradyne, Inc.

    108       8,993  

Tokyo Electron Ltd.

    290       37,829  

Total Information Technology

            1,076,981  

TOTAL COMMON STOCKS (Cost $1,538,527)

            1,413,171  
 

TOTAL INVESTMENTS — 100.0%

               

(Cost $1,538,527)

            1,413,171  

Other Assets in Excess of Liabilities — 0.0%(b)

            399  

TOTAL NET ASSETS — 100.0%

          $ 1,413,570  

 

Percentages are stated as a percent of net assets.

ADR - American Depositary Receipt

 

PLC - Public Limited Company

 

(a)

Non-income producing security.

 

(b)

Represents less than 0.05% of net assets.

 

The Global Industry Classification Standard (GICS®) was developed by and/or is the exclusive property of MSCI, Inc. and Standard & Poor’s Financial Services LLC (“S&P”). GICS is a service mark of MSCI and S&P and has been licensed for use by U.S. Bank Global Fund Services.

 

The accompanying notes are an integral part of the financial statements.

 

35

 

 

Pacer BlueStar Digital Entertainment ETF

SCHEDULE OF INVESTMENTS
October 31, 2023

 

 

   

Shares

   

Value

 

COMMON STOCKS — 95.6%

 

Communication Services — 33.7%(a)

Better Collective AS(b)

    241     $ 5,824  

Capcom Co. Ltd.

    284       9,074  

Catena Media PLC(b)

    2,643       4,085  

CD Projekt SA

    305       7,600  

Electronic Arts, Inc.

    135       16,711  

Kingsoft Corp. Ltd.

    2,872       10,020  

Konami Group Corp.

    198       10,138  

NetEase, Inc. - ADR

    193       20,636  

Nexon Co. Ltd.

    571       10,351  

Nintendo Co. Ltd.

    439       18,034  

ROBLOX Corp. - Class A(b)

    438       13,933  

Sea Ltd. - ADR(b)

    342       14,261  

Skillz, Inc.(b)

    602       3,082  

Square Enix Holdings Co. Ltd.

    282       9,310  

Take-Two Interactive Software, Inc.(b)

    101       13,509  

Tencent Holdings Ltd.

    1,559       57,622  

Ubisoft Entertainment SA(b)

    365       10,370  

Total Communication Services

            234,560  
 

Consumer Discretionary — 53.1%(a)

888 Holdings PLC(b)

    3,988       3,949  

Aristocrat Leisure Ltd.

    522       12,734  

Bally’s Corp.(b)

    409       3,730  

Bandai Namco Holdings, Inc.

    569       11,658  

Betmakers Technology Group Ltd.(b)

    54,362       2,719  

Betsson AB - Class B

    923       9,269  

DraftKings, Inc.(b)

    2,144       59,218  

Entain PLC

    2,570       29,015  

Everi Holdings, Inc.(b)

    649       7,003  

Evolution AB(e)

    607       53,890  

Flutter Entertainment PLC(b)

    374       58,489  

GameStop Corp. (b)

    598       8,234  

Jumbo Interactive Ltd.

    666       5,844  

Kambi Group PLC(b)

    348       4,980  

Kindred Group PLC

    1,214       9,916  

La Francaise des Jeux SAEM(e)

    735       23,633  

Light & Wonder, Inc.(b)

    350       25,589  

NEOGAMES SA(b)

    216       5,573  

Playtech PLC(b)

    2,206       10,509  

PointsBet Holdings Ltd.

    9,079       4,340  

Rank Group PLC(b)

    1,164       949  

Rush Street Interactive, Inc.(b)

    1,014       3,620  

Sportradar Holding AG(b)

    748       6,605  

Super Group SGHC Ltd.(b)

    1,962       7,514  

Zeal Network SE

    26       838  

Total Consumer Discretionary

            369,818  
 

 

   

Shares

   

Value

 

Information Technology — 8.8%

Advanced Micro Devices, Inc.(b)

    223     $ 21,965  

AppLovin Corp. - Class A(b)

    278       10,130  

NVIDIA Corp.

    52       21,206  

Unity Software, Inc.(b)

    318       8,068  

Total Information Technology

            61,369  

TOTAL COMMON STOCKS (Cost $752,776)

            665,747  
 

WARRANTS — 0.0%(c)

 

Consumer Discretionary — 0.0%(c)

PointsBet Holdings Ltd., Expires July 08, 2024, Exercise Price $10.00(b)(d)

    252       0  

TOTAL WARRANTS (Cost $0)

            0  
 

EXCHANGE TRADED FUNDS — 4.3%

iShares MSCI South Korea ETF

    353       19,397  

iShares MSCI Taiwan ETF

    242       10,532  

TOTAL EXCHANGE TRADED FUNDS (Cost $32,770)

            29,929  
 

TOTAL INVESTMENTS — 99.9%

               

(Cost $785,546)

            695,676  

Other Assets in Excess of Liabilities — 0.1%

            800  

TOTAL NET ASSETS — 100.0%

          $ 696,476  

 

Percentages are stated as a percent of net assets.

ADR - American Depositary Receipt

CD Certificate of Deposit

PLC - Public Limited Company

 

(a)

As of October 31, 2023, the Fund had a significant portion of its assets invested in this sector and therefore is subject to additional risks.

 

(b)

Non-income producing security.

 

(c)

Represents less than 0.05% of net assets.

 

(d)

Fair value determined using significant unobservable inputs in accordance with procedures established by and under the supervision of the Adviser, acting through its Valuation Committee. These securities represented $0 or 0.0% of net assets as of October 31, 2023.

 

(e)

Security exempt from registration under Rule 144(a) and Regulation S of the Securities Act of 1933. Such securities are treated as liquid securities according to the Fund’s liquidity guidelines. The value of those securities total $77,523 or 11.1% of net assets.

 

The Global Industry Classification Standard (GICS®) was developed by and/or is the exclusive property of MSCI, Inc. and Standard & Poor’s Financial Services LLC (“S&P”). GICS is a service mark of MSCI and S&P and has been licensed for use by U.S. Bank Global Fund Services.

 

The accompanying notes are an integral part of the financial statements.

 

36

 

 

Pacer Swan SOS Fund of Funds ETF

SCHEDULE OF INVESTMENTS
October 31, 2023

 

 

   

Shares

   

Value

 

AFFILIATED EXCHANGE TRADED FUNDS — 99.4%(a)(b)

Pacer Swan SOS Conservative (April) ETF

    327,442     $ 6,999,564  

Pacer Swan SOS Conservative (January) ETF

    308,978       7,022,730  

Pacer Swan SOS Conservative (July) ETF

    313,311       6,675,436  

Pacer Swan SOS Conservative (October) ETF

    214,178       4,786,686  

Pacer Swan SOS Flex (April) ETF

    472,770       11,208,857  

Pacer Swan SOS Flex (January) ETF

    437,034       11,337,929  

Pacer Swan SOS Flex (July) ETF

    483,971       11,125,622  

Pacer Swan SOS Flex (October) ETF

    380,730       9,073,405  

Pacer Swan SOS Moderate (April) ETF

    1,013,302       23,291,152  

Pacer Swan SOS Moderate (January) ETF

    1,183,273       28,282,709  

Pacer Swan SOS Moderate (July) ETF

    1,185,133       27,240,163  

Pacer Swan SOS Moderate (October) ETF

    1,070,760       25,093,689  

TOTAL AFFILIATED EXCHANGE TRADED FUNDS (Cost $165,487,577)

            172,137,942  
 

TOTAL INVESTMENTS — 99.4%

               

(Cost $165,487,577)

            172,137,942  

Other Assets in Excess of Liabilities — 0.6%

            1,100,883  

TOTAL NET ASSETS — 100.0%

          $ 173,238,825  

 

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.

 

 

The accompanying notes are an integral part of the financial statements.

 

37

 

 

Pacer Swan SOS Conservative (January) ETF

SCHEDULE OF INVESTMENTS
October 31, 2023

 

 

   

Notional

   

Contracts

   

Value

 

OPTIONS PURCHASED — 99.7%(a)

                       
                         

Call Options — 99.4%

                       

SPDR S&P 500 ETF

                       

Expires December 29, 2023 at $4.21

  $ 10,329,540       247     $ 10,171,115  

Total Call Options

                    10,171,115  
                         

Put Options — 0.3%

                       

SPDR S&P 500 ETF

                       

Expires December 29, 2023 at $363.31

    10,329,540       247       28,877  

Total Put Options

                    28,877  

TOTAL OPTIONS (Cost $9,827,683)

                    10,199,992  
                         

TOTAL INVESTMENTS — 99.7% (Cost $9,827,683)

                    10,199,992  

Other Assets in Excess of Liabilities — 0.3%

                    29,217  

TOTAL NET ASSETS — 100.0%

                  $ 10,229,209  

 

Percentages are stated as a percent of net assets.

 

(a)

Exchange-traded.

 

SCHEDULE OF WRITTEN OPTIONS
October 31, 2023

 

 

   

Notional

   

Contracts

   

Value

 

Options Written — (0.3)%(a)

                       
                         

Call Options — (0.3)%

                       

SPDR S&P 500 ETF

                       

Expires December 29, 2023 at $447.83

  $ 10,329,540       247     $ (26,928 )

Total Call Options

                    (26,928 )
                         

Put Options — 0.0%(b)

                       

SPDR S&P 500 ETF

                       

Expires December 29, 2023 at $267.70

    10,329,540       247       (3,651 )

Total Put Options

                    (3,651 )

Total Options Written (Premiums received $423,597)

                  $ (30,579 )

 

 

(a)

Exchange-traded.

 

(b)

Represents less than 0.05% of net assets.

 

The accompanying notes are an integral part of the financial statements.

 

38

 

 

Pacer Swan SOS Moderate (January) ETF

SCHEDULE OF INVESTMENTS
October 31, 2023

 

 

   

Notional

   

Contracts

   

Value

 

OPTIONS PURCHASED — 99.4%(a)

                       
                         

Call Options — 98.8%

                       

SPDR S&P 500 ETF

                       

Expires December 29, 2023 at $4.24

  $ 34,166,940       817     $ 33,673,472  

Total Call Options

                    33,673,472  
                         

Put Options — 0.6%

                       

SPDR S&P 500 ETF

                       

Expires December 29, 2023 at $382.47

    34,166,940       817       201,799  

Total Put Options

                    201,799  

TOTAL OPTIONS (Cost $33,133,495)

                    33,875,271  
                         

TOTAL INVESTMENTS — 99.4% (Cost $33,133,495)

                    33,875,271  

Other Assets in Excess of Liabilities — 0.6%

                    194,005  

TOTAL NET ASSETS — 100.0%

                  $ 34,069,276  

 

Percentages are stated as a percent of net assets.

 

(a)

Exchange-traded.

 

SCHEDULE OF WRITTEN OPTIONS
October 31, 2023

 

 

   

Notional

   

Contracts

   

Value

 

Options Written — (0.3)%(a)

                       
                         

Call Options — (0.2)%

                       

SPDR S&P 500 ETF

                       

Expires December 29, 2023 at $452.22

  $ 34,166,940       817     $ (55,556 )

Total Call Options

                    (55,556 )
                         

Put Options — (0.1)%

                       

SPDR S&P 500 ETF

                       

Expires December 29, 2023 at $325.07

    34,166,940       817       (30,229 )

Total Put Options

                    (30,229 )

Total Options Written (Premiums received $1,446,961)

                  $ (85,785 )

 

 

(a)

Exchange-traded.

 

The accompanying notes are an integral part of the financial statements.

 

39

 

 

Pacer Swan SOS Flex (January) ETF

SCHEDULE OF INVESTMENTS
October 31, 2023

 

 

   

Notional

   

Contracts

   

Value

 

OPTIONS PURCHASED — 99.3%(a)

                       
                         

Call Options — 98.7%

                       

SPDR S&P 500 ETF

                       

Expires December 29, 2023 at $4.28

  $ 18,191,700       435     $ 17,909,677  

Total Call Options

                    17,909,677  
                         

Put Options — 0.6%

                       

SPDR S&P 500 ETF

                       

Expires December 29, 2023 at $229.46

    18,191,700       435       2,871  

Expires December 29, 2023 at $382.43

    18,191,700       435       107,371  

Total Put Options

                    110,242  

TOTAL OPTIONS (Cost $17,752,555)

                    18,019,919  
                         

TOTAL INVESTMENTS — 99.3% (Cost $17,752,555)

                    18,019,919  

Other Assets in Excess of Liabilities — 0.7%

                    127,297  

TOTAL NET ASSETS — 100.0%

                  $ 18,147,216  

 

Percentages are stated as a percent of net assets.

 

(a)

Exchange-traded.

 

SCHEDULE OF WRITTEN OPTIONS
October 31, 2023

 

 

   

Notional

   

Contracts

   

Value

 

Options Written — (0.1)%(a)

                       
                         

Call Options — 0.0%(b)

                       

SPDR S&P 500 ETF

                       

Expires December 29, 2023 at $466.18

  $ 18,191,700       435     $ (7,191 )

Total Call Options

                    (7,191 )
                         

Put Options — (0.1)%

                       

SPDR S&P 500 ETF

                       

Expires December 29, 2023 at $305.94

    36,383,400       870       (25,543 )

Total Put Options

                    (25,543 )

Total Options Written (Premiums received $884,876)

                  $ (32,734 )

 

 

(a)

Exchange-traded.

 

(b)

Represents less than 0.05% of net assets.

 

The accompanying notes are an integral part of the financial statements.

 

40

 

 

Pacer Swan SOS Conservative (April) ETF

SCHEDULE OF INVESTMENTS
October 31, 2023

 

 

   

Notional

   

Contracts

   

Value

 

OPTIONS PURCHASED — 99.6%(a)

                       
                         

Call Options — 97.7%

                       

SPDR S&P 500 ETF

                       

Expires March 28, 2024 at $4.50

  $ 10,120,440       242     $ 9,927,373  

Total Call Options

                    9,927,373  
                         

Put Options — 1.9%

                       

SPDR S&P 500 ETF

                       

Expires March 28, 2024 at $388.92

    10,120,440       242       188,712  

Total Put Options

                    188,712  

TOTAL OPTIONS (Cost $10,115,408)

                    10,116,085  
                         

TOTAL INVESTMENTS — 99.6% (Cost $10,115,408)

                    10,116,085  

Other Assets in Excess of Liabilities — 0.4%

                    48,585  

TOTAL NET ASSETS — 100.0%

                  $ 10,164,670  

 

Percentages are stated as a percent of net assets.

 

(a)

Exchange-traded.

 

SCHEDULE OF WRITTEN OPTIONS
October 31, 2023

 

 

   

Notional

   

Contracts

   

Value

 

Options Written — (0.6)%(a)

                       
                         

Call Options — (0.4)%

                       

SPDR S&P 500 ETF

                       

Expires March 28, 2024 at $468.46

  $ 10,120,440       242     $ (44,841 )

Total Call Options

                    (44,841 )
                         

Put Options — (0.2)%

                       

SPDR S&P 500 ETF

                       

Expires March 28, 2024 at $286.57

    10,120,440       242       (23,585 )

Total Put Options

                    (23,585 )

Total Options Written (Premiums received $342,033)

                  $ (68,426 )

 

 

(a)

Exchange-traded.

 

The accompanying notes are an integral part of the financial statements.

 

41

 

 

Pacer Swan SOS Moderate (April) ETF

SCHEDULE OF INVESTMENTS
October 31, 2023

 

 

   

Notional

   

Contracts

   

Value

 

OPTIONS PURCHASED — 100.2%(a)

                       
                         

Call Options — 97.3%

                       

SPDR S&P 500 ETF

                       

Expires March 28, 2024 at $4.54

  $ 29,608,560       708     $ 29,040,970  

Total Call Options

                    29,040,970  
                         

Put Options — 2.9%

                       

SPDR S&P 500 ETF

                       

Expires March 28, 2024 at $409.43

    29,608,560       708       868,008  

Total Put Options

                    868,008  

TOTAL OPTIONS (Cost $30,284,136)

                    29,908,978  
                         

TOTAL INVESTMENTS — 100.2% (Cost $30,284,136)

                    29,908,978  

Liabilities in Excess of Other Assets — (0.2)%

                    (60,235 )

TOTAL NET ASSETS — 100.0%

                  $ 29,848,743  

 

Percentages are stated as a percent of net assets.

 

(a)

Exchange-traded.

 

SCHEDULE OF WRITTEN OPTIONS
October 31, 2023

 

 

   

Notional

   

Contracts

   

Value

 

Options Written — (1.1)%(a)

                       
                         

Call Options — (0.4)%

                       

SPDR S&P 500 ETF

                       

Expires March 28, 2024 at $470.59

  $ 29,608,560       708     $ (119,652 )

Total Call Options

                    (119,652 )
                         

Put Options — (0.7)%

                       

SPDR S&P 500 ETF

                       

Expires March 28, 2024 at $347.98

    29,608,560       708       (212,400 )

Total Put Options

                    (212,400 )

Total Options Written (Premiums received $1,345,249)

                  $ (332,052 )

 

 

(a)

Exchange-traded.

 

The accompanying notes are an integral part of the financial statements.

 

42

 

 

Pacer Swan SOS Flex (April) ETF

SCHEDULE OF INVESTMENTS
October 31, 2023

 

 

   

Notional

   

Contracts

   

Value

 

OPTIONS PURCHASED — 100.0%(a)

                       
                         

Call Options — 97.0%

                       

SPDR S&P 500 ETF

                       

Expires March 28, 2024 at $4.59

  $ 16,393,440       392     $ 16,077,284  

Total Call Options

                    16,077,284  
                         

Put Options — 3.0%

                       

SPDR S&P 500 ETF

                       

Expires March 28, 2024 at $409.39

    16,393,440       392       479,024  

Expires March 28, 2024 at $245.63

    16,393,440       392       22,450  

Total Put Options

                    501,474  

TOTAL OPTIONS (Cost $16,652,340)

                    16,578,758  
                         

TOTAL INVESTMENTS — 100.0% (Cost $16,652,340)

                    16,578,758  

Other Assets in Excess of Liabilities — 0.0%(b)

                    2,926  

TOTAL NET ASSETS — 100.0%

                  $ 16,581,684  

 

Percentages are stated as a percent of net assets.

 

(a)

Exchange-traded.

 

(b)

Represents less than 0.05% of net assets.

 

SCHEDULE OF WRITTEN OPTIONS
October 31, 2023

 

 

   

Notional

   

Contracts

   

Value

 

Options Written — (1.1)%(a)

                       
                         

Call Options — (0.2)%

                       

SPDR S&P 500 ETF

                       

Expires March 28, 2024 at $482.26

  $ 16,393,440       392     $ (29,565 )

Total Call Options

                    (29,565 )
                         

Put Options — (0.9)%

                       

SPDR S&P 500 ETF

                       

Expires March 28, 2024 at $327.51

    32,786,880       784       (156,800 )

Total Put Options

                    (156,800 )

Total Options Written (Premiums received $851,393)

                  $ (186,365 )

 

 

(a)

Exchange-traded.

 

The accompanying notes are an integral part of the financial statements.

 

43

 

 

Pacer Swan SOS Conservative (July) ETF

SCHEDULE OF INVESTMENTS
October 31, 2023

 

 

   

Notional

   

Contracts

   

Value

 

OPTIONS PURCHASED — 99.8%(a)

                       
                         

Call Options — 95.3%

                       

SPDR S&P 500 ETF

                       

Expires June 28, 2024 at $4.88

  $ 8,824,020       211     $ 8,611,003  

Total Call Options

                    8,611,003  
                         

Put Options — 4.5%

                       

SPDR S&P 500 ETF

                       

Expires June 28, 2024 at $421.12

    8,824,020       211       415,670  

Total Put Options

                    415,670  

TOTAL OPTIONS (Cost $9,614,295)

                    9,026,673  
                         

TOTAL INVESTMENTS — 99.8% (Cost $9,614,295)

                    9,026,673  

Other Assets in Excess of Liabilities — 0.2%

                    18,565  

TOTAL NET ASSETS — 100.0%

                  $ 9,045,238  

 

Percentages are stated as a percent of net assets.

 

(a)

Exchange-traded.

 

SCHEDULE OF WRITTEN OPTIONS
October 31, 2023

 

 

   

Notional

   

Contracts

   

Value

 

Options Written — (0.9)%(a)

                       
                         

Call Options — (0.2)%

                       

SPDR S&P 500 ETF

                       

Expires June 28, 2024 at $508.58

  $ 8,824,020       211     $ (15,397 )

Total Call Options

                    (15,397 )
                         

Put Options — (0.7)%

                       

SPDR S&P 500 ETF

                       

Expires June 28, 2024 at $310.30

    8,824,020       211       (60,713 )

Total Put Options

                    (60,713 )

Total Options Written (Premiums received $370,464)

                  $ (76,110 )

 

 

(a)

Exchange-traded.

 

The accompanying notes are an integral part of the financial statements.

 

44

 

 

Pacer Swan SOS Moderate (July) ETF

SCHEDULE OF INVESTMENTS
October 31, 2023

 

 

   

Notional

   

Contracts

   

Value

 

OPTIONS PURCHASED — 101.2%(a)

                       
                         

Call Options — 94.5%

                       

SPDR S&P 500 ETF

                       

Expires June 28, 2024 at $4.92

  $ 40,565,400       970     $ 39,582,401  

Total Call Options

                    39,582,401  
                         

Put Options — 6.7%

                       

SPDR S&P 500 ETF

                       

Expires June 28, 2024 at $443.32

    40,565,400       970       2,827,298  

Total Put Options

                    2,827,298  

TOTAL OPTIONS (Cost $44,324,873)

                    42,409,699  
                         

TOTAL INVESTMENTS — 101.2% (Cost $44,324,873)

                    42,409,699  

Liabilities in Excess of Other Assets — (1.2)%

                    (505,871 )

TOTAL NET ASSETS — 100.0%

                  $ 41,903,828  

 

Percentages are stated as a percent of net assets.

 

(a)

Exchange-traded.

 

SCHEDULE OF WRITTEN OPTIONS
October 31, 2023

 

 

   

Notional

   

Contracts

   

Value

 

Options Written — (2.3)%(a)

                       
                         

Call Options — (0.2)%

                       

SPDR S&P 500 ETF

                       

Expires June 28, 2024 at $507.64

  $ 40,565,400       970     $ (74,001 )

Total Call Options

                    (74,001 )
                         

Put Options — (2.1)%

                       

SPDR S&P 500 ETF

                       

Expires June 28, 2024 at $376.79

    40,565,400       970       (870,090 )

Total Put Options

                    (870,090 )

Total Options Written (Premiums received $1,831,075)

                  $ (944,091 )

 

(a) Exchange-traded.

 

The accompanying notes are an integral part of the financial statements.

 

45

 

 

Pacer Swan SOS Flex (July) ETF

SCHEDULE OF INVESTMENTS
October 31, 2023

 

 

   

Notional

   

Contracts

   

Value

 

OPTIONS PURCHASED — 102.2%(a)

                       
                         

Call Options — 95.1%

                       

SPDR S&P 500 ETF

                       

Expires June 28, 2024 at $4.96

  $ 22,373,700       535     $ 21,829,483  

Total Call Options

                    21,829,483  
                         

Put Options — 7.1%

                       

SPDR S&P 500 ETF

                       

Expires June 28, 2024 at $265.97

    22,373,700       535       80,202  

Expires June 28, 2024 at $443.28

    22,373,700       535       1,540,265  

Total Put Options

                    1,620,467  

TOTAL OPTIONS (Cost $24,979,709)

                    23,449,950  
                         

TOTAL INVESTMENTS — 102.2% (Cost $24,979,709)

                    23,449,950  

Liabilities in Excess of Other Assets — (2.2)%

                    (489,712 )

TOTAL NET ASSETS — 100.0%

                  $ 22,960,238  

 

Percentages are stated as a percent of net assets.

 

(a)

Exchange-traded.

 

SCHEDULE OF WRITTEN OPTIONS
October 31, 2023

 

 

   

Notional

   

Contracts

   

Value

 

Options Written — (2.9)%(a)

                       
                         

Call Options — (0.1)%

                       

SPDR S&P 500 ETF

                       

Expires June 28, 2024 at $517.40

  $ 22,373,700       535     $ (26,461 )

Total Call Options

                    (26,461 )
                         

Put Options — (2.8)%

                       

SPDR S&P 500 ETF

                       

Expires June 28, 2024 at $354.62

    44,747,400       1,070       (644,333 )

Total Put Options

                    (644,333 )

Total Options Written (Premiums received $1,807,282)

                  $ (670,794 )

 

 

(a)

Exchange-traded.

 

The accompanying notes are an integral part of the financial statements.

 

46

 

 

Pacer Swan SOS Conservative (October) ETF

SCHEDULE OF INVESTMENTS
October 31, 2023

 

 

   

Notional

   

Contracts

   

Value

 

OPTIONS PURCHASED — 100.7%(a)

                       
                         

Call Options — 96.4%

                       

SPDR S&P 500 ETF

                       

Expires September 30, 2024 at $4.70

  $ 6,649,380       159     $ 6,469,976  

Total Call Options

                    6,469,976  
                         

Put Options — 4.3%

                       

SPDR S&P 500 ETF

                       

Expires September 30, 2024 at $406.11

    6,649,380       159       291,132  

Total Put Options

                    291,132  

TOTAL OPTIONS (Cost $6,888,658)

                    6,761,108  
                         

TOTAL INVESTMENTS — 100.7% (Cost $6,888,658)

                    6,761,108  

Liabilities in Excess of Other Assets — (0.7)%

                    (48,136 )

TOTAL NET ASSETS — 100.0%

                  $ 6,712,972  

 

Percentages are stated as a percent of net assets.

 

(a)

Exchange-traded.

 

SCHEDULE OF WRITTEN OPTIONS
October 31, 2023

 

 

   

Notional

   

Contracts

   

Value

 

Options Written — (1.8)%(a)

                       
                         

Call Options — (0.9)%

                       

SPDR S&P 500 ETF

                       

Expires September 30, 2024 at $495.66

  $ 6,649,380       159     $ (62,037 )

Total Call Options

                    (62,037 )
                         

Put Options — (0.9)%

                       

SPDR S&P 500 ETF

                       

Expires September 30, 2024 at $299.24

    6,649,380       159       (57,658 )

Total Put Options

                    (57,658 )

Total Options Written (Premiums received $169,799)

                  $ (119,695 )

 

 

(a)

Exchange-traded.

 

The accompanying notes are an integral part of the financial statements.

 

47

 

 

Pacer Swan SOS Moderate (October) ETF

SCHEDULE OF INVESTMENTS
October 31, 2023

 

 

   

Notional

   

Contracts

   

Value

 

OPTIONS PURCHASED — 102.1%(a)

                       
                         

Call Options — 96.2%

                       

SPDR S&P 500 ETF

                       

Expires September 30, 2024 at $4.75

  $ 36,467,040       872     $ 35,479,021  

Total Call Options

                    35,479,021  
                         

Put Options — 5.9%

                       

SPDR S&P 500 ETF

                       

Expires September 30, 2024 at $427.52

    36,467,040       872       2,188,458  

Total Put Options

                    2,188,458  

TOTAL OPTIONS (Cost $38,302,647)

                    37,667,479  
                         

TOTAL INVESTMENTS — 102.1% (Cost $38,302,647)

                    37,667,479  

Liabilities in Excess of Other Assets — (2.1)%

                    (803,896 )

TOTAL NET ASSETS — 100.0%

                  $ 36,863,583  

 

Percentages are stated as a percent of net assets.

 

(a)

Exchange-traded.

 

SCHEDULE OF WRITTEN OPTIONS
October 31, 2023

 

 

   

Notional

   

Contracts

   

Value

 

Options Written — (3.2)%(a)

                       
                         

Call Options — (1.0)%

                       

SPDR S&P 500 ETF

                       

Expires September 30, 2024 at $493.74

  $ 36,467,040       872     $ (368,359 )

Total Call Options

                    (368,359 )
                         

Put Options — (2.2)%

                       

SPDR S&P 500 ETF

                       

Expires September 30, 2024 at $363.36

    36,467,040       872       (824,162 )

Total Put Options

                    (824,162 )

Total Options Written (Premiums received $1,441,940)

                  $ (1,192,521 )

 

 

(a)

Exchange-traded.

 

The accompanying notes are an integral part of the financial statements.

 

48

 

 

Pacer Swan SOS Flex (October) ETF

SCHEDULE OF INVESTMENTS
October 31, 2023

 

 

   

Notional

   

Contracts

   

Value

 

OPTIONS PURCHASED — 102.9%(a)

                       
                         

Call Options — 96.4%

                       

SPDR S&P 500 ETF

                       

Expires September 30, 2024 at $4.79

  $ 10,622,280       254     $ 10,333,524  

Total Call Options

                    10,333,524  
                         

Put Options — 6.5%

                       

SPDR S&P 500 ETF

                       

Expires September 30, 2024 at $256.49

    10,622,280       254       52,385  

Expires September 30, 2024 at $427.48

    10,622,280       254       637,096  

Total Put Options

                    689,481  

TOTAL OPTIONS (Cost $11,208,900)

                    11,023,005  
                         

TOTAL INVESTMENTS — 102.9% (Cost $11,208,900)

                    11,023,005  

Liabilities in Excess of Other Assets — (2.9)%

                    (308,331 )

TOTAL NET ASSETS — 100.0%

                  $ 10,714,674  

 

Percentages are stated as a percent of net assets.

 

(a)

Exchange-traded.

 

SCHEDULE OF WRITTEN OPTIONS
October 31, 2023

 

 

   

Notional

   

Contracts

   

Value

 

Options Written — (3.9)%(a)

                       
                         

Call Options — (0.7)%

                       

SPDR S&P 500 ETF

                       

Expires September 30, 2024 at $502.93

  $ 10,622,280       254     $ (72,728 )

Total Call Options

                    (72,728 )
                         

Put Options — (3.2)%

                       

SPDR S&P 500 ETF

                       

Expires September 30, 2024 at $341.98

    21,244,560       508       (344,612 )

Total Put Options

                    (344,612 )

Total Options Written (Premiums received $473,934)

                  $ (417,340 )

 

 

(a)

Exchange-traded.

 

The accompanying notes are an integral part of the financial statements.

 

49

 

 

Pacer Metaurus US Large Cap Div Multiplier 300 ETF

SCHEDULE OF INVESTMENTS
October 31, 2023

 

 

   

Shares

   

Value

 

COMMON STOCKS — 92.1%

 

Communication Services — 8.2%

Alphabet, Inc. - Class A(a)

    142     $ 17,618  

Alphabet, Inc. - Class C(a)

    121       15,161  

AT&T, Inc.

    172       2,649  

Charter Communications, Inc. - Class A(a)

    2       806  

Comcast Corp.

    99       4,088  

Electronic Arts, Inc.

    6       743  

Fox Corp. - Class A

    6       182  

Fox Corp. - Class B

    3       84  

Interpublic Group of Cos., Inc.

    9       256  

Live Nation Entertainment, Inc.(a)

    3       240  

Match Group, Inc.(a)

    7       242  

Meta Platforms, Inc. - Class A -(a)

    53       15,967  

Netflix, Inc.(a)

    11       4,529  

News Corp. - Class B

    3       64  

News Corp.

    9       186  

Omnicom Group, Inc.

    5       375  

Paramount Global - Class B

    12       131  

Take-Two Interactive Software, Inc.(a)

    4       535  

T-Mobile US, Inc.(a)

    12       1,726  

Verizon Communications, Inc.

    101       3,548  

Walt Disney Co.(a)

    44       3,590  

Warner Bros Discovery, Inc.(a)

    53       527  

Total Communication Services

            73,247  
 

Consumer Discretionary — 9.8%

Airbnb, Inc. - Class A(a)

    10       1,183  

Amazon.com, Inc.(a)

    218       29,014  

Aptiv PLC(a)

    7       611  

Bath & Body Works, Inc.

    5       148  

Best Buy Co., Inc.

    5       334  

Booking Holdings, Inc.(a)

    1       2,790  

BorgWarner, Inc.

    6       221  

Caesars Entertainment, Inc.(a)

    5       199  

CarMax, Inc.(a)

    4       244  

Carnival Corp.(a)

    24       275  

Chipotle Mexican Grill, Inc.(a)

    1       1,942  

Darden Restaurants, Inc.

    3       437  

Domino’s Pizza, Inc.

    1       339  

DR Horton, Inc.

    7       731  

eBay, Inc.

    13       510  

Etsy, Inc.(a)

    3       187  

Expedia Group, Inc.(a)

    3       286  

Ford Motor Co.

    94       917  

Garmin Ltd.

    4       410  

General Motors Co.

    33       931  

Genuine Parts Co.

    3       387  

Hasbro, Inc.

    3       135  

 

   

Shares

   

Value

 

Consumer Discretionary — 9.8% (Continued)

       

Hilton Worldwide Holdings, Inc.

    6     $ 909  

Home Depot, Inc.

    24       6,833  

Las Vegas Sands Corp.

    8       380  

Lennar Corp. - Class A

    6       640  

LKQ Corp.

    6       264  

Lowe’s Cos., Inc.

    14       2,668  

Lululemon Athletica, Inc.(a)

    3       1,180  

Marriott International, Inc./MD - Class A

    6       1,131  

McDonald’s Corp.

    17       4,457  

MGM Resorts International

    7       244  

Mohawk Industries, Inc.(a)

    1       80  

NIKE, Inc. - Class B

    29       2,980  

Norwegian Cruise Line Holdings Ltd.(a)

    10       136  

O’Reilly Automotive, Inc.(a)

    1       930  

Pool Corp.

    1       316  

PulteGroup, Inc.

    5       368  

Ralph Lauren Corp.

    1       113  

Ross Stores, Inc.

    8       928  

Royal Caribbean Cruises Ltd.(a)

    6       508  

Starbucks Corp.

    27       2,490  

Tapestry, Inc.

    6       165  

Tesla Motors, Inc.(a)

    66       13,255  

TJX Cos., Inc.

    28       2,466  

Tractor Supply Co.

    3       578  

Ulta Beauty, Inc.(a)

    1       381  

VF Corp.

    8       118  

Whirlpool Corp.

    1       105  

Wynn Resorts Ltd.

    2       176  

Yum! Brands, Inc.

    7       846  

Total Consumer Discretionary

            87,876  
 

Consumer Staples — 6.2%

Altria Group, Inc.

    43       1,727  

Archer-Daniels-Midland Co.

    13       930  

Brown-Forman Corp. - Class B

    4       225  

Bunge Ltd.

    4       424  

Campbell Soup Co.

    5       202  

Church & Dwight Co., Inc.

    6       546  

Clorox Co.

    3       353  

Coca-Cola Co.

    93       5,254  

Colgate-Palmolive Co.

    20       1,502  

Conagra Brands, Inc.

    11       301  

Constellation Brands, Inc. - Class A

    4       937  

Costco Wholesale Corp.

    11       6,077  

Dollar General Corp.

    5       595  

Dollar Tree, Inc.(a)

    5       555  

Estee Lauder Cos., Inc.

    6       773  

General Mills, Inc.

    14       913  

 

The accompanying notes are an integral part of the financial statements.

 

50

 

 

Pacer Metaurus US Large Cap Div Multiplier 300 ETF

SCHEDULE OF INVESTMENTS
October 31, 2023 (Continued)

 

 

   

Shares

   

Value

 

COMMON STOCKS — 92.1% (Continued)

       

Consumer Staples — 6.2% (Continued)

       

Hershey Co.

    4     $ 749  

Hormel Foods Corp.

    7       228  

J M Smucker Co.

    2       228  

Kellanova

    6       303  

Kenvue, Inc.

    41       763  

Keurig Dr Pepper, Inc.

    24       728  

Kimberly-Clark Corp.

    8       957  

Kroger Co.

    16       726  

Lamb Weston Holdings, Inc.

    3       269  

McCormick & Co., Inc./MD

    6       383  

Molson Coors Beverage Co.

    4       231  

Mondelez International, Inc. - Class A

    33       2,185  

Monster Beverage Corp.(a)

    18       920  

PepsiCo, Inc.

    33       5,388  

Philip Morris International, Inc.

    37       3,299  

Procter & Gamble Co.

    57       8,553  

Sysco Corp.

    12       798  

Target Corp.

    11       1,219  

The Kraft Heinz Co.

    19       598  

Tyson Foods, Inc. - Class A

    7       324  

Walgreens Boots Alliance, Inc.

    17       358  

Walmart, Inc.

    34       5,556  

Total Consumer Staples

            56,077  
 

Energy — 4.3%

APA Corp.

    7       278  

Baker Hughes Co.

    24       826  

Chevron Corp.

    43       6,266  

ConocoPhillips

    29       3,445  

Coterra Energy, Inc.

    18       495  

Devon Energy Corp.

    15       699  

Diamondback Energy, Inc.

    4       641  

EOG Resources, Inc.

    14       1,768  

EQT Corp.

    9       381  

Exxon Mobil Corp.

    96       10,161  

Halliburton Co.

    22       865  

Hess Corp.

    7       1,011  

Kinder Morgan, Inc.

    47       761  

Marathon Oil Corp.

    15       410  

Marathon Petroleum Corp.

    10       1,513  

Occidental Petroleum Corp.

    16       989  

ONEOK, Inc.

    11       717  

Phillips 66

    11       1,255  

Pioneer Natural Resources Co.

    6       1,434  

Schlumberger Ltd.

    34       1,892  

Targa Resources Corp.

    5       418  

Valero Energy Corp.

    8       1,016  

 

   

Shares

   

Value

 

Energy — 4.3% (Continued)

               

Williams Cos., Inc.

    29     $ 998  

Total Energy

            38,239  
 

Financials — 12.0%

Aflac, Inc.

    13       1,015  

Allstate Corp.

    6       769  

American Express Co.

    14       2,044  

American International Group, Inc.

    17       1,042  

Ameriprise Financial, Inc.

    2       629  

Aon PLC

    5       1,547  

Arch Capital Group Ltd.(a)

    9       780  

Arthur J Gallagher & Co.

    5       1,177  

Assurant, Inc.

    1       149  

Bank of America Corp.

    166       4,372  

Bank of New York Mellon Corp.

    19       808  

Berkshire Hathaway, Inc. - Class B -(a)

    44       15,018  

BlackRock, Inc.

    3       1,837  

Blackstone, Inc.

    17       1,570  

Brown & Brown, Inc.

    6       417  

Capital One Financial Corp.

    9       912  

Cboe Global Markets, Inc.

    3       492  

Charles Schwab Corp.

    36       1,873  

Chubb Ltd.

    10       2,145  

Cincinnati Financial Corp.

    4       399  

Citigroup, Inc.

    46       1,817  

Citizens Financial Group, Inc.

    11       258  

CME Group, Inc.

    9       1,921  

Comerica, Inc.

    3       118  

Discover Financial Services

    6       492  

Everest Group Ltd.

    1       396  

FactSet Research Systems, Inc.

    1       432  

Fidelity National Information Services, Inc.

    14       688  

Fifth Third Bancorp

    16       379  

Fiserv, Inc.(a)

    15       1,706  

FleetCor Technologies, Inc.(a)

    2       450  

Franklin Resources, Inc.

    7       160  

Global Payments, Inc.

    6       637  

Globe Life, Inc.

    2       233  

Goldman Sachs Group, Inc.

    8       2,429  

Hartford Financial Services Group, Inc.

    7       514  

Huntington Bancshares, Inc./OH

    35       338  

Intercontinental Exchange, Inc.

    14       1,504  

Invesco Ltd.

    11       143  

Jack Henry & Associates, Inc.

    2       282  

JPMorgan Chase & Co.

    70       9,734  

KeyCorp.

    22       225  

Loews Corp.

    4       256  

M&T Bank Corp.

    4       451  

 

The accompanying notes are an integral part of the financial statements.

 

51

 

 

Pacer Metaurus US Large Cap Div Multiplier 300 ETF

SCHEDULE OF INVESTMENTS
October 31, 2023 (Continued)

 

 

   

Shares

   

Value

 

COMMON STOCKS — 92.1% (Continued)

       

Financials — 12.0% (Continued)

       

MarketAxess Holdings, Inc.

    1     $ 214  

Marsh & McLennan Cos., Inc.

    12       2,276  

MasterCard, Inc. - Class A

    20       7,527  

MetLife, Inc.

    15       900  

Moody’s Corp.

    4       1,232  

Morgan Stanley

    31       2,195  

MSCI, Inc.

    2       943  

Nasdaq, Inc.

    8       397  

Northern Trust Corp.

    5       330  

PayPal Holdings, Inc.(a)

    26       1,347  

PNC Financial Services Group, Inc.

    10       1,145  

Principal Financial Group, Inc.

    5       338  

Progressive Corp.

    14       2,213  

Prudential Financial, Inc.

    9       823  

Raymond James Financial, Inc.

    5       477  

Regions Financial Corp.

    23       334  

S&P Global, Inc.

    8       2,794  

Signature Bank(a)

    2       0  

State Street Corp.

    8       517  

SVB Financial Group(a)

    2       0  

Synchrony Financial

    10       281  

T Rowe Price Group, Inc.

    5       453  

Travelers Cos., Inc.

    5       837  

Truist Financial Corp.

    32       908  

US Bancorp

    37       1,180  

Visa, Inc. - Class A

    39       9,169  

W R Berkley Corp.

    5       337  

Wells Fargo & Co.

    88       3,500  

Willis Towers Watson PLC

    3       708  

Zions Bancorp

    4       123  

Total Financials

            108,056  
 

Health Care — 12.4%

Abbott Laboratories

    42       3,971  

AbbVie, Inc.

    42       5,930  

Agilent Technologies, Inc.

    7       724  

Align Technology, Inc.(a)

    2       369  

Amgen, Inc.

    13       3,324  

Baxter International, Inc.

    12       389  

Becton Dickinson & Co.

    7       1,769  

Biogen, Inc.(a)

    3       713  

Bio-Rad Laboratories, Inc. - Class A(a)

    1       275  

Bio-Techne Corp.

    4       219  

Boston Scientific Corp.(a)

    35       1,792  

Bristol-Myers Squibb Co.

    50       2,577  

Cardinal Health, Inc.

    6       546  

Catalent, Inc.(a)

    4       138  

Cencora, Inc.

    4       741  

 

   

Shares

   

Value

 

Health Care — 12.4% (Continued)

               

Centene Corp.(a)

    13     $ 897  

Charles River Laboratories International, Inc.(a)

    1       168  

Cigna Corp.

    7       2,164  

Cooper Cos., Inc.

    1       312  

CVS Health Corp.

    31       2,139  

Danaher Corp.

    16       3,072  

DaVita, Inc.(a)

    1       77  

DENTSPLY SIRONA, Inc.

    5       152  

DexCom, Inc.(a)

    9       799  

Edwards Lifesciences Corp.(a)

    15       956  

Elevance Health, Inc.

    6       2,701  

Eli Lilly & Co.

    19       10,524  

GE HealthCare Technologies, Inc.

    9       599  

Gilead Sciences, Inc.

    30       2,356  

HCA Healthcare, Inc.

    5       1,131  

Henry Schein, Inc.(a)

    3       195  

Hologic, Inc.(a)

    6       397  

Humana, Inc.

    3       1,571  

IDEXX Laboratories, Inc.(a)

    2       799  

Illumina, Inc.(a)

    4       438  

Incyte Corp.(a)

    4       216  

Insulet Corp.(a)

    2       265  

Intuitive Surgical, Inc.(a)

    8       2,098  

IQVIA Holdings, Inc.(a)

    4       723  

Johnson & Johnson

    58       8,603  

Laboratory Corp. of America Holdings

    2       399  

McKesson Corp.

    3       1,366  

Medtronic PLC

    32       2,258  

Merck & Co., Inc.

    61       6,264  

Mettler-Toledo International, Inc.(a)

    1       985  

Moderna, Inc.(a)

    8       608  

Molina Healthcare, Inc.(a)

    1       333  

Pfizer, Inc.

    135       4,126  

Quest Diagnostics, Inc.

    3       390  

Regeneron Pharmaceuticals, Inc.(a)

    3       2,340  

ResMed, Inc.

    4       565  

Revvity, Inc.

    3       249  

STERIS PLC

    2       420  

Stryker Corp.

    8       2,162  

Teleflex, Inc.

    1       185  

Thermo Fisher Scientific, Inc.

    9       4,003  

UnitedHealth Group, Inc.

    22       11,781  

Universal Health Services, Inc. - Class B

    1       126  

Vertex Pharmaceuticals, Inc.(a)

    6       2,173  

Viatris, Inc.

    29       258  

Waters Corp.(a)

    1       239  

West Pharmaceutical Services, Inc.

    2       637  

 

The accompanying notes are an integral part of the financial statements.

 

52

 

 

Pacer Metaurus US Large Cap Div Multiplier 300 ETF

SCHEDULE OF INVESTMENTS
October 31, 2023 (Continued)

 

 

   

Shares

   

Value

 

COMMON STOCKS — 92.1% (Continued)

Health Care — 12.4% (Continued)

               

Zimmer Biomet Holdings, Inc.

    5     $ 522  

Zoetis, Inc.

    11       1,727  

Total Health Care

            110,945  
 

Industrials — 7.8%

3M Co.

    13       1,182  

A O Smith Corp.

    3       209  

Alaska Air Group, Inc.(a)

    3       95  

Allegion PLC

    2       197  

American Airlines Group, Inc.(a)

    16       178  

AMETEK, Inc.

    6       845  

Automatic Data Processing, Inc.

    10       2,182  

Axon Enterprise, Inc.(a)

    2       409  

Boeing Co.(a)

    14       2,615  

Broadridge Financial Solutions, Inc.

    3       512  

Carrier Global Corp.

    20       953  

Caterpillar, Inc.

    12       2,713  

Ceridian HCM Holding, Inc.(a)

    4       256  

CH Robinson Worldwide, Inc.

    3       245  

Cintas Corp.

    2       1,014  

Copart, Inc.(a)

    21       914  

CSX Corp.

    48       1,433  

Cummins, Inc.

    3       649  

Deere & Co.

    7       2,558  

Delta Air Lines, Inc.

    15       469  

Dover Corp.

    3       390  

Eaton Corp. PLC

    10       2,079  

Emerson Electric Co.

    14       1,246  

Equifax, Inc.

    3       509  

Expeditors International of Washington, Inc.

    4       437  

Fastenal Co.

    14       817  

FedEx Corp.

    6       1,441  

Fortive Corp.

    8       522  

Generac Holdings, Inc.(a)

    1       84  

General Dynamics Corp.

    5       1,207  

General Electric Co.

    26       2,824  

Honeywell International, Inc.

    16       2,932  

Howmet Aerospace, Inc.

    9       397  

Hubbell, Inc.

    1       270  

Huntington Ingalls Industries, Inc.

    1       220  

IDEX Corp.

    2       383  

Illinois Tool Works, Inc.

    7       1,569  

Ingersoll Rand, Inc.

    10       607  

Jacobs Solutions, Inc.

    3       400  

JB Hunt Trasport Services, Inc.

    2       344  

Johnson Controls International PLC

    16       784  

L3Harris Technologies, Inc.

    5       897  

Leidos Holdings, Inc.

    3       297  

 

   

Shares

   

Value

 

Industrials — 7.8% (Continued)

               

Lockheed Martin Corp.

    5     $ 2,273  

Masco Corp.

    5       260  

Nordson Corp.

    1       213  

Norfolk Southern Corp.

    5       954  

Northrop Grumman Corp.

    3       1,414  

Old Dominion Freight Line, Inc.

    2       753  

Otis Worldwide Corp.

    10       772  

PACCAR, Inc.

    13       1,073  

Parker-Hannifin Corp.

    3       1,107  

Paychex, Inc.

    8       888  

Paycom Software, Inc.

    1       245  

Pentair PLC

    4       232  

Quanta Services, Inc.

    3       501  

Republic Services, Inc.

    5       742  

Robert Half, Inc.

    3       224  

Rockwell Automation, Inc.

    3       788  

Rollins, Inc.

    6       226  

RTX Corp.

    35       2,849  

Snap-On, Inc.

    1       258  

Southwest Airlines Co.

    14       311  

Stanley Black & Decker, Inc.

    4       340  

Textron, Inc.

    5       380  

Trane Technologies PLC

    5       952  

TransDigm Group, Inc.(a)

    1       828  

Union Pacific Corp.

    15       3,115  

United Airlines Holdings, Inc.(a)

    8       280  

United Parcel Service, Inc. - Class B

    17       2,401  

United Rentals, Inc.

    2       813  

Veralto Corp.(a)

    5       345  

Verisk Analytics, Inc.

    3       682  

W.W. Grainger, Inc.

    1       730  

Waste Management, Inc.

    9       1,479  

Westinghouse Air Brake Technologies Corp.

    4       424  

Xylem, Inc./NY

    6       561  

Total Industrials

            69,697  
 

Information Technology — 26.6%(b)

Accenture PLC - Class A

    15       4,456  

Adobe, Inc.(a)

    11       5,853  

Advanced Micro Devices, Inc.(a)

    39       3,842  

Akamai Technologies, Inc.(a)

    4       413  

Amphenol Corp. - Class A

    14       1,128  

Analog Devices, Inc.

    12       1,888  

ANSYS, Inc.(a)

    2       557  

Apple, Inc.

    353       60,281  

Applied Materials, Inc.

    20       2,647  

Arista Networks, Inc.(a)

    6       1,202  

Autodesk, Inc.(a)

    5       988  

Broadcom, Inc.

    10       8,413  

 

The accompanying notes are an integral part of the financial statements.

 

53

 

 

Pacer Metaurus US Large Cap Div Multiplier 300 ETF

SCHEDULE OF INVESTMENTS
October 31, 2023 (Continued)

 

 

   

Shares

   

Value

 

COMMON STOCKS — 92.1% (Continued)

       

Information Technology — 26.6%(b) (Continued)

       

Cadence Design System, Inc.(a)

    7     $ 1,679  

CDW Corp./DE

    3       601  

Cisco Systems, Inc.

    98       5,109  

Cognizant Technology Solutions Corp. - Class A

    12       774  

Corning, Inc.

    18       482  

Enphase Energy, Inc.(a)

    3       239  

EPAM Systems, Inc.(a)

    1       218  

F5, Inc.(a)

    1       152  

Fair Isaac Corp.(a)

    1       846  

First Solar, Inc.(a)

    3       427  

Fortinet, Inc.(a)

    16       915  

Gartner, Inc.(a)

    2       664  

Gen Digital, Inc.

    14       233  

Hewlett Packard Enterprise Co.

    31       477  

HP, Inc.

    21       553  

Intel Corp.

    101       3,687  

International Business Machines Corp.

    22       3,182  

Intuit, Inc.

    7       3,465  

Juniper Networks, Inc.

    8       215  

Keysight Technologies, Inc.(a)

    4       488  

KLA Corp.

    3       1,409  

Lam Research Corp.

    3       1,765  

Microchip Technology, Inc.

    13       927  

Micron Technology, Inc.

    26       1,739  

Microsoft Corp.

    178       60,183  

Monolithic Power Systems, Inc.

    1       442  

Motorola Solutions, Inc.

    4       1,114  

NetApp, Inc.

    5       364  

NVIDIA Corp.

    59       24,059  

NXP Semiconductors NV

    6       1,035  

ON Semiconductor Corp.(a)

    10       626  

Oracle Corp.

    38       3,929  

Palo Alto Networks, Inc.(a)

    7       1,701  

PTC, Inc.(a)

    3       421  

Qorvo, Inc.(a)

    2       175  

QUALCOMM, Inc.

    27       2,943  

Roper Technologies, Inc.

    3       1,466  

salesforce.com, Inc.(a)

    23       4,619  

Seagate Technology Holdings PLC

    5       341  

ServiceNow, Inc.(a)

    5       2,909  

Skyworks Solutions, Inc.

    4       347  

SolarEdge Technologies, Inc.(a)

    1       76  

Synopsys, Inc.(a)

    4       1,878  

TE Connectivity Ltd.

    8       943  

Teledyne Technologies, Inc.(a)

    1       375  

Teradyne, Inc.

    4       333  

Texas Instruments, Inc.

    22       3,124  

 

   

Shares

   

Value

 

Information Technology — 26.6%(b) (Continued)

       

Trimble, Inc.(a)

    6     $ 283  

Tyler Technologies, Inc.(a)

    1       373  

VeriSign, Inc.(a)

    2       399  

Western Digital Corp.(a)

    8       321  

Zebra Technologies Corp. - Class A(a)

    1       209  

Total Information Technology

            236,902  
 

Materials — 2.3%

Air Products & Chemicals, Inc.

    5       1,412  

Albemarle Corp.

    3       380  

Amcor PLC

    35       311  

Avery Dennison Corp.

    2       348  

Ball Corp.

    8       385  

Celanese Corp. - Class A

    2       229  

CF Industries Holdings, Inc.

    5       399  

Corteva, Inc.

    17       818  

Dow, Inc.

    17       822  

DuPont de Nemours, Inc.

    11       802  

Eastman Chemical Co.

    3       224  

Ecolab, Inc.

    6       1,006  

FMC Corp.

    3       160  

Freeport-McMoRan, Inc.

    34       1,149  

International Flavors & Fragrances, Inc.

    6       410  

International Paper Co.

    8       270  

Linde PLC

    12       4,587  

LyondellBasell Industries NV

    6       541  

Martin Marietta Materials, Inc.

    1       409  

Mosaic Co.

    8       260  

Newmont Goldcorp Corp.

    19       712  

Nucor Corp.

    6       887  

Packaging Corp. of America

    2       306  

PPG Industries, Inc.

    6       737  

Sealed Air Corp.

    3       92  

Sherwin-Williams Co.

    6       1,429  

Steel Dynamics, Inc.

    4       426  

Vulcan Materials Co.

    3       589  

Westrock Co.

    6       216  

Total Materials

            20,316  
 

Real Estate — 0.1%

CBRE Group, Inc.(a)

    7       485  

CoStar Group, Inc.(a)

    10       734  

Total Real Estate

            1,219  
 

Utilities — 2.4%

AES Corp.

    16       238  

Alliant Energy Corp.

    6       293  

Ameren Corp.

    6       454  

American Electric Power Co., Inc.

    12       906  

American Water Works Co., Inc.

    5       588  

 

The accompanying notes are an integral part of the financial statements.

 

54

 

 

Pacer Metaurus US Large Cap Div Multiplier 300 ETF

SCHEDULE OF INVESTMENTS
October 31, 2023 (Continued)

 

 

   

Shares

   

Value

 

COMMON STOCKS — 92.1% (Continued)

       

Utilities — 2.4% (Continued)

               

Atmos Energy Corp.

    4     $ 431  

CenterPoint Energy, Inc.

    15       403  

CMS Energy Corp.

    7       380  

Consolidated Edison, Inc.

    8       702  

Constellation Energy Corp.

    8       903  

Dominion Energy, Inc.

    20       806  

DTE Energy Co.

    5       482  

Duke Energy Corp.

    18       1,600  

Edison International

    9       568  

Entergy Corp.

    5       478  

Evergy, Inc.

    6       295  

Eversource Energy

    8       430  

Exelon Corp.

    24       935  

FirstEnergy Corp.

    12       427  

NextEra Energy, Inc.

    49       2,857  

NiSource, Inc.

    10       252  

NRG Energy, Inc.

    5       212  

PG&E Corp.(a)

    50       815  

Pinnacle West Capital Corp.

    3       223  

PPL Corp.

    18       442  

Public Service Enterprise Group, Inc.

    12       740  

Sempra

    15       1,050  

Southern Co.

    26       1,750  

WEC Energy Group, Inc.

    8       651  

Xcel Energy, Inc.

    13       771  

Total Utilities

            21,082  

TOTAL COMMON STOCKS (Cost $923,652)

            823,656  
 

REAL ESTATE INVESTMENT TRUSTS — 2.1%

Alexandria Real Estate Equities, Inc.

    4       373  

American Tower Corp.

    11       1,960  

AvalonBay Communities, Inc.

    3       497  

Boston Properties, Inc.

    3       161  

Camden Property Trust

    3       255  

Crown Castle, Inc.

    10       930  

Digital Realty Trust, Inc.

    7       871  

Equinix, Inc.

    2       1,459  

Equity Residential

    8       443  

Essex Property Trust, Inc.

    2       428  

Extra Space Storage, Inc.

    5       518  

Federal Realty Investment Trust

    2       182  

Healthpeak Properties, Inc.

    13       202  

Host Hotels & Resorts, Inc.

    17       263  

Invitation Homes, Inc.

    14       416  

Iron Mountain, Inc.

    7       413  

Kimco Realty Corp.

    15       269  

 

   

Shares

   

Value

 

REAL ESTATE INVESTMENT TRUSTS — 2.1% (Continued)

Mid-America Apartment Communities, Inc.

    3     $ 354  

Prologis, Inc.

    22       2,216  

Public Storage

    4       955  

Realty Income Corp.

    17       805  

Regency Centers Corp.

    4       241  

SBA Communications Corp.

    3       626  

Simon Property Group, Inc.

    8       879  

UDR, Inc.

    7       223  

Ventas, Inc.

    10       425  

VICI Properties, Inc.

    24       670  

Welltower, Inc.

    12       1,003  

Weyerhaeuser Co.

    18       517  

Total Real Estate

            18,554  

TOTAL REAL ESTATE INVESTMENT TRUSTS (Cost $26,595)

            18,554  
 

TOTAL INVESTMENTS — 94.2%

               

(Cost $950,247)

            842,210  

Other Assets in Excess of Liabilities — 5.8%

            51,661  

TOTAL NET ASSETS — 100.0%

          $ 893,871  

 

Percentages are stated as a percent of net assets.

PLC - Public Limited Company

 

(a)

Non-income producing security.

 

(b)

As of October 31, 2023, the Fund had a significant portion of its assets invested in this sector and therefore is subject to additional risks.

 

The Global Industry Classification Standard (GICS®) was developed by and/or is the exclusive property of MSCI, Inc. and Standard & Poor’s Financial Services LLC (“S&P”). GICS is a service mark of MSCI and S&P and has been licensed for use by U.S. Bank Global Fund Services.

 

The accompanying notes are an integral part of the financial statements.

 

55

 

 

Pacer Metaurus US Large Cap Div Multiplier 300 ETF

SCHEDULE OF OPEN FUTURES CONTRACTS
October 31, 2023

 

 

Description

Contracts
Purchased

Expiration Date

 

Notional

   

Value / Unrealized
Appreciation
(Depreciation)

 

S&P 500 Annual Dividend Index

2

December 15, 2023

  $ 34,825     $ 2,043  

S&P 500 Annual Dividend Index

2

December 20, 2024

    34,500       1,068  

S&P 500 Annual Dividend Index

2

December 19, 2025

    33,100       1,993  
                $ 5,104  

 

The accompanying notes are an integral part of the financial statements.

 

56

 

 

Pacer Metaurus US Large Cap Div Multiplier 400 ETF

SCHEDULE OF INVESTMENTS
October 31, 2023

 

 

   

Shares

   

Value

 

COMMON STOCKS — 85.6%

Communication Services — 7.6%

Alphabet, Inc. - Class A(a)

    23,863     $ 2,960,921  

Alphabet, Inc. - Class C -(a)

    20,295       2,542,964  

AT&T, Inc.

    28,753       442,796  

Charter Communications, Inc. - Class A(a)

    406       163,537  

Comcast Corp.

    16,547       683,226  

Electronic Arts, Inc.

    986       122,057  

Fox Corp. - Class A

    1,013       30,785  

Fox Corp. - Class B

    519       14,485  

Interpublic Group of Cos., Inc.

    1,541       43,764  

Live Nation Entertainment, Inc.(a)

    568       45,451  

Match Group, Inc.(a)

    1,116       38,614  

Meta Platforms, Inc. - Class A (a)

    8,934       2,691,546  

Netflix, Inc.(a)

    1,772       729,515  

News Corp.

    1,526       31,558  

News Corp. - Class B

    458       9,820  

Omnicom Group, Inc.

    790       59,179  

Paramount Global - Class B

    1,931       21,009  

Take-Two Interactive Software, Inc.(a)

    629       84,129  

T-Mobile US, Inc.(a)

    2,076       298,653  

Verizon Communications, Inc.

    16,902       593,767  

Walt Disney Co.(a)

    7,351       599,768  

Warner Bros Discovery, Inc.(a)

    8,917       88,635  

Total Communication Services

            12,296,179  
 

Consumer Discretionary — 9.2%

Airbnb, Inc. - Class A(a)

    1,709       202,158  

Amazon.com, Inc.(a)

    36,518       4,860,180  

Aptiv PLC(a)

    1,134       98,884  

AutoZone, Inc.(a)

    68       168,445  

Bath & Body Works, Inc.

    920       27,278  

Best Buy Co., Inc.

    777       51,919  

Booking Holdings, Inc.(a)

    134       373,801  

BorgWarner, Inc.

    943       34,797  

Caesars Entertainment, Inc.(a)

    856       34,146  

CarMax, Inc.(a)

    630       38,487  

Carnival Corp.(a)

    4,047       46,379  

Chipotle Mexican Grill, Inc.(a)

    104       201,989  

Darden Restaurants, Inc.

    478       69,563  

Domino’s Pizza, Inc.

    132     44,747  

DR Horton, Inc.

    1,215       126,846  

eBay, Inc.

    2,130       83,560  

Etsy, Inc.(a)

    486       30,278  

Expedia Group, Inc.(a)

    554       52,791  

Ford Motor Co.

    15,806       154,109  

Garmin Ltd.

    611       62,646  

General Motors Co.

    5,527       155,861  

Genuine Parts Co.

    563       72,548  

Hasbro, Inc.

    514       23,207  

 

   

Shares

   

Value

 

Consumer Discretionary — 9.2% (Continued)

Hilton Worldwide Holdings, Inc.

    1,042     $ 157,894  

Home Depot, Inc.

    4,039       1,149,863  

Las Vegas Sands Corp.

    1,318       62,552  

Lennar Corp. - Class A

    1,008       107,533  

LKQ Corp.

    1,065       46,775  

Lowe’s Cos., Inc.

    2,356       448,983  

Lululemon Athletica, Inc.(a)

    487       191,625  

Marriott International, Inc./MD - Class A

    1,001       188,749  

McDonald’s Corp.

    2,929       767,896  

MGM Resorts International

    1,126       39,320  

Mohawk Industries, Inc.(a)

    210       16,880  

NIKE, Inc. - Class B

    4,924       506,039  

Norwegian Cruise Line Holdings Ltd.(a)

    1,705       23,188  

NVR, Inc.(a)

    12       64,951  

O’Reilly Automotive, Inc.(a)

    239       222,375  

Pool Corp.

    147       46,418  

PulteGroup, Inc.

    872       64,170  

Ralph Lauren Corp. - Class A

    152       17,105  

Ross Stores, Inc.

    1,363       158,067  

Royal Caribbean Cruises Ltd.(a)

    945       80,070  

Starbucks Corp.

    4,601       424,396  

Tapestry, Inc.

    930       25,631  

Tesla Motors, Inc.(a)

    11,101       2,229,525  

TJX Cos., Inc.

    4,615       406,443  

Tractor Supply Co.

    433       83,378  

Ulta Beauty, Inc.(a)

    199       75,881  

VF Corp.

    1,325       19,517  

Whirlpool Corp.

    218       22,794  

Wynn Resorts Ltd.

    388       34,059  

Yum! Brands, Inc.

    1,124       135,847  

Total Consumer Discretionary

            14,832,543  
 

Consumer Staples — 5.8%

Altria Group, Inc.

    7,132       286,492  

Archer-Daniels-Midland Co.

    2,145       153,518  

Brown-Forman Corp. - Class B

    735       41,278  

Bunge Ltd.

    602       63,800  

Campbell Soup Co.

    787       31,803  

Church & Dwight Co., Inc.

    984     89,485  

Clorox Co.

    489       57,555  

Coca-Cola Co.

    15,646       883,843  

Colgate-Palmolive Co.

    3,320       249,398  

Conagra Brands, Inc.

    1,914       52,367  

Constellation Brands, Inc.

    642       150,324  

Costco Wholesale Corp.

    1,772       978,923  

Dollar General Corp.

    872       103,803  

Dollar Tree, Inc.(a)

    834       92,649  

Estee Lauder Cos., Inc.

    931       119,978  

 

The accompanying notes are an integral part of the financial statements.

 

57

 

 

Pacer Metaurus US Large Cap Div Multiplier 400 ETF

SCHEDULE OF INVESTMENTS
October 31, 2023 (Continued)

 

 

   

Shares

   

Value

 

COMMON STOCKS — 85.6% (Continued)

Consumer Staples — 5.8% (Continued)

General Mills, Inc.

    2,353     $ 153,510  

Hershey Co.

    599       112,223  

Hormel Foods Corp.

    1,159       37,725  

J M Smucker Co.

    407       46,333  

Kellanova

    1,050       52,994  

Kenvue, Inc.

    6,927       128,842  

Keurig Dr Pepper, Inc.

    4,042       122,594  

Kimberly-Clark Corp.

    1,354       161,993  

Kroger Co.

    2,648       120,140  

Lamb Weston Holdings, Inc.

    583       52,353  

McCormick & Co., Inc./MD

    1,003       64,092  

Molson Coors Beverage Co.

    745       43,039  

Mondelez International, Inc. - Class A

    5,468       362,036  

Monster Beverage Corp.(a)

    2,985       152,534  

PepsiCo, Inc.

    5,529       902,775  

Philip Morris International, Inc.

    6,237       556,091  

Procter & Gamble Co.

    9,476       1,421,683  

Sysco Corp.

    2,029       134,908  

Target Corp.

    1,853       205,294  

The Kraft Heinz Co.

    3,202       100,735  

Tyson Foods, Inc. - Class A

    1,144       53,024  

Walgreens Boots Alliance, Inc.

    2,883       60,774  

Walmart, Inc.

    5,731       936,503  

Total Consumer Staples

            9,337,411  
 

Energy — 4.0%

APA Corp.

    1,226       48,697  

Baker Hughes Co.

    4,055       139,573  

Chevron Corp.

    7,130       1,039,055  

ConocoPhillips

    4,809       571,309  

Coterra Energy, Inc.

    3,036       83,490  

Devon Energy Corp.

    2,574       119,871  

Diamondback Energy, Inc.

    707       113,346  

EOG Resources, Inc.

    2,342       295,678  

EQT Corp.

    1,454       61,621  

Exxon Mobil Corp.

    16,100       1,704,184  

Halliburton Co.

    3,614       142,175  

Hess Corp.

    1,110       160,284  

Kinder Morgan, Inc.

    7,795     126,279  

Marathon Oil Corp.

    2,430       66,363  

Marathon Petroleum Corp.

    1,597       241,546  

Occidental Petroleum Corp.

    2,660       164,415  

ONEOK, Inc.

    1,801       117,425  

Phillips 66

    1,780       203,045  

Pioneer Natural Resources Co.

    935       223,465  

Schlumberger Ltd.

    5,709       317,763  

Targa Resources Corp.

    900       75,249  

Valero Energy Corp.

    1,410       179,070  

 

   

Shares

   

Value

 

Energy — 4.0% (Continued)

Williams Cos., Inc.

    4,892     $ 168,285  

Total Energy

            6,362,188  
 

Financials — 11.2%

Aflac, Inc.

    2,174       169,811  

Allstate Corp.

    1,042       133,511  

American Express Co.

    2,341       341,856  

American International Group, Inc.

    2,853       174,917  

Ameriprise Financial, Inc.

    409       128,659  

Aon PLC

    810       250,614  

Arch Capital Group Ltd.(a)

    1,496       129,673  

Arthur J Gallagher & Co.

    857       201,815  

Assurant, Inc.

    211       31,418  

Bank of America Corp.

    27,808       732,463  

Bank of New York Mellon Corp.

    3,128       132,940  

Berkshire Hathaway, Inc. - Class B(a)

    7,328       2,501,266  

BlackRock, Inc.

    563       344,714  

Blackstone, Inc.

    2,845       262,736  

Brown & Brown, Inc.

    944       65,532  

Capital One Financial Corp.

    1,528       154,771  

Cboe Global Markets, Inc.

    420       68,834  

Charles Schwab Corp.

    5,980       311,199  

Chubb Ltd.

    1,650       354,123  

Cincinnati Financial Corp.

    625       62,294  

Citigroup, Inc.

    7,747       305,929  

Citizens Financial Group, Inc.

    1,893       44,353  

CME Group, Inc.

    1,447       308,877  

Comerica, Inc.

    519       20,449  

Discover Financial Services

    999       81,998  

Everest Group Ltd.

    163       64,486  

FactSet Research Systems, Inc.

    143       61,760  

Fidelity National Information Services, Inc.

    2,381       116,931  

Fifth Third Bancorp

    2,737       64,894  

Fiserv, Inc.(a)

    2,445       278,119  

FleetCor Technologies, Inc.(a)

    290       65,299  

Franklin Resources, Inc.

    1,140       25,981  

Global Payments, Inc.

    1,036       110,044  

Globe Life, Inc.

    339       39,446  

Goldman Sachs Group, Inc.

    1,322       401,372  

Hartford Financial Services Group, Inc.

    1,220     89,609  

Huntington Bancshares, Inc./OH

    5,821       56,173  

Intercontinental Exchange, Inc.

    2,293       246,360  

Invesco Ltd.

    1,805       23,411  

Jack Henry & Associates, Inc.

    286       40,323  

JPMorgan Chase & Co.

    11,680       1,624,221  

KeyCorp.

    3,754       38,366  

Loews Corp.

    742       47,495  

M&T Bank Corp.

    659       74,302  

 

The accompanying notes are an integral part of the financial statements.

 

58

 

 

Pacer Metaurus US Large Cap Div Multiplier 400 ETF

SCHEDULE OF INVESTMENTS
October 31, 2023 (Continued)

 

 

   

Shares

   

Value

 

COMMON STOCKS — 85.6% (Continued)

Financials — 11.2% (Continued)

MarketAxess Holdings, Inc.

    141     $ 30,139  

Marsh & McLennan Cos., Inc.

    1,987       376,835  

MasterCard, Inc. - Class A

    3,340       1,257,009  

MetLife, Inc.

    2,540       152,425  

Moody’s Corp.

    629       193,732  

Morgan Stanley

    5,127       363,094  

MSCI, Inc.

    309       145,709  

Nasdaq, Inc.

    1,357       67,307  

Northern Trust Corp.

    825       54,376  

PayPal Holdings, Inc.(a)

    4,411       228,490  

PNC Financial Services Group, Inc.

    1,591       182,122  

Principal Financial Group, Inc.

    883       59,761  

Progressive Corp.

    2,354       372,144  

Prudential Financial, Inc.

    1,459       133,411  

Raymond James Financial, Inc.

    754       71,962  

Regions Financial Corp.

    3,764       54,691  

S&P Global, Inc.

    1,306       456,199  

Signature Bank(a)

    150       2  

State Street Corp.

    1,281       82,791  

SVB Financial Group(a)

    141       7  

Synchrony Financial

    1,678       47,068  

T Rowe Price Group, Inc.

    902       81,631  

Travelers Cos., Inc.

    920       154,045  

Truist Financial Corp.

    5,350       151,726  

US Bancorp

    6,254       199,378  

Visa, Inc. - Class A

    6,454       1,517,335  

W R Berkley Corp.

    812       54,745  

Wells Fargo & Co.

    14,711       585,056  

Willis Towers Watson PLC

    418       98,602  

Zions Bancorp

    592       18,263  

Total Financials

            17,973,399  
 

Health Care — 11.5%

Abbott Laboratories

    6,972       659,203  

AbbVie, Inc.

    7,096       1,001,812  

Agilent Technologies, Inc.

    1,181       122,080  

Align Technology, Inc.(a)

    279       51,501  

Amgen, Inc.

    2,141       547,454  

Baxter International, Inc.

    2,034       65,963  

Becton Dickinson & Co.

    1,161     293,478  

Biogen, Inc.(a)

    580       137,773  

Bio-Rad Laboratories, Inc. - Class A(a)

    78       21,472  

Bio-Techne Corp.

    627       34,253  

Boston Scientific Corp.(a)

    5,882       301,100  

Bristol-Myers Squibb Co.

    8,397       432,697  

Cardinal Health, Inc.

    1,016       92,456  

Catalent, Inc.(a)

    725       24,933  

Cencora, Inc.

    662       122,569  

 

   

Shares

   

Value

 

Health Care — 11.5% (Continued)

Centene Corp.(a)

    2,177     $ 150,169  

Charles River Laboratories International, Inc.(a)

    205       34,514  

Cigna Corp.

    1,183       365,784  

Cooper Cos., Inc.

    198       61,727  

CVS Health Corp.

    5,159       356,023  

Danaher Corp.

    2,636       506,165  

DaVita, Inc.(a)

    214       16,527  

DENTSPLY SIRONA, Inc.

    843       25,636  

DexCom, Inc.(a)

    1,552       137,864  

Edwards Lifesciences Corp.(a)

    2,439       155,413  

Elevance Health, Inc.

    945       425,335  

Eli Lilly & Co.

    3,198       1,771,467  

GE HealthCare Technologies, Inc.

    1,565       104,182  

Gilead Sciences, Inc.

    5,003       392,936  

HCA Healthcare, Inc.

    804       181,817  

Henry Schein, Inc.(a)

    514       33,400  

Hologic, Inc.(a)

    980       64,847  

Humana, Inc.

    489       256,084  

IDEXX Laboratories, Inc.(a)

    324       129,428  

Illumina, Inc.(a)

    630       68,935  

Incyte Corp.(a)

    746       40,232  

Insulet Corp.(a)

    274       36,324  

Intuitive Surgical, Inc.(a)

    1,403       367,895  

IQVIA Holdings, Inc.(a)

    736       133,091  

Johnson & Johnson

    9,678       1,435,634  

Laboratory Corp. of America Holdings

    345       68,907  

McKesson Corp.

    543       247,260  

Medtronic PLC

    5,347       377,284  

Merck & Co., Inc.

    10,201       1,047,642  

Mettler-Toledo International, Inc.(a)

    82       80,786  

Moderna, Inc.(a)

    1,327       100,799  

Molina Healthcare, Inc.(a)

    231       76,911  

Pfizer, Inc.

    22,713       694,108  

Quest Diagnostics, Inc.

    445       57,895  

Regeneron Pharmaceuticals, Inc.(a)

    425       331,453  

ResMed, Inc.

    588       83,037  

Revvity, Inc.

    490       40,597  

STERIS PLC

    394       82,732  

Stryker Corp.

    1,353     365,608  

Teleflex, Inc.

    188       34,733  

Thermo Fisher Scientific, Inc.

    1,545       687,170  

UnitedHealth Group, Inc.

    3,718       1,991,211  

Universal Health Services, Inc.

    245       30,843  

Vertex Pharmaceuticals, Inc.(a)

    1,029       372,611  

Viatris, Inc.

    4,816       42,862  

Waters Corp.(a)

    234       55,816  

West Pharmaceutical Services, Inc.

    289       91,986  

Zimmer Biomet Holdings, Inc.

    833       86,974  

 

The accompanying notes are an integral part of the financial statements.

 

59

 

 

Pacer Metaurus US Large Cap Div Multiplier 400 ETF

SCHEDULE OF INVESTMENTS
October 31, 2023 (Continued)

 

 

   

Shares

   

Value

 

COMMON STOCKS — 85.6% (Continued)

Health Care — 11.5% (Continued)

Zoetis, Inc.

    1,849     $ 290,293  

Total Health Care

            18,499,691  
 

Industrials — 7.2%

3M Co.

    2,217       201,636  

A O Smith Corp.

    492       34,322  

Alaska Air Group, Inc.(a)

    502       15,878  

Allegion PLC

    342       33,639  

American Airlines Group, Inc.(a)

    2,621       29,224  

AMETEK, Inc.

    926       130,353  

Automatic Data Processing, Inc.

    1,655       361,154  

Axon Enterprise, Inc.(a)

    276       56,439  

Boeing Co.(a)

    2,273       424,642  

Broadridge Financial Solutions, Inc.

    468       79,860  

Carrier Global Corp.

    3,361       160,185  

Caterpillar, Inc.

    2,048       462,950  

Ceridian HCM Holding, Inc.(a)

    620       39,686  

CH Robinson Worldwide, Inc.

    461       37,724  

Cintas Corp.

    337       170,899  

Copart, Inc.(a)

    3,491       151,928  

CSX Corp.

    8,062       240,651  

Cummins, Inc.

    568       122,858  

Deere & Co.

    1,096       400,435  

Delta Air Lines, Inc.

    2,584       80,750  

Dover Corp.

    561       72,902  

Eaton Corp. PLC

    1,594       331,408  

Emerson Electric Co.

    2,290       203,741  

Equifax, Inc.

    485       82,241  

Expeditors International of Washington, Inc.

    591       64,567  

Fastenal Co.

    2,289       133,540  

FedEx Corp.

    929       223,053  

Fortive Corp.

    1,406       91,784  

Generac Holdings, Inc.(a)

    246       20,681  

General Dynamics Corp.

    911       219,833  

General Electric Co.

    4,375       475,256  

Honeywell International, Inc.

    2,661       487,656  

Howmet Aerospace, Inc.

    1,566       69,061  

Hubbell, Inc.

    215       58,072  

Huntington Ingalls Industries, Inc.

    150     32,973  

IDEX Corp.

    296       56,657  

Illinois Tool Works, Inc.

    1,105       247,653  

Ingersoll Rand, Inc.

    1,627       98,726  

Jacobs Solutions, Inc.

    497       66,250  

JB Hunt Trasport Services, Inc.

    319       54,827  

Johnson Controls International PLC

    2,735       134,070  

L3Harris Technologies, Inc.

    758       135,993  

Leidos Holdings, Inc.

    552       54,714  

Lockheed Martin Corp.

    902       410,085  

 

   

Shares

   

Value

 

Industrials — 7.2% (Continued)

Masco Corp.

    905     $ 47,141  

Nordson Corp.

    215       45,707  

Norfolk Southern Corp.

    912       174,000  

Northrop Grumman Corp.

    570       268,715  

Old Dominion Freight Line, Inc.

    360       135,598  

Otis Worldwide Corp.

    1,654       127,705  

PACCAR, Inc.

    2,095       172,900  

Parker-Hannifin Corp.

    506       186,668  

Paychex, Inc.

    1,289       143,143  

Paycom Software, Inc.

    197       48,259  

Pentair PLC

    656       38,127  

Quanta Services, Inc.

    581       97,097  

Republic Services, Inc.

    820       121,762  

Robert Half, Inc.

    426       31,852  

Rockwell Automation, Inc.

    455       119,579  

Rollins, Inc.

    967       36,369  

RTX Corp.

    5,850       476,133  

Snap-On, Inc.

    211       54,425  

Southwest Airlines Co.

    2,393       53,196  

Stanley Black & Decker, Inc.

    611       51,966  

Textron, Inc.

    792       60,192  

Trane Technologies PLC

    918       174,705  

TransDigm Group, Inc.(a)

    219       181,352  

Union Pacific Corp.

    2,445       507,607  

United Airlines Holdings, Inc.(a)

    1,316       46,073  

United Parcel Service, Inc. - Class B

    2,908       410,755  

United Rentals, Inc.

    268       108,880  

Veralto Corp.(a)

    872       60,168  

Verisk Analytics, Inc.

    581       132,096  

W.W. Grainger, Inc.

    167       121,882  

Waste Management, Inc.

    1,480       243,208  

Westinghouse Air Brake Technologies Corp.

    721       76,440  

Xylem, Inc./NY

    964       90,173  

Total Industrials

            11,704,829  
 

Information Technology — 24.6%

Accenture PLC - Class A

    2,537       753,717  

Adobe, Inc.(a)

    1,832       974,734  

Advanced Micro Devices, Inc.(a)

    6,499       640,152  

Akamai Technologies, Inc.(a)

    607     62,721  

Amphenol Corp. - Class A

    2,396       192,998  

Analog Devices, Inc.

    2,015       317,020  

ANSYS, Inc.(a)

    338       94,052  

Apple, Inc.

    59,121       10,096,093  

Applied Materials, Inc.

    3,369       445,887  

Arista Networks, Inc.(a)

    1,002       200,771  

Autodesk, Inc.(a)

    851       168,183  

Broadcom, Inc.

    1,658       1,394,991  

Cadence Design System, Inc.(a)

    1,093       262,156  

 

The accompanying notes are an integral part of the financial statements.

 

60

 

 

Pacer Metaurus US Large Cap Div Multiplier 400 ETF

SCHEDULE OF INVESTMENTS
October 31, 2023 (Continued)

 

 

   

Shares

   

Value

 

COMMON STOCKS — 85.6% (Continued)

Information Technology — 24.6% (Continued)

CDW Corp./DE

    527     $ 105,611  

Cisco Systems, Inc.

    16,394       854,619  

Cognizant Technology Solutions Corp. - Class A

    2,028       130,745  

Corning, Inc.

    3,087       82,608  

Enphase Energy, Inc.(a)

    548       43,610  

EPAM Systems, Inc.(a)

    230       50,041  

F5, Inc.(a)

    235       35,624  

Fair Isaac Corp.(a)

    93       78,666  

First Solar, Inc.(a)

    425       60,541  

Fortinet, Inc.(a)

    2,616       149,557  

Gartner, Inc.(a)

    308       102,268  

Gen Digital, Inc.

    2,257       37,602  

Hewlett Packard Enterprise Co.

    5,186       79,761  

HP, Inc.

    3,486       91,786  

Intel Corp.

    16,842       614,733  

International Business Machines Corp.

    3,661       529,527  

Intuit, Inc.

    1,124       556,324  

Juniper Networks, Inc.

    1,291       34,754  

Keysight Technologies, Inc.(a)

    706       86,167  

KLA Corp.

    549       257,865  

Lam Research Corp.

    525       308,816  

Microchip Technology, Inc.

    2,188       155,983  

Micron Technology, Inc.

    4,401       294,295  

Microsoft Corp.

    29,891       10,106,446  

Monolithic Power Systems, Inc.

    191       84,372  

Motorola Solutions, Inc.

    663       184,619  

NetApp, Inc.

    840       61,135  

NVIDIA Corp.

    9,935       4,051,493  

NXP Semiconductors NV

    1,028       177,258  

ON Semiconductor Corp.(a)

    1,728       108,242  

Oracle Corp.

    6,331       654,625  

Palo Alto Networks, Inc.(a)

    1,221       296,727  

PTC, Inc.(a)

    470       65,997  

Qorvo, Inc.(a)

    392       34,269  

QUALCOMM, Inc.

    4,479       488,166  

Roper Technologies, Inc.

    425       207,642  

salesforce.com, Inc.(a)

    3,909       785,044  

Seagate Technology Holdings PLC

    772     52,689  

ServiceNow, Inc.(a)

    814       473,626  

Skyworks Solutions, Inc.

    635       55,080  

SolarEdge Technologies, Inc.(a)

    224       17,013  

Synopsys, Inc.(a)

    607       284,950  

TE Connectivity Ltd.

    1,263       148,845  

Teledyne Technologies, Inc.(a)

    189       70,798  

Teradyne, Inc.

    614       51,128  

Texas Instruments, Inc.

    3,649       518,194  

Trimble, Inc.(a)

    992       46,753  

 

   

Shares

   

Value

 

Information Technology — 24.6% (Continued)

Tyler Technologies, Inc.(a)

    158     $ 58,918  

VeriSign, Inc.(a)

    361       72,077  

Western Digital Corp.(a)

    1,285       51,593  

Zebra Technologies Corp. - Class A(a)

    205       42,933  

Total Information Technology

            39,595,610  
 

Materials — 2.2%

Air Products & Chemicals, Inc.

    882       249,113  

Albemarle Corp.

    465       58,953  

Amcor PLC

    5,909       52,531  

Avery Dennison Corp.

    315       54,832  

Ball Corp.

    1,267       61,006  

Celanese Corp. - Class A

    400       45,804  

CF Industries Holdings, Inc.

    773       61,670  

Corteva, Inc.

    2,845       136,958  

Dow, Inc.

    2,820       136,319  

DuPont de Nemours, Inc.

    1,844       134,391  

Eastman Chemical Co.

    469       35,048  

Ecolab, Inc.

    1,013       169,921  

FMC Corp.

    492       26,174  

Freeport-McMoRan, Inc.

    5,767       194,809  

International Flavors & Fragrances, Inc.

    1,018       69,580  

International Paper Co.

    1,383       46,649  

Linde PLC

    1,952       745,977  

LyondellBasell Industries NV - Class A

    1,022       92,225  

Martin Marietta Materials, Inc.

    244       99,781  

Mosaic Co.

    1,332       43,263  

Newmont Goldcorp Corp.

    3,188       119,454  

Nucor Corp.

    994       146,903  

Packaging Corp. of America

    362       55,404  

PPG Industries, Inc.

    944       115,895  

Sealed Air Corp.

    578       17,797  

Sherwin-Williams Co.

    948       225,824  

Steel Dynamics, Inc.

    621       66,143  

Vulcan Materials Co.

    523       102,764  

Westrock Co.

    1,022       36,720  

Total Materials

            3,401,908  
 

Real Estate — 0.1%

CBRE Group, Inc. - Class A(a)

    1,235     85,635  

CoStar Group, Inc.(a)

    1,641       120,466  

Total Real Estate

            206,101  
 

Utilities — 2.2%

AES Corp.

    2,682       39,962  

Alliant Energy Corp.

    1,009       49,229  

Ameren Corp.

    1,047       79,268  

American Electric Power Co., Inc.

    2,067       156,141  

American Water Works Co., Inc.

    779       91,649  

 

The accompanying notes are an integral part of the financial statements.

 

61

 

 

Pacer Metaurus US Large Cap Div Multiplier 400 ETF

SCHEDULE OF INVESTMENTS
October 31, 2023 (Continued)

 

 

   

Shares

   

Value

 

COMMON STOCKS — 85.6% (Continued)

Utilities — 2.2% (Continued)

Atmos Energy Corp.

    593     $ 63,842  

CenterPoint Energy, Inc.

    2,538       68,221  

CMS Energy Corp.

    1,167       63,415  

Consolidated Edison, Inc.

    1,379       121,062  

Constellation Energy Corp.

    1,292       145,893  

Dominion Energy, Inc.

    3,358       135,395  

DTE Energy Co.

    822       79,224  

Duke Energy Corp.

    3,098       275,381  

Edison International

    1,535       96,797  

Entergy Corp.

    842       80,487  

Evergy, Inc.

    923       45,356  

Eversource Energy

    1,395       75,037  

Exelon Corp.

    4,001       155,799  

FirstEnergy Corp.

    2,070       73,692  

NextEra Energy, Inc.

    8,139       474,503  

NiSource, Inc.

    1,660       41,766  

NRG Energy, Inc.

    920       38,990  

PG&E Corp.(a)

    8,405       137,002  

Pinnacle West Capital Corp.

    449       33,307  

PPL Corp.

    2,960       72,727  

Public Service Enterprise Group, Inc.

    2,006       123,670  

Sempra

    2,531       177,246  

Southern Co.

    4,383       294,976  

WEC Energy Group, Inc.

    1,268       103,203  

Xcel Energy, Inc.

    2,215       131,283  

Total Utilities

            3,524,523  

TOTAL COMMON STOCKS (Cost $138,460,720)

            137,734,382  
 

REAL ESTATE INVESTMENT TRUSTS — 1.9%

Alexandria Real Estate Equities, Inc.

    621       57,834  

American Tower Corp.

    1,870       333,215  

AvalonBay Communities, Inc.

    569       94,306  

Boston Properties, Inc.

    578       30,963  

Camden Property Trust

    425       36,074  

Crown Castle, Inc.

    1,736       161,413  

Digital Realty Trust, Inc.

    1,209       150,351  

Equinix, Inc.

    375       273,615  

Equity Residential

    1,379     76,300  

Essex Property Trust, Inc.

    253       54,122  

Extra Space Storage, Inc.

    841       87,119  

Federal Realty Investment Trust

    288       26,263  

Healthpeak Properties, Inc.

    2,198       34,179  

Host Hotels & Resorts, Inc.

    2,852       44,149  

Invitation Homes, Inc.

    2,304       68,406  

Iron Mountain, Inc.

    1,168       68,994  

Kimco Realty Corp.

    2,484       44,563  

 

   

Shares

   

Value

 

REAL ESTATE INVESTMENT TRUSTS — 1.9% (Continued)

Mid-America Apartment Communities, Inc.

    462     $ 54,585  

Prologis, Inc.

    3,709       373,681  

Public Storage

    630       150,387  

Realty Income Corp.

    2,842       134,654  

Regency Centers Corp.

    653       39,350  

SBA Communications Corp.

    431       89,920  

Simon Property Group, Inc.

    1,313       144,286  

UDR, Inc.

    1,210       38,490  

Ventas, Inc.

    1,607       68,233  

VICI Properties, Inc.

    4,069       113,525  

Welltower, Inc.

    2,080       173,909  

Weyerhaeuser Co.

    2,936       84,234  

Total Real Estate

            3,107,120  

TOTAL REAL ESTATE INVESTMENT TRUSTS (Cost $3,762,596)

            3,107,120  
 
   

Par

   

Value

 

U.S. TREASURY OBLIGATIONS — 6.1%

       

United States Treasury Note/Bond

               

0.38%, 09/15/2024

  $ 2,000,000       1,913,597  

1.50%, 02/29/2024

    6,500,000       6,416,315  

1.75%, 03/15/2025

    1,500,000       1,430,508  

TOTAL U.S. TREASURY OBLIGATIONS (Cost $9,803,830)

            9,760,420  

 

 

The accompanying notes are an integral part of the financial statements.

 

62

 

 

Pacer Metaurus US Large Cap Div Multiplier 400 ETF

SCHEDULE OF INVESTMENTS
October 31, 2023 (Continued)

 

 

   

Par

   

Value

 

SHORT-TERM INVESTMENTS — 4.0%

U.S. Treasury Bills — 4.0%

               

United States Treasury Bill, 5.34%, 12/28/2023(b)

  $ 2,000,000     $ 1,983,177  

United States Treasury Bill, 5.43%, 3/7/2024(b)

    4,500,000       4,415,745  

Total U.S. Treasury Bills

            6,398,922  

TOTAL SHORT-TERM INVESTMENTS (Cost $6,399,238)

            6,398,922  
 

TOTAL INVESTMENTS — 97.6%

               

(Cost $158,426,384)

            157,000,844  

Other Assets in Excess of Liabilities — 2.4%

            3,776,036  

TOTAL NET ASSETS — 100.0%

          $ 160,776,880  

 

Percentages are stated as a percent of net assets.

 

PLC - Public Limited Company

 

(a)

Non-income producing security.

 

(b)

The rate shown is the effective yield.

 

The Global Industry Classification Standard (GICS®) was developed by and/or is the exclusive property of MSCI, Inc. and Standard & Poor’s Financial Services LLC (“S&P”). GICS is a service mark of MSCI and S&P and has been licensed for use by U.S. Bank Global Fund Services.

 

The accompanying notes are an integral part of the financial statements.

 

63

 

 

Pacer Metaurus US Large Cap Div Multiplier 400 ETF

SCHEDULE OF OPEN FUTURES CONTRACTS
October 31, 2023

 

 

Description

Contracts
Purchased

Expiration Date

 

Notional

   

Value / Unrealized
Appreciation
(Depreciation)

 

S&P 500 Annual Dividend Index

506

December 15, 2023

  $ 8,810,725     $ 370,348  

S&P 500 Annual Dividend Index

506

December 20, 2024

    8,728,500       377,798  

S&P 500 Annual Dividend Index

506

December 19, 2025

    8,374,300       235,841  
                $ 983,987  

 

The accompanying notes are an integral part of the financial statements.

 

64

 

 

Pacer Funds

STATEMENTS OF ASSETS & LIABILITIES
October 31, 2023

 

 

 

 

Pacer
American Energy
Independence
ETF

   

Pacer
BlueStar
Engineering
the Future
ETF

   

Pacer
BlueStar Digital
Entertainment
ETF

   

Pacer Swan
SOS Fund of
Funds ETF

 

ASSETS

                               

Investments in Unaffiliated Securities, at Value*

  $ 46,778,096     $ 1,413,171     $ 695,676     $  

Investments in Affiliated Securities, at Value*

  $     $     $     $ 172,137,942  

Foreign Currency at Value*

                216        

Interest and Dividends Receivable

    328,205       1,054       382       4,361  

Receivable from Advisor

                      9,407  

Receivable for Investment Securities Sold

                      4,806  

Deposits with Broker for Options

                      5,610  

Cash

    226,628       91       568       2,276,731  

Securities Lending Income Receivable

    991                    

Total Assets

    47,333,920       1,414,316       696,842       174,438,857  
                                 

LIABILITIES

                               

Management Fees Payable

    27,905       746       366       26,039  

Payable for Investment Securities Purchased

                      1,173,993  

Payable for Distributions to Shareholders

    192,000                    

Collateral Received for Securities Loaned

    3,725,563                    

Total Liabilities

    3,945,468       746       366       1,200,032  
                                 

NET ASSETS

  $ 43,388,452     $ 1,413,570     $ 696,476     $ 173,238,825  
                                 

NET ASSETS CONSIST OF:

                               

Paid-in Capital

  $ 38,641,068     $ 1,558,475     $ 834,540     $ 166,986,676  

Total Distributable Earnings (Accumulated Deficit)

    4,747,384       (144,905 )     (138,064 )     6,252,149  

Net Assets

  $ 43,388,452     $ 1,413,570     $ 696,476     $ 173,238,825  

* Identified Cost:

                               

Investments in Unaffiliated Securities

  $ 40,060,974     $ 1,538,527     $ 785,546     $  

Investments in Affiliated Securities

                      165,487,577  

Foreign Currencies

                216        

^ Includes Loaned Securities with a value of

    3,635,798                    
                                 

Net Asset Value:

                               

Net Assets

  $ 43,388,452     $ 1,413,570     $ 696,476     $ 173,238,825  

Shares Outstanding (No Par Value)

    1,600,000       80,000       40,000       7,275,000  

Net Asset Value, Offering and Redemption Price per Share

  $ 27.12     $ 17.67     $ 17.41     $ 23.81  

 

The accompanying notes are an integral part of the financial statements.

 

65

 

 

Pacer Funds

STATEMENTS OF ASSETS & LIABILITIES
October 31, 2023

 

 

   

Pacer Swan SOS
Conservative
(January) ETF

   

Pacer Swan
SOS Moderate
(January) ETF

   

Pacer Swan
SOS Flex
(January) ETF

   

Pacer Swan SOS
Conservative
(April) ETF

 

ASSETS

                               

Investments in Securities, at Value*

  $ 10,199,992     $ 33,875,271     $ 18,019,919     $ 10,116,085  

Interest and Dividends Receivable

    187       897       479       391  

Receivable from Advisor

    13,000       13,000       13,000       13,000  

Receivable for Investment Securities Sold

          2,911              

Receivable for Fund Shares Sold

          1,194,955              

Deposits with Broker for Options

    1,981       3,094       4,406       1,699  

Cash

    51,221       246,101       153,063       108,467  

Total Assets

    10,266,381       35,336,229       18,190,867       10,239,642  
                                 

LIABILITIES

                               

Options Written, at Value

    30,579       85,785       32,734       68,426  

Management Fees Payable

    6,593       20,173       10,917       6,546  

Payable for Investment Securities Purchased

          1,160,995              

Total Liabilities

    37,172       1,266,953       43,651       74,972  
                                 

NET ASSETS

  $ 10,229,209     $ 34,069,276     $ 18,147,216     $ 10,164,670  
                                 

NET ASSETS CONSIST OF:

                               

Paid-in Capital

  $ 10,317,878     $ 33,274,565     $ 18,746,616     $ 10,895,292  

Total Distributable Earnings (Accumulated Deficit)

    (88,669 )     794,711       (599,400 )     (730,622 )

Net Assets

  $ 10,229,209     $ 34,069,276     $ 18,147,216     $ 10,164,670  

* Identified Cost:

                               

Investments in Securities

  $ 9,827,683     $ 33,133,495     $ 17,752,555     $ 10,115,408  

Premiums Received:

                               

Written Options

  $ 423,597     $ 1,446,961     $ 884,876     $ 342,033  
                                 

Net Asset Value:

                               

Net Assets

  $ 10,229,209     $ 34,069,276     $ 18,147,216     $ 10,164,670  

Shares Outstanding (No Par Value)

    450,000       1,425,000       700,000       475,000  

Net Asset Value, Offering and Redemption Price per Share

  $ 22.73     $ 23.91     $ 25.92     $ 21.40  

 

The accompanying notes are an integral part of the financial statements.

 

66

 

 

Pacer Funds

STATEMENTS OF ASSETS & LIABILITIES
October 31, 2023

 

 

   

Pacer Swan
SOS Moderate
(April) ETF

   

Pacer Swan SOS
Flex (April) ETF

   

Pacer Swan SOS
Conservative
(July) ETF

   

Pacer Swan
SOS Moderate
(July) ETF

 

ASSETS

                               

Investments in Securities, at Value*

  $ 29,908,978     $ 16,578,758     $ 9,026,673     $ 42,409,699  

Interest and Dividends Receivable

    989       585       265       1,618  

Receivable from Advisor

    13,000       13,000       13,000       13,000  

Deposits with Broker for Options

    3,502       5,212       13,874       5,718  

Cash

    273,548       181,424       73,368       445,435  

Total Assets

    30,200,017       16,778,979       9,127,180       42,875,470  
                                 

LIABILITIES

                               

Options Written, at Value

    332,052       186,365       76,110       944,091  

Management Fees Payable

    19,222       10,930       5,832       27,551  

Total Liabilities

    351,274       197,295       81,942       971,642  
                                 

NET ASSETS

  $ 29,848,743     $ 16,581,684     $ 9,045,238     $ 41,903,828  
                                 

NET ASSETS CONSIST OF:

                               

Paid-in Capital

  $ 31,681,438     $ 17,924,096     $ 9,864,807     $ 44,316,515  

Total Distributable Earnings (Accumulated Deficit)

    (1,832,695 )     (1,342,412 )     (819,569 )     (2,412,687 )

Net Assets

  $ 29,848,743     $ 16,581,684     $ 9,045,238     $ 41,903,828  

* Identified Cost:

                               

Investments in Securities

  $ 30,284,136     $ 16,652,340     $ 9,614,296     $ 44,324,873  

Premiums Received:

                               

Written Options

  $ 1,345,249     $ 851,393     $ 370,464     $ 1,831,075  
                                 

Net Asset Value:

                               

Net Assets

  $ 29,848,743     $ 16,581,684     $ 9,045,238     $ 41,903,828  

Shares Outstanding (No Par Value)

    1,300,000       700,000       425,000       1,825,000  

Net Asset Value, Offering and Redemption Price per Share

  $ 22.96     $ 23.69     $ 21.28     $ 22.96  

 

The accompanying notes are an integral part of the financial statements.

 

67

 

 

Pacer Funds

STATEMENTS OF ASSETS & LIABILITIES
October 31, 2023

 

 

   

Pacer Swan SOS
Flex (July) ETF

   

Pacer Swan SOS
Conservative
(October) ETF

   

Pacer Swan
SOS Moderate
(October) ETF

   

Pacer Swan
SOS Flex
(October) ETF

 

ASSETS

                               

Investments in Securities, at Value*

  $ 23,449,950     $ 6,761,108     $ 37,667,479     $ 11,023,005  

Interest and Dividends Receivable

    635       174       1,242       281  

Receivable from Advisor

    13,000       13,000       13,000       13,000  

Deposits with Broker for Options

    6,945       33,785       3,824       2,822  

Cash

    175,293       28,646       393,013       99,678  

Total Assets

    23,645,823       6,836,713       38,078,558       11,138,786  
                                 

LIABILITIES

                               

Options Written, at Value

    670,794       119,695       1,192,521       417,340  

Management Fees Payable

    14,791       4,046       22,454       6,772  

Total Liabilities

    685,585       123,741       1,214,975       424,112  
                                 

NET ASSETS

  $ 22,960,238     $ 6,712,972     $ 36,863,583     $ 10,714,674  
                                 

NET ASSETS CONSIST OF:

                               

Paid-in Capital

  $ 24,350,845     $ 7,331,431     $ 39,782,570     $ 11,612,518  

Total Distributable Earnings (Accumulated Deficit)

    (1,390,607 )     (618,459 )     (2,918,987 )     (897,844 )

Net Assets

  $ 22,960,238     $ 6,712,972     $ 36,863,583     $ 10,714,674  

* Identified Cost:

                               

Investments in Securities

  $ 24,979,709     $ 6,888,658     $ 38,302,647     $ 11,208,900  

Premiums Received:

                               

Written Options

  $ 1,807,282     $ 169,799     $ 1,441,940     $ 473,934  
                                 

Net Asset Value:

                               

Net Assets

  $ 22,960,238     $ 6,712,972     $ 36,863,583     $ 10,714,674  

Shares Outstanding (No Par Value)

    1,000,000       300,000       1,575,000       450,000  

Net Asset Value, Offering and Redemption Price per Share

  $ 22.96     $ 22.38     $ 23.41     $ 23.81  

 

The accompanying notes are an integral part of the financial statements.

 

68

 

 

Pacer Funds

STATEMENTS OF ASSETS & LIABILITIES
October 31, 2023

 

 

   

Pacer Metaurus
US Large Cap
Dividend
Multiplier
300 ETF

   

Pacer Metaurus
US Large Cap
Dividend
Multiplier
400 ETF

 

ASSETS

               

Investments in Securities, at Value* ^

  $ 842,210     $ 157,000,844  

Interest and Dividends Receivable

    704       132,236  

Deposits at Broker for Futures

    28,954       1,859,839  

Cash

    22,623       1,892,649  

Total Assets

    894,491       160,885,568  
                 

LIABILITIES

               

Management Fees Payable

    620       108,688  

Total Liabilities

    620       108,688  
                 

NET ASSETS

  $ 893,871     $ 160,776,880  
                 

NET ASSETS CONSIST OF:

               

Paid-in Capital

  $ 1,023,565     $ 164,784,799  

Total Distributable Earnings (Accumulated Deficit)

    (129,694 )     (4,007,919 )

Net Assets

  $ 893,871     $ 160,776,880  

* Identified Cost:

               

Investments in Securities

  $ 950,247     $ 158,426,384  
                 

Net Asset Value:

               

Net Assets

  $ 893,871     $ 160,776,880  

Shares Outstanding (No Par Value)

    25,000       5,400,000  

Net Asset Value, Offering and Redemption Price per Share

  $ 35.75     $ 29.77  

 

The accompanying notes are an integral part of the financial statements.

 

69

 

 

Pacer Funds

STATEMENT OF OPERATIONS
For the Year Ended October 31, 2023

 

 

   

Pacer American
Energy
Independence
ETF

 

INVESTMENT INCOME

       

Income:

       

Dividends from Investments*

  $ 1,403,625  

Interest

    3,831  

Securities Lending Income, Net

    30,256  

Total Investment Income

    1,437,712  
         

EXPENSES

       

Management fees

    351,405  

Total Expenses

    351,405  

Net Investment Income

    1,086,307  
         

REALIZED & UNREALIZED GAIN (LOSS) ON INVESTMENTS

       

Net Realized Gain (Loss) on:

       

Net Realized Gain (Loss) on Investments in Securities

    (292,504 )

Net Realized Gain (Loss) on In-Kind Redemptions

    2,912,413  

Net realized Gain (Loss) on Foreign Currency

    (9,398 )

Total

    2,610,511  

Net Change in Unrealized Appreciation (Depreciation) of:

       

Change in Unrealized Appreciation (Depreciation) on Investments in Securities

    (2,676,091 )

Change in Unrealized Appreciation (Depreciation) on Foreign Currency

    (704 )

Total

    (2,676,795 )

Net Realized and Unrealized Gain (Loss) on Investments

    (66,284 )

NET INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS

  $ 1,020,023  
         

* Net of fees and foreign withholding tax of

  $ 107,663  

 

The accompanying notes are an integral part of the financial statements.

 

70

 

 

Pacer Funds

STATEMENTS OF OPERATIONS
For the Year Ended October 31, 2023

 

 

   

Pacer BlueStar
Engineering the
Future ETF

   

Pacer BlueStar
Digital
Entertainment
ETF

 

INVESTMENT INCOME

               

Income:

               

Dividends from Investments*

  $ 12,306     $ 10,342  

Interest

    102       77  

Total Investment Income

    12,408       10,419  
                 

EXPENSES

               

Management fees

    9,422       4,517  

Total Expenses

    9,422       4,517  

Net Investment Income

    2,986       5,902  
                 

REALIZED & UNREALIZED GAIN (LOSS) ON INVESTMENTS

               

Net Realized Gain (Loss) on:

               

Net Realized Gain (Loss) on Investments in Securities

    (12,459 )     (6,272 )

Capital Gain Distributions from Underlying Closed End Funds

          825  

Net Realized Gain (Loss) on Foreign Currency

    (72 )     (2,653 )

Total

    (12,531 )     (8,100 )

Net Change in Unrealized Appreciation (Depreciation) of:

               

Change in Unrealized Appreciation (Depreciation) on Investments in Securities

    66,929       87,551  

Change in Unrealized Appreciation (Depreciation) on Foreign Currency

    26       11  

Total

    66,955       87,562  

Net Realized and Unrealized Gain (Loss) on Investments

    54,424       79,462  

NET INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS

  $ 57,410     $ 85,364  
                 

* Net of fees and foreign withholding tax of

  $ 1,949     $ 1,090  

 

The accompanying notes are an integral part of the financial statements.

 

71

 

 

Pacer Funds

STATEMENTS OF OPERATIONS
For the Year Ended October 31, 2023

 

 

   

Pacer Swan
SOS Fund of
Funds ETF

   

Pacer Swan SOS
Conservative
(January) ETF

   

Pacer Swan
SOS Moderate
(January) ETF

 

INVESTMENT INCOME

                       

Income:

                       

Interest

  $ 40,236     $ 3,093     $ 8,618  

Total Investment Income

    40,236       3,093       8,618  
                         

EXPENSES

                       

Management fees

    243,297       78,739       197,404  

Broker fees and interest

          1,637       2,537  

Total Expenses

    243,297       80,376       199,941  

Net Investment Income/(Loss)

    (203,061 )     (77,283 )     (191,323 )
                         

REALIZED & UNREALIZED GAIN (LOSS) ON INVESTMENTS

                       

Net Realized Gain (Loss) on Investments

                       

Net Realized Gain (Loss) on Investments in Unaffiliated Securities

          (748,805 )     (1,055,879 )

Net Realized Gain (Loss) on Investments in Affiliated Securities

    (205,456 )            

Net Realized Gain (Loss) on In-Kind Redemptions

    1,667,457              

Net Realized Gain (Loss) on Written Options

          645,288       1,312,762  

Total

    1,462,001       (103,517 )     256,883  

Net Change in Unrealized Appreciation (Depreciation) of:

                       

Change in Unrealized Appreciation (Depreciation) on Investments in Unaffiliated Securities

          1,177,225       1,827,319  

Change in Unrealized Appreciation (Depreciation) on Investments in Affiliated Securities

    9,749,815              

Change in Unrealized Appreciation (Depreciation) on Investments in Written Options

          (187,306 )     460,525  

Total

    9,749,815       989,919       2,287,844  

Net Realized and Unrealized Gain (Loss) on Investments

    11,211,816       886,402       2,544,727  

NET INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS

  $ 11,008,755     $ 809,119     $ 2,353,404  

 

The accompanying notes are an integral part of the financial statements.

 

72

 

 

Pacer Funds

STATEMENTS OF OPERATIONS
For the Year Ended October 31, 2023

 

 

   

Pacer Swan
SOS Flex
(January) ETF

   

Pacer Swan SOS
Conservative
(April) ETF

   

Pacer Swan
SOS Moderate
(April) ETF

 

INVESTMENT INCOME

                       

Income:

                       

Interest

  $ 3,706     $ 4,588     $ 7,002  

Total Investment Income

    3,706       4,588       7,002  
                         

EXPENSES

                       

Management fees

    111,084       111,039       167,578  

Broker fees and interest

    2,850       919       1,639  

Total Expenses

    113,934       111,958       169,217  

Net Investment Income/(Loss)

    (110,228 )     (107,370 )     (162,215 )
                         

REALIZED & UNREALIZED GAIN (LOSS) ON INVESTMENTS

                       

Net Realized Gain (Loss) on Investments

                       

Net Realized Gain (Loss) on Investments in Securities

    (24,310 )     (910,553 )     (2,384,500 )

Net Realized Gain (Loss) on Written Options

    1,865,824       227,912       708,823  

Total

    1,841,514       (682,641 )     (1,675,677 )

Net Change in Unrealized Appreciation (Depreciation) of:

                       

Change in Unrealized Appreciation (Depreciation) on Investments in Securities

    324,493       1,280,575       2,117,151  

Change in Unrealized Appreciation (Depreciation) on Investments in Written Options

    (394,479 )     187,675       1,115,626  

Total

    (69,986 )     1,468,250       3,232,777  

Net Realized and Unrealized Gain (Loss) on Investments

    1,771,528       785,609       1,557,100  

NET INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS

  $ 1,661,300     $ 678,239     $ 1,394,885  

 

The accompanying notes are an integral part of the financial statements.

 

73

 

 

Pacer Funds

STATEMENTS OF OPERATIONS
For the Year Ended October 31, 2023

 

 

   

Pacer Swan
SOS Flex
(April) ETF

   

Pacer Swan SOS
Conservative
(July) ETF

   

Pacer Swan
SOS Moderate
(July) ETF

 

INVESTMENT INCOME

                       

Income:

                       

Interest

  $ 4,545     $ 3,053     $ 12,245  

Total Investment Income

    4,545       3,053       12,245  
                         

EXPENSES

                       

Management fees

    110,077       54,121       282,682  

Broker fees and interest

    1,534       898       3,238  

Total Expenses

    111,611       55,019       285,920  

Net Investment Income/(Loss)

    (107,066 )     (51,966 )     (273,675 )
                         

REALIZED & UNREALIZED GAIN (LOSS) ON INVESTMENTS

                       

Net Realized Gain (Loss) on Investments

                       

Net Realized Gain (Loss) on Investments in Securities

    (1,988,535 )     (192,838 )     (1,168,176 )

Net Realized Gain (Loss) on In-Kind Redemptions

          1,186,492       6,472,080  

Net Realized Gain (Loss) on Written Options

    774,048       (71,435 )     202,792  

Total

    (1,214,487 )     922,219       5,506,696  

Net Change in Unrealized Appreciation (Depreciation) of:

                       

Change in Unrealized Appreciation (Depreciation) on Investments in Securities

    1,908,236       (577,202 )     (2,378,637 )

Change in Unrealized Appreciation (Depreciation) on Investments in Written Options

    650,552       205,023       522,535  

Total

    2,558,788       (372,179 )     (1,856,102 )

Net Realized and Unrealized Gain (Loss) on Investments

    1,344,301       550,040       3,650,594  

NET INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS

  $ 1,237,235     $ 498,074     $ 3,376,919  

 

 

The accompanying notes are an integral part of the financial statements.

 

74

 

 

Pacer Funds

STATEMENTS OF OPERATIONS
For the Year Ended October 31, 2023

 

 

   

Pacer Swan
SOS Flex
(July) ETF

   

Pacer Swan SOS
Conservative
(October) ETF

   

Pacer Swan
SOS Moderate
(October) ETF

   

Pacer Swan
SOS Flex
(October) ETF

 

INVESTMENT INCOME

                               

Income:

                               

Interest

  $ 11,563     $ 1,575     $ 10,947     $ 2,670  

Total Investment Income

    11,563       1,575       10,947       2,670  
                                 

EXPENSES

                               

Management fees

    110,724       39,963       202,782       76,491  

Broker fees and interest

    2,346       1,218       3,815       2,542  

Total Expenses

    113,070       41,181       206,597       79,033  

Net Investment Income/(Loss)

    (101,507 )     (39,606 )     (195,650 )     (76,363 )
                                 

REALIZED & UNREALIZED GAIN (LOSS) ON INVESTMENTS

                               

Net Realized Gain (Loss) on Investments

                               

Net Realized Gain (Loss) on Investments in Securities

    (818,914 )     (229,425 )     (1,826,183 )     (691,308 )

Net Realized Gain (Loss) on In-Kind Redemptions

    2,311,829       1,120,128       6,399,102       2,328,410  

Net Realized Gain (Loss) on Written Options

    131,231       (25,788 )     12,276       70,281  

Total

    1,624,146       864,915       4,585,195       1,707,383  

Net Change in Unrealized Appreciation (Depreciation) of:

                               

Change in Unrealized Appreciation (Depreciation) on Investments in Securities

    (1,501,307 )     (382,834 )     (1,662,852 )     (578,459 )

Change in Unrealized Appreciation (Depreciation) on Investments in Written Options

    792,085       154,380       465,006       (9,646 )

Total

    (709,222 )     (228,454 )     (1,197,846 )     (588,105 )

Net Realized and Unrealized Gain (Loss) on Investments

    914,924       636,461       3,387,349       1,119,278  

NET INCREASE (DECREASE) IN NET ASSETS RESULTING

  $ 813,417     $ 596,855     $ 3,191,699     $ 1,042,915  

 

The accompanying notes are an integral part of the financial statements.

 

75

 

 

Pacer Funds

STATEMENTS OF OPERATIONS
For the Period Ended October 31, 2023

 

 

   

Pacer Metaurus
US Large Cap
Dividend
Multiplier
300 ETF
(a)

   

Pacer Metaurus
US Large Cap
Dividend
Multiplier
300 ETF
(b)

   

Pacer Metaurus
US Large Cap
Dividend
Multiplier
400 ETF
(a)

   

Pacer Metaurus
US Large Cap
Dividend
Multiplier
400 ETF
(b)

 

INVESTMENT INCOME

                               

Income:

                               

Dividends*

  $ 6,717     $ 25,231     $ 942,017     $ 1,122,863  

Interest

    1,910       3,513       428,306       307,329  

Total Investment Income

    8,627       28,744       1,370,323       1,430,192  
                                 

Expenses:

                               

Management fees

    3,731       12,649       559,740       608,442  

Total Expenses

    3,731       12,649       559,740       608,442  

Net Investment Income (Loss)

    4,896       16,095       810,583       821,750  
                                 

REALIZED & UNREALIZED GAIN (LOSS) ON INVESTMENTS

                               

Net Realized Gain (Loss) on:

                               

Net Realized Gain (Loss) on Investments

    (3,487 )     (30,934 )     (854,124 )     (1,894,905 )

Net Realized Gain (Loss) on In-Kind Redemptions

          (54,702 )     189,778       985,173  

Net Realized Gain (Loss) on Futures Contract

          8,853       1,741       159,069  

Total

    (3,487 )     (76,783 )     (662,605 )     (750,663 )

Net Change in Unrealized Appreciation (Depreciation) of:

                               

Change in Unrealized Appreciation (Depreciation) on Investments

    7,094       75,912       (965,185 )     3,715,935  

Change in Unrealized Appreciation (Depreciation) on Futures

    1,674       8,796       269,300       949,480  

Total

    8,768       84,708       (695,885 )     4,665,415  

Net Realized and Unrealized Gain (Loss) on Investments

    5,281       7,925       (1,358,490 )     3,914,752  

NET INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS

  $ 10,177     $ 24,020     $ (547,907 )   $ 4,736,502  
                                 

* Net of fees and foreign witholding tax of

  $ 2     $ 6     $ 257     $ 275  

 

(a)

The information presented is from May 1, 2023 to October 31, 2023.

(b)

The information presented is from May 1, 2022 to April 30, 2023.

 

The accompanying notes are an integral part of the financial statements.

 

76

 

 

Pacer Funds

STATEMENTS OF CHANGES IN NET ASSETS

 

 

 

 

Pacer American Energy
Independence ETF

 
   

For the
Year Ended
October 31,
2023

   

For the
Year Ended
October 31,
2022

 

OPERATIONS

               

Net Investment Income

  $ 1,086,307     $ 553,655  

Net Realized Gain (Loss) on Investments and Foreign Currency Transactions

    2,610,511       544,288  

Change in Unrealized Appreciation (Depreciation) of Investments and Foreign Currency Transactions

    (2,676,795 )     3,287,064  

Net Increase (Decrease) in Net Assets Resulting from Operations

    1,020,023       4,385,007  
                 

DISTRIBUTIONS TO SHAREHOLDERS

               

Net Investment Income

    (572,644 )     (380,508 )

Return of Capital

    (1,917,356 )     (1,599,492 )

Total Distributions to Shareholders

    (2,490,000 )     (1,980,000 )
                 

CAPITAL SHARE TRANSACTIONS

               

Proceeds from Shares Sold

    4,192,825       19,662,605  

Proceeds from Shares Redeemed

    (6,710,965 )      

Net Increase (Decrease) in Net Assets Derived from Capital Share Transactions (a)

    (2,518,140 )     19,662,605  

Net Increase (Decrease) in Net Assets

  $ (3,988,117 )   $ 22,067,612  
                 

NET ASSETS

               

Beginning of Year

  $ 47,376,569     $ 25,308,957  

End of Year

  $ 43,388,452     $ 47,376,569  

 

(a)

A summary of capital share transactions is as follows:

 

   

Shares

   

Shares

 

Subscriptions

    150,000       700,000  

Redemptions

    (250,000 )      

Net Increase (Decrease)

    (100,000 )     700,000  

 

The accompanying notes are an integral part of the financial statements.

 

77

 

 

Pacer Funds

STATEMENTS OF CHANGES IN NET ASSETS

 

 

   

Pacer BlueStar Engineering
the Future ETF

   

Pacer BlueStar Digital
Entertainment ETF

 
   

For the
Year Ended
October 31,
2023

   

For the
Period Ended
October 31,
2022
(a)

   

For the
Year Ended
October 31,
2023

   

For the
Period Ended
October 31,
2022
(a)

 

OPERATIONS

                               

Net Investment Income (Loss)

  $ 2,986     $ 384     $ 5,902     $ 3,778  

Net Realized Gain (Loss) on Investments

    (12,531 )     (6,963 )     (8,925 )     (153,474 )

Capital Gain Distributions from Underlying Closed End Funds

                825          

Change in Unrealized Appreciation (Depreciation) of Investments

    66,955       (192,324 )     87,562       (177,436 )

Net Increase (Decrease) in Net Assets Resulting from Operations

    57,410       (198,903 )     85,364       (327,132 )
                                 

DISTRIBUTIONS TO SHAREHOLDERS

                               

Net Investment Income

    (3,412 )           (6,600 )     (2,886 )

Return of Capital

    (723 )                  

Total Distributions to Shareholders

    (4,135 )           (6,600 )     (2,886 )
                                 

CAPITAL SHARE TRANSACTIONS

                               

Proceeds from Shares Sold

          1,559,198             1,540,146  

Payments for Shares Redeemed

                      (593,320 )

Transaction Fees (See Note 1)

                      904  

Net Increase (Decrease) in Net Assets Derived from Capital Share Transactions (c)

          1,559,198             947,730  

Net Increase (Decrease) in Net Assets

  $ 53,275     $ 1,360,295     $ 78,764     $ 617,712  
                                 

NET ASSETS

                               

Beginning of Period/Year

  $ 1,360,295     $     $ 617,712     $  

End of Period/Year

  $ 1,413,570     $ 1,360,295     $ 696,476     $ 617,712  

 

(a)

The Fund commenced operations on May 4, 2022. The information presented is for the period from May 4, 2022 to October 31, 2022.

 

(a)

The Fund commenced operations on April 7, 2022. The information presented is for the period from April 7, 2022 to October 31, 2022.

 

(c)

Summary of capital share transactions is as follows:

 

   

Shares

   

Shares

   

Shares

   

Shares

 

Subscriptions

          80,000             80,000  

Redemptions

                      (40,000 )

Net Increase (Decrease)

          80,000             40,000  

 

The accompanying notes are an integral part of the financial statements.

 

78

 

 

Pacer Funds

STATEMENTS OF CHANGES IN NET ASSETS

 

 

   

Pacer Swan SOS Fund of Funds ETF

   

Pacer Swan SOS Conservative
(January) ETF

 
   

For the
Year Ended
October 31,
2023

   

For the
Year Ended
October 31,
2022

   

For the
Year Ended
October 31,
2023

   

For the
Year Ended
October 31,
2022

 

OPERATIONS

                               

Net Investment Income (Loss)

  $ (203,061 )   $ (122,131 )   $ (77,283 )   $ (70,084 )

Net Realized Gain (Loss) on Investments

    1,462,001       94,745       (103,517 )     (75,195 )

Change in Unrealized Appreciation (Depreciation) of Investments

    9,749,815       (3,837,360 )     989,919       (381,447 )

Net Increase (Decrease) in Net Assets Resulting from Operations

    11,008,755       (3,864,746 )     809,119       (526,726 )
                                 

DISTRIBUTIONS TO SHAREHOLDERS

                               

Return of Capital

    (6,428 )                  

Total Distributions to Shareholders

    (6,428 )                  
                                 

CAPITAL SHARE TRANSACTIONS

                               

Proceeds from Shares Sold

    83,011,103       107,662,908       1,107,260       18,360,320  

Payments for Shares Redeemed

    (38,958,543 )     (24,244,098 )     (7,358,450 )     (4,938,728 )

Transaction Fees (See Note 1)

    123,786       271,792       846       1,550  

Net Increase (Decrease) in Net Assets Derived from Capital Share Transactions (a)

    44,176,346       83,690,602       (6,250,344 )     13,423,142  

Net Increase (Decrease) in Net Assets

  $ 55,178,673     $ 79,825,856     $ (5,441,225 )   $ 12,896,416  
                                 

NET ASSETS

                               

Beginning of Year

  $ 118,060,152     $ 38,234,296     $ 15,670,434     $ 2,774,018  

End of Year

  $ 173,238,825     $ 118,060,152     $ 10,229,209     $ 15,670,434  

 

(a)

Summary of capital share transactions is as follows:

 

   

Shares

   

Shares

   

Shares

   

Shares

 

Subscriptions

    3,525,000       4,900,000       50,000       850,000  

Redemptions

    (1,725,000 )     (1,125,000 )     (350,000 )     (225,000 )

Net Increase (Decrease)

    1,800,000       3,775,000       (300,000 )     625,000  

 

 

The accompanying notes are an integral part of the financial statements.

 

79

 

 

Pacer Funds

STATEMENTS OF CHANGES IN NET ASSETS

 

 

   

Pacer Swan SOS Moderate
(January) ETF

   

Pacer Swan SOS Flex (January) ETF

 
   

For the
Year Ended
October 31,
2023

   

For the
Year Ended
October 31,
2022

   

For the
Year Ended
October 31,
2023

   

For the
Year Ended
October 31,
2022

 

OPERATIONS

                               

Net Investment Income (Loss)

  $ (191,323 )   $ (137,058 )   $ (110,228 )   $ (168,599 )

Net Realized Gain (Loss) on Investments

    256,883       (283,124 )     1,841,514       (2,775,625 )

Change in Unrealized Appreciation (Depreciation) of Investments

    2,287,844       (679,284 )     (69,986 )     841,987  

Net Increase (Decrease) in Net Assets Resulting from Operations

    2,353,404       (1,099,466 )     1,661,300       (2,102,237 )
                                 

DISTRIBUTIONS TO SHAREHOLDERS

                               

Net Investment Income

          (32,631 )            

Total Distributions to Shareholders

          (32,631 )            
                                 

CAPITAL SHARE TRANSACTIONS

                               

Proceeds from Shares Sold

    16,395,415       29,308,080       8,286,335       45,905,485  

Payments for Shares Redeemed

    (5,106,713 )     (10,585,903 )     (8,998,310 )     (30,186,698 )

Transaction Fees (See Note 1)

    2,151       2,851       1,728       6,888  

Net Increase (Decrease) in Net Assets Derived from Capital Share Transactions (a)

    11,290,853       18,725,028       (710,247 )     15,725,675  

Net Increase (Decrease) in Net Assets

  $ 13,644,257     $ 17,592,931     $ 951,053     $ 13,623,438  
                                 

NET ASSETS

                               

Beginning of Year

  $ 20,425,019     $ 2,832,088     $ 17,196,163     $ 3,572,725  

End of Year

  $ 34,069,276     $ 20,425,019     $ 18,147,216     $ 17,196,163  

 

(a)

Summary of capital share transactions is as follows:

 

   

Shares

   

Shares

   

Shares

   

Shares

 

Subscriptions

    700,000       1,300,000       325,000       1,925,000  

Redemptions

    (225,000 )     (475,000 )     (375,000 )     (1,325,000 )

Net Increase (Decrease)

    475,000       825,000       (50,000 )     600,000  

 

 

The accompanying notes are an integral part of the financial statements.

 

80

 

 

Pacer Funds

STATEMENTS OF CHANGES IN NET ASSETS

 

 

   

Pacer Swan SOS Conservative
(April) ETF

   

Pacer Swan SOS Moderate
(April) ETF

 
   

For the
Year Ended
October 31,
2023

   

For the
Year Ended
October 31,
2022

   

For the
Year Ended
October 31,
2023

   

For the
Year Ended
October 31,
2022

 

OPERATIONS

                               

Net Investment Income (Loss)

  $ (107,370 )   $ (69,956 )   $ (162,215 )   $ (105,191 )

Net Realized Gain (Loss) on Investments

    (682,641 )     1,256,492       (1,675,677 )     2,627,617  

Change in Unrealized Appreciation (Depreciation) of Investments

    1,468,250       (1,370,926 )     3,232,777       (2,973,905 )

Net Increase (Decrease) in Net Assets Resulting from Operations

    678,239       (184,390 )     1,394,885       (451,479 )
                                 

CAPITAL SHARE TRANSACTIONS

                               

Proceeds from Shares Sold

    1,592,030       36,334,938       16,533,515       48,195,318  

Payments for Shares Redeemed

    (8,187,940 )     (22,787,200 )     (6,035,740 )     (35,287,600 )

Transaction Fees (See Note 1)

    978       1,480       2,257       1,630  

Net Increase (Decrease) in Net Assets Derived from Capital Share Transactions (a)

    (6,594,932 )     13,549,218       10,500,032       12,909,348  

Net Increase (Decrease) in Net Assets

  $ (5,916,693 )   $ 13,364,828     $ 11,894,917     $ 12,457,869  
                                 

NET ASSETS

                               

Beginning of Year

  $ 16,081,363     $ 2,716,535     $ 17,953,826     $ 5,495,957  

End of Year

  $ 10,164,670     $ 16,081,363     $ 29,848,743     $ 17,953,826  

 

(a)

Summary of capital share transactions is as follows:

 

   

Shares

   

Shares

   

Shares

   

Shares

 

Subscriptions

    75,000       1,725,000       725,000       2,225,000  

Redemptions

    (375,000 )     (1,075,000 )     (275,000 )     (1,625,000 )

Net Increase (Decrease)

    (300,000 )     650,000       450,000       600,000  

 

 

The accompanying notes are an integral part of the financial statements.

 

81

 

 

Pacer Funds

STATEMENTS OF CHANGES IN NET ASSETS

 

 

   

Pacer Swan SOS Flex
(April) ETF

   

Pacer Swan SOS Conservative
(July) ETF

 
   

For the
Year Ended
October 31,
2023

   

For the
Year Ended
October 31,
2022

   

For the
Year Ended
October 31,
2023

   

For the
Year Ended
October 31,
2022

 

OPERATIONS

                               

Net Investment Income (Loss)

  $ (107,066 )   $ (82,769 )   $ (51,966 )   $ (33,573 )

Net Realized Gain (Loss) on Investments

    (1,214,487 )     2,220,029       922,219       (204,850 )

Change in Unrealized Appreciation (Depreciation) of Investments

    2,558,788       (2,475,237 )     (372,179 )     (36,128 )

Net Increase (Decrease) in Net Assets Resulting from Operations

    1,237,235       (337,977 )     498,074       (274,551 )
                                 

CAPITAL SHARE TRANSACTIONS

                               

Proceeds from Shares Sold

    8,776,413       30,637,810       10,841,250       4,944,280  

Payments for Shares Redeemed

    (5,839,780 )     (25,855,988 )     (8,630,518 )     (1,998,215 )

Transaction Fees (See Note 1)

    1,462       846       533       695  

Net Increase (Decrease) in Net Assets Derived from Capital Share Transactions (a)

    2,938,095       4,782,668       2,211,265       2,946,760  

Net Increase (Decrease) in Net Assets

  $ 4,175,330     $ 4,444,691     $ 2,709,339     $ 2,672,209  
                                 

NET ASSETS

                               

Beginning of Year

  $ 12,406,354     $ 7,961,663     $ 6,335,899     $ 3,663,690  

End of Year

  $ 16,581,684     $ 12,406,354     $ 9,045,238     $ 6,335,899  

 

(a)

Summary of capital share transactions is as follows:

 

   

Shares

   

Shares

   

Shares

   

Shares

 

Subscriptions

    375,000       1,375,000       500,000       250,000  

Redemptions

    (250,000 )     (1,150,000 )     (400,000 )     (100,000 )

Net Increase (Decrease)

    125,000       225,000       100,000       150,000  

 

 

The accompanying notes are an integral part of the financial statements.

 

82

 

 

Pacer Funds

STATEMENTS OF CHANGES IN NET ASSETS

 

 

   

Pacer Swan SOS Moderate (July) ETF

   

Pacer Swan SOS Flex (July) ETF

 
   

For the
Year Ended
October 31,
2023

   

For the
Year Ended
October 31,
2022

   

For the
Year Ended
October 31,
2023

   

For the
Year Ended
October 31,
2022

 

OPERATIONS

                               

Net Investment Income (Loss)

  $ (273,675 )   $ (159,583 )   $ (101,507 )   $ (60,970 )

Net Realized Gain (Loss) on Investments

    5,506,696       (330,602 )     1,624,146       (179,626 )

Change in Unrealized Appreciation (Depreciation) of Investments

    (1,856,102 )     348,781       (709,222 )     51,351  

Net Increase (Decrease) in Net Assets Resulting from Operations

    3,376,919       (141,404 )     813,417       (189,245 )
                                 

DISTRIBUTIONS TO SHAREHOLDERS

                               

Net Investment Income

          (2,015 )            

Total Distributions to Shareholders

          (2,015 )            
                                 

CAPITAL SHARE TRANSACTIONS

                               

Proceeds from Shares Sold

    56,101,605       29,856,733       31,118,538       10,848,998  

Payments for Shares Redeemed

    (51,134,675 )     (14,027,955 )     (21,442,255 )     (3,520,893 )

Transaction Fees (See Note 1)

    3,916       4,388       2,939       1,436  

Net Increase (Decrease) in Net Assets Derived from Capital Share Transactions (a)

    4,970,846       15,833,166       9,679,222       7,329,541  

Net Increase (Decrease) in Net Assets

  $ 8,347,765     $ 15,689,747     $ 10,492,639     $ 7,140,296  
                                 

NET ASSETS

                               

Beginning of Year

  $ 33,556,063     $ 17,866,316     $ 12,467,599     $ 5,327,303  

End of Year

  $ 41,903,828     $ 33,556,063     $ 22,960,238     $ 12,467,599  

 

(a)

Summary of capital share transactions is as follows:

 

   

Shares

   

Shares

   

Shares

   

Shares

 

Subscriptions

    2,425,000       1,450,000       1,325,000       525,000  

Redemptions

    (2,225,000 )     (675,000 )     (925,000 )     (175,000 )

Net Increase (Decrease)

    200,000       775,000       400,000       350,000  

 

 

The accompanying notes are an integral part of the financial statements.

 

83

 

 

Pacer Funds

STATEMENTS OF CHANGES IN NET ASSETS

 

 

   

Pacer Swan SOS Conservative
(October) ETF

   

Pacer Swan SOS Moderate
(October) ETF

 
   

For the
Year Ended
October 31,
2023

   

For the
Year Ended
October 31,
2022

   

For the
Year Ended
October 31,
2023

   

For the
Year Ended
October 31,
2022

 

OPERATIONS

                               

Net Investment Income (Loss)

  $ (39,606 )   $ (34,445 )   $ (195,650 )   $ (126,027 )

Net Realized Gain (Loss) on Investments

    864,915       (301,777 )     4,585,195       (570,594 )

Change in Unrealized Appreciation (Depreciation) of Investments

    (228,454 )     131,213       (1,197,846 )     742,296  

Net Increase (Decrease) in Net Assets Resulting from Operations

    596,855       (205,009 )     3,191,699       45,675  
                                 

CAPITAL SHARE TRANSACTIONS

                               

Proceeds from Shares Sold

    9,897,415       5,073,705       47,715,283       21,607,730  

Payments for Shares Redeemed

    (8,753,333 )     (2,505,500 )     (37,306,550 )     (7,307,508 )

Transaction Fees (See Note 1)

    623       758       2,365       2,893  

Net Increase (Decrease) in Net Assets Derived from Capital Share Transactions (a)

    1,144,705       2,568,963       10,411,098       14,303,115  

Net Increase (Decrease) in Net Assets

  $ 1,741,560     $ 2,363,954     $ 13,602,797     $ 14,348,790  
                                 

NET ASSETS

                               

Beginning of Year

  $ 4,971,412     $ 2,607,458     $ 23,260,786     $ 8,911,996  

End of Year

  $ 6,712,972     $ 4,971,412     $ 36,863,583     $ 23,260,786  

 

(a)

Summary of capital share transactions is as follows:

 

   

Shares

   

Shares

   

Shares

   

Shares

 

Subscriptions

    450,000       250,000       2,050,000       1,050,000  

Redemptions

    (400,000 )     (125,000 )     (1,600,000 )     (350,000 )

Net Increase (Decrease)

    50,000       125,000       450,000       700,000  

 

 

The accompanying notes are an integral part of the financial statements.

 

84

 

 

Pacer Funds

STATEMENTS OF CHANGES IN NET ASSETS

 

 

   

Pacer Swan SOS Flex (October) ETF

 
   

For the
Year Ended
October 31,
2023

   

For the
Year Ended
October 31,
2022

 

OPERATIONS

               

Net Investment Income (Loss)

  $ (76,363 )   $ (50,260 )

Net Realized Gain (Loss) on Investments

    1,707,383       (126,497 )

Change in Unrealized Appreciation (Depreciation) of Investments

    (588,105 )     397,076  

Net Increase (Decrease) in Net Assets Resulting from Operations

    1,042,915       220,319  
                 

CAPITAL SHARE TRANSACTIONS

               

Proceeds from Shares Sold

    18,912,313       9,392,058  

Payments for Shares Redeemed

    (19,903,785 )     (2,671,980 )

Transaction Fees (See Note 1)

    1,714       1,206  

Net Increase (Decrease) in Net Assets Derived from Capital Share Transactions (a)

    (989,758 )     6,721,284  

Net Increase (Decrease) in Net Assets

  $ 53,157     $ 6,941,603  
                 

NET ASSETS

               

Beginning of Year

  $ 10,661,517     $ 3,719,914  

End of Year

  $ 10,714,674     $ 10,661,517  

 

(a)

Summary of capital share transactions is as follows:

 

   

Shares

   

Shares

 

Subscriptions

    800,000       450,000  

Redemptions

    (850,000 )     (125,000 )

Net Increase (Decrease)

    (50,000 )     325,000  

 

 

The accompanying notes are an integral part of the financial statements.

 

85

 

 

Pacer Funds

STATEMENTS OF CHANGES IN NET ASSETS

 

 

   

Pacer Metaurus US Large Cap Dividend Multiplier 300
ETF

 
   

For the
Period Ended
October 31,
2023
(b)

   

For the
Year Ended
April 30,
2023

   

For the
Year Ended
April 30,
2022
(a)

 

OPERATIONS

                       

Net Investment Income (Loss)

  $ 4,896     $ 16,095     $ 7,393  

Net Realized Gain (Loss) on Investments, Futures contracts, and Foreign Currency Transactions

    (3,487 )     (76,783 )     98,339  

Change in Unrealized Appreciation (Depreciation) of Investments and Futures Contracts

    8,768       84,708       (196,410 )

Net Increase (Decrease) in Net Assets Resulting from Operations

    10,177       24,020       (90,678 )
                         

DISTRIBUTIONS TO SHAREHOLDERS

                       

Net Investment Income

    (4,896 )     (16,095 )     (7,393 )

Capital Gains

                 

Return of Capital

    (17,898 )     (64,749 )     (53,832 )

Total Distributions to Shareholders

    (22,794 )     (80,844 )     (61,225 )
                         

CAPITAL SHARE TRANSACTIONS

                       

Proceeds from Shares Sold

                3,093,585  

Payments for Shares Redeemed

          (901,330 )     (1,077,040 )

Net Increase (Decrease) in Net Assets Derived from Capital Share Transactions (c)

          (901,330 )     2,016,545  

Net Increase (Decrease) in Net Assets

  $ (12,617 )   $ (958,154 )   $ 1,864,642  
                         

NET ASSETS

                       

Beginning of Period/Year

  $ 906,488     $ 1,864,642     $  

End of Period/Year

  $ 893,871     $ 906,488     $ 1,864,642  

 

(a)

Fund commenced operations on July 12, 2021. The information presented is from July 12, 2021 to April 30, 2022.

 

(b)

For the period ended May 1, 2023 to October 31, 2023. See Note 1 to Financial Statements.

 

(c)

Summary of capital share transactions is as follows:

 

   

Shares

   

Shares

   

Shares

 

Subscriptions

                75,000  

Redemptions

          (25,000 )     (25,000 )

Net Increase (Decrease)

          (25,000 )     50,000  

 

 

The accompanying notes are an integral part of the financial statements.

 

86

 

 

Pacer Funds

STATEMENTS OF CHANGES IN NET ASSETS

 

 

   

Pacer Metaurus US Large Cap Dividend Multiplier 400
ETF

 
   

For the
Period Ended
October 31,
2023
(b)

   

For the
Year Ended
April 30,
2023

   

For the
Year Ended
April 30,
2022
(a)

 

OPERATIONS

                       

Net Investment Income (Loss)

  $ 810,583     $ 821,750     $ 96,485  

Net Realized Gain (Loss) on Investments, Futures contracts, and Foreign Currency Transactions

    (662,605 )     (750,663 )     (142,024 )

Change in Unrealized Appreciation (Depreciation) of Investments and Futures Contracts

    (695,885 )     4,665,415       (4,411,083 )

Net Increase (Decrease) in Net Assets Resulting from Operations

    (547,907 )     4,736,502       (4,456,622 )
                         

DISTRIBUTIONS TO SHAREHOLDERS

                       

Net Investment Income

    (897,292 )     (821,750 )     (96,485 )

Capital Gains

    (85,981 )     (879,202 )      

Return of Capital

    (3,763,619 )     (3,972,774 )     (1,275,430 )

Total Distributions to Shareholders

    (4,746,892 )     (5,673,726 )     (1,371,915 )
                         

CAPITAL SHARE TRANSACTIONS

                       

Proceeds from Shares Sold

    57,600,453       62,340,960       60,883,974  

Payments for Shares Redeemed

    (916,410 )     (7,071,537 )      

Net Increase (Decrease) in Net Assets Derived from Capital Share Transactions (c)

    56,684,043       55,269,423       60,883,974  

Net Increase (Decrease) in Net Assets

  $ 51,389,244     $ 54,332,199     $ 55,055,437  
                         

NET ASSETS

                       

Beginning of Period/Year

  $ 109,387,636     $ 55,055,437     $  

End of Period/Year

  $ 160,776,880     $ 109,387,636     $ 55,055,437  

 

(a)

Fund commenced operations on July 12, 2021. The information presented is from July 12, 2021 to April 30, 2022.

 

(b)

For the period ended May 1, 2023 to October 31, 2023. See Note 1 to Financial Statements.

 

(c)

Summary of capital share transactions is as follows:

 

   

Shares

   

Shares

   

Shares

 

Subscriptions

    1,830,000       2,100,000       1,740,000  

Redemptions

    (30,000 )     (240,000 )      

Net Increase (Decrease)

    1,800,000       1,860,000       1,740,000  

 

 

The accompanying notes are an integral part of the financial statements.

 

87

 

 

Pacer American Energy Independence ETF

FINANCIAL HIGHLIGHTS
For a capital share outstanding throughout the period

 

 

   

For the
Year Ended
October 31,
2023

   

For the
Year Ended
October 31,
2022

   

For the
Year Ended
October 31,
2021

   

For the
Period Ended
October 31,
2020
(a)(e)

   

For the
Year Ended
November 30,
2019

 

Net Asset Value, Beginning of Period

  $ 27.87     $ 25.31     $ 14.96     $ 21.79     $ 23.21  
                                         

INCOME (LOSS) FROM INVESTMENT OPERATIONS:

                                       

Net Investment Income (b)

    0.63       0.41       0.40       0.28       0.37  

Net Realized and Unrealized Gain (Loss) on Investments (c)

    0.06       3.59       11.39       (5.55 )     (0.34 )

Total from Investment Operations

    0.69       4.00       11.79       (5.27 )     0.03  
                                         

LESS DISTRIBUTIONS:

                                       

Distributions From:

                                       

Net Investment Income

    (0.33 )     (0.26 )     (0.50 )     (0.52 )     (0.22 )

Return of Capital

    (1.11 )     (1.18 )     (0.94 )     (1.04 )     (1.23 )

Total Distributions

    (1.44 )     (1.44 )     (1.44 )     (1.56 )     (1.45 )
                                         

CAPITAL SHARE TRANSACTIONS:

                                       

Transaction Fees (See Note 1)

                            0.00 (d) 
                                         

Net Asset Value, End of Period

  $ 27.12     $ 27.87     $ 25.31     $ 14.96     $ 21.79  

Total return

    2.68 %     16.26 %     80.71 %     -24.76 %     -0.13 %
                                         

SUPPLEMENTAL DATA:

                                       

Net Assets at End of Period (000’s)

  $ 43,388     $ 47,377     $ 25,309     $ 11,966     $ 10,897  
                                         

RATIOS TO AVERAGE NET ASSETS:

                                       

Expenses to Average Net Assets

    0.75 %     0.75 %     0.75 %     0.75 %     0.75 %

Net Investment Income (Loss) to Average Net Assets

    2.32 %     1.53 %     1.82 %     1.81 %     1.58 %

Portfolio Turnover Rate (f)

    27 %     25 %     22 %     41 %     26 %

 

(a)

Shares of the Predecessor USAI Fund converted Shares at the close of business on December 13, 2019. See Note 1 in the Financial Statements. For the period ended December 1, 2019 to October 31, 2020.

(b)

Calculated based on average shares outstanding during the period.

(c)

Realized and unrealized gains and losses per share are balancing amounts necessary to reconcile to the change in net asset value for the period and may reconcile with aggregate gains and losses in the statement of operations due to share transactions for the period.

(d)

Represents less than $0.005.

(e)

Ratios have been annualized and total return and portfolio turnover have not been annualized.

(f)

Excludes the impact of in-kind transactions.

 

 

The accompanying notes are an integral part of the financial statements.

 

88

 

 

Pacer BlueStar Engineering the Future ETF

FINANCIAL HIGHLIGHTS
For a capital share outstanding throughout the period

 

 

   

For the
Year Ended
October 31,
2023

   

For the
Period Ended
October 31,
2022
(a)(e)

 

Net Asset Value, Beginning of Period

  $ 17.00     $ 20.52  
                 

INCOME (LOSS) FROM INVESTMENT OPERATIONS:

               

Net Investment Income (b)

    0.04       0.01  

Net Realized and Unrealized Gain (Loss) on Investments (c)

    0.68       (3.53 )

Total from Investment Operations

    0.72       (3.52 )
                 

LESS DISTRIBUTIONS:

               

Distributions From:

               

Net Investment Income

    (0.04 )      

Return of Capital

    (0.01 )      

Total Distributions

    (0.05 )      
                 

Net Asset Value, End of Period

  $ 17.67     $ 17.00  

Total return

    4.18 %     -17.14 %
                 

SUPPLEMENTAL DATA:

               

Net Assets at End of Period (000’s)

  $ 1,414     $ 1,360  
                 

RATIOS TO AVERAGE NET ASSETS:

               

Expenses to Average Net Assets

    0.60 %     0.60 %

Net Investment Income (Loss) to Average Net Assets

    0.19 %     0.07 %

Portfolio Turnover Rate (d)

    15 %     0 %

 

(a)

Fund commenced operations on May 4, 2022. The information presented is from May 4, 2022 to October 31, 2022.

(b)

Calculated based on average shares outstanding during the period.

(c)

Realized and unrealized gains and losses per share are balancing amounts necessary to reconcile to the change in net asset value for the period and may reconcile with aggregate gains and losses in the statement of operations due to share transactions for the period.

(d)

Excludes the impact of in-kind transactions.

(e)

Ratios have been annualized and total return and portfolio turnover have not been annualized.

 

 

The accompanying notes are an integral part of the financial statements.

 

89

 

 

Pacer BlueStar Digital Entertainment ETF

FINANCIAL HIGHLIGHTS
For a capital share outstanding throughout the period

 

 

   

For the
Year Ended
October 31,
2023

   

For the
Period Ended
October 31,
2022
(a)(e)

 

Net Asset Value, Beginning of Period

  $ 15.44     $ 19.74  
                 

INCOME (LOSS) FROM INVESTMENT OPERATIONS:

               

Net Investment Income (Loss) (b)

    0.15       0.05  

Net Realized and Unrealized Gain (Loss) on Investments (c)

    1.99       (4.32 )

Total from Investment Operations

    2.14       (4.27 )
                 

LESS DISTRIBUTIONS:

               

Distributions From:

               

Net Investment Income

    (0.17 )     (0.04 )

Total Distributions

    (0.17 )     (0.04 )
                 

CAPITAL SHARE TRANSACTIONS:

               

Transaction Fees (see Note 1)

          0.01  
                 

Net Asset Value, End of Period

  $ 17.41     $ 15.44  

Total Return

    13.74 %     -21.58 %
                 

SUPPLEMENTAL DATA:

               

Net Assets at End of Period (000’s)

  $ 696     $ 618  
                 

RATIOS TO AVERAGE NET ASSETS:

               

Expenses to Average Net Assets

    0.60 %     0.60 %

Net Investment Income (Loss) to Average Net Assets

    0.78 %     0.53 %

Portfolio Turnover Rate (d)

    40 %     33 %

 

(a)

Fund commenced operations on April 7, 2022. The information presented is from April 7, 2022 to October 31, 2022.

(b)

Calculated based on average shares outstanding during the period.

(c)

Realized and unrealized gains and losses per share are balancing amounts necessary to reconcile to the change in net asset value for the period and may reconcile with aggregate gains and losses in the statement of operations due to share transactions for the period.

(d)

Excludes the impact of in-kind transactions.

(e)

Ratios have been annualized and total return and portfolio turnover have not been annualized.

 

 

The accompanying notes are an integral part of the financial statements.

 

90

 

 

Pacer Swan SOS Fund of Funds ETF

FINANCIAL HIGHLIGHTS
For a capital share outstanding throughout the period

 

 

   

For the
Year Ended
October 31,
2023

   

For the
Year Ended
October 31,
2022

   

For the
Period Ended
October 31,
2021
(a)(e)

 

Net Asset Value, Beginning of Period

  $ 21.56     $ 22.49     $ 20.26  
                         

INCOME (LOSS) FROM INVESTMENT OPERATIONS:

                       

Net Investment Income (Loss) (b)

    (0.04 )     (0.03 )     (0.03 )

Net Realized and Unrealized Gain (Loss) on Investments (c)

    2.27       (0.96 )     2.26  

Total from Investment Operations

    2.23       (0.99 )     2.23  
                         

LESS DISTRIBUTIONS:

                       

Distributions From:

                       

Net Investment Income

                 

Total Distributions

                 
                         

CAPITAL SHARE TRANSACTIONS

                       

Transaction Fees (see Note 1)

    0.02       0.06        
                         

Net Asset Value, End of Period

  $ 23.81     $ 21.56     $ 22.49  

Total Return

    10.42 %     -4.12 %     11.01 %
                         

SUPPLEMENTAL DATA:

                       

Net Assets at End of Period (000’s)

  $ 173,239     $ 118,060     $ 38,234  
                         

RATIOS TO AVERAGE NET ASSETS:

                       

Expenses to Average Net Assets (f)

    0.18 %     0.18 %     0.18 %

Net Investment Income (Loss) to Average Net Assets (f)

    -0.15 %     -0.13 %     -0.18 %

Portfolio Turnover Rate (d)

    6 %     11 %     69 %

 

(a)

Fund commenced operations on December 29, 2020. The information presented is from December 29, 2020 to October 31, 2021.

(b)

Calculated based on average shares outstanding during the period.

(c)

Realized and unrealized gains and losses per share are balancing amounts necessary to reconcile to the change in net asset value for the period and may reconcile with aggregate gains and losses in the statement of operations due to share transactions for the period.

(d)

Excludes the impact of in-kind transactions.

(e)

Ratios have been annualized and total return and portfolio turnover have not been annualized.

(f)

The expense ratios exclude the impact of fees/expenses paid by each underlying fund.

 

 

The accompanying notes are an integral part of the financial statements.

 

91

 

 

Pacer Swan SOS Conservative (January) ETF

FINANCIAL HIGHLIGHTS
For a capital share outstanding throughout the period

 

 

   

For the
Year Ended
October 31,
2023

   

For the
Year Ended
October 31,
2022

   

For the
Period Ended
October 31,
2021
(a)(e)

 

Net Asset Value, Beginning of Period

  $ 20.89     $ 22.19     $ 20.56  
                         

INCOME (LOSS) FROM INVESTMENT OPERATIONS:

                       

Net Investment Income (Loss) (b)

    (0.16 )     (0.16 )     (0.14 )

Net Realized and Unrealized Gain (Loss) on Investments (c)

    2.00       (1.14 )     1.77  

Total from Investment Operations

    1.84       (1.30 )     1.63  
                         

CAPITAL SHARE TRANSACTIONS

                       

Transaction Fees (see Note 1)

    0.00 (f)      0.00 (f)       
                         

Net Asset Value, End of Period

  $ 22.73     $ 20.89     $ 22.19  

Total Return

    8.79 %     -5.85 %     7.94 %
                         

SUPPLEMENTAL DATA:

                       

Net Assets at End of Period (000’s)

  $ 10,229     $ 15,670     $ 2,774  
                         

RATIOS TO AVERAGE NET ASSETS:

                       

Expenses to Average Net Assets (g)

    0.77 %     0.76 %     0.75 %

Net Investment Income (Loss) to Average Net Assets (g)

    -0.74 %     -0.75 %     -0.75 %

Portfolio Turnover Rate (d)

    0 %     19 %     0 %

 

(a)

Fund commenced operations on December 22, 2020. The information presented is from December 22, 2020 to October 31, 2021.

(b)

Calculated based on average shares outstanding during the period.

(c)

Realized and unrealized gains and losses per share are balancing amounts necessary to reconcile to the change in net asset value for the period and may reconcile with aggregate gains and losses in the statement of operations due to share transactions for the period.

(d)

Excludes the impact of in-kind transactions.

(e)

Ratios have been annualized and total return and portfolio turnover have not been annualized.

(f)

Represents less than $0.005.

(g)

Includes 0.02% for the year ended October 31, 2023 attributable to broker fees and interest expense.

 

 

The accompanying notes are an integral part of the financial statements.

 

92

 

 

Pacer Swan SOS Moderate (January) ETF

FINANCIAL HIGHLIGHTS
For a capital share outstanding throughout the period

 

 

   

For the
Year Ended
October 31,
2023

   

For the
Year Ended
October 31,
2022

   

For the
Period Ended
October 31,
2021
(a)(e)

 

Net Asset Value, Beginning of Period

  $ 21.50     $ 22.66     $ 20.56  
                         

INCOME (LOSS) FROM INVESTMENT OPERATIONS:

                       

Net Investment Income (Loss) (b)

  $ (0.17 )     (0.16 )     (0.14 )

Net Realized and Unrealized Gain (Loss) on Investments (c)

    2.58       (0.89 )     2.24  

Total from Investment Operations

    2.41       (1.05 )     2.10  
                         

LESS DISTRIBUTIONS:

                       

Distributions From:

                       

Net Investment Income

          (0.11 )      

Total Distributions

          (0.11 )      
                         

CAPITAL SHARE TRANSACTIONS

                       

Transaction Fees (see Note 1)

    0.00 (f)      0.00 (f)       
                         

Net Asset Value, End of Period

  $ 23.91     $ 21.50     $ 22.66  

Total Return

    11.21 %     -4.65 %     10.20 %
                         

SUPPLEMENTAL DATA:

                       

Net Assets at End of Period (000’s)

  $ 34,069     $ 20,425     $ 2,832  
                         

RATIOS TO AVERAGE NET ASSETS:

                       

Expenses to Average Net Assets (g)

    0.76 %     0.75 %     0.75 %

Net Investment Income (Loss) to Average Net Assets (g)

    -0.73 %     -0.75 %     -0.75 %

Portfolio Turnover Rate (d)

    0 %     48 %     0 %

 

(a)

Fund commenced operations on December 22, 2020. The information presented is from December 22, 2020 to October 31, 2021.

(b)

Calculated based on average shares outstanding during the period.

(c)

Realized and unrealized gains and losses per share are balancing amounts necessary to reconcile to the change in net asset value for the period and may reconcile with aggregate gains and losses in the statement of operations due to share transactions for the period.

(d)

Excludes the impact of in-kind transactions.

(e)

Ratios have been annualized and total return and portfolio turnover have not been annualized.

(f)

Represents less than $0.005.

(g)

Includes 0.01% for the year ended October 31, 2023 attributable to broker fees and interest expense.

 

 

 

The accompanying notes are an integral part of the financial statements.

 

93

 

 

Pacer Swan SOS Flex (January) ETF

FINANCIAL HIGHLIGHTS
For a capital share outstanding throughout the period

 

 

   

For the
Year Ended
October 31,
2023

   

For the
Year Ended
October 31,
2022

   

For the
Period Ended
October 31,
2021
(a)(e)

 

Net Asset Value, Beginning of Period

  $ 22.93     $ 23.82     $ 20.56  
                         

INCOME (LOSS) FROM INVESTMENT OPERATIONS:

                       

Net Investment Income (Loss) (b)

    (0.19 )     (0.17 )     (0.15 )

Net Realized and Unrealized Gain (Loss) on Investments (c)

    3.18       (0.73 )     3.41  

Total from Investment Operations

    2.99       (0.90 )     3.26  
                         

CAPITAL SHARE TRANSACTIONS

                       

Transaction Fees (see Note 1)

    0.00 (g)      0.01        
                         

Net Asset Value, End of Period

  $ 25.92     $ 22.93     $ 23.82  

Total Return

    13.05 %     -3.74 %     15.85 %
                         

SUPPLEMENTAL DATA:

                       

Net Assets at End of Period (000’s)

  $ 18,147     $ 17,196     $ 3,573  
                         

RATIOS TO AVERAGE NET ASSETS:

                       

Expenses to Average Net Assets (f)

    0.77 %     0.76 %     0.75 %

Net Investment Income (Loss) to Average Net Assets (f)

    -0.73 %     -0.76 %     -0.75 %

Portfolio Turnover Rate (d)

    0 %     226 %     0 %

 

(a)

Fund commenced operations on December 22, 2020. The information presented is from December 22, 2020 to October 31, 2021.

(b)

Calculated based on average shares outstanding during the period.

(c)

Realized and unrealized gains and losses per share are balancing amounts necessary to reconcile to the change in net asset value for the period and may reconcile with aggregate gains and losses in the statement of operations due to share transactions for the period.

(d)

Excludes the impact of in-kind transactions.

(e)

Ratios have been annualized and total return and portfolio turnover have not been annualized.

(f)

Includes 0.02% for the year ended October 31, 2023 attributable to broker fees and interest expense.

(g)

Represents less than $0.005.

 

 

 

The accompanying notes are an integral part of the financial statements.

 

94

 

 

Pacer Swan SOS Conservative (April) ETF

FINANCIAL HIGHLIGHTS
For a capital share outstanding throughout the period

 

 

   

For the
Year Ended
October 31,
2023

   

For the
Year Ended
October 31,
2022

   

For the
Period Ended
October 31,
2021
(a)(e)

 

Net Asset Value, Beginning of Period

  $ 20.75     $ 21.73     $ 20.61  
                         

INCOME (LOSS) FROM INVESTMENT OPERATIONS:

                       

Net Investment Income (Loss) (b)

    (0.15 )     (0.16 )     (0.09 )

Net Realized and Unrealized Gain (Loss) on Investments (c)

    0.80       (0.82 )     1.21  

Total from Investment Operations

    0.65       (0.98 )     1.12  
                         

CAPITAL SHARE TRANSACTIONS

                       

Transaction Fees (see Note 1)

    0.00 (f)      0.00 (f)       
                         

Net Asset Value, End of Period

  $ 21.40     $ 20.75     $ 21.73  

Total Return

    3.13 %     -4.52 %     5.45 %
                         

SUPPLEMENTAL DATA:

                       

Net Assets at End of Period (000’s)

  $ 10,165     $ 16,081     $ 2,717  
                         

RATIOS TO AVERAGE NET ASSETS:

                       

Expenses to Average Net Assets (g)

    0.76 %     0.76 %     0.75 %

Net Investment Income (Loss) to Average Net Assets (g)

    -0.73 %     -0.75 %     -0.75 %

Portfolio Turnover Rate (d)

    0 %     0 %     0 %

 

(a)

Fund commenced operations on March 31, 2021. The information presented is from March 31, 2021 to October 31, 2021.

(b)

Calculated based on average shares outstanding during the period.

(c)

Realized and unrealized gains and losses per share are balancing amounts necessary to reconcile to the change in net asset value for the period and may reconcile with aggregate gains and losses in the statement of operations due to share transactions for the period.

(d)

Excludes the impact of in-kind transactions.

(e)

Ratios have been annualized and total return and portfolio turnover have not been annualized.

(f)

Represents less than $0.005.

(g)

Includes 0.01% for the year ended October 31, 2023 attributable to broker fees and interest expense.

 

The accompanying notes are an integral part of the financial statements.

 

95

 

 

Pacer Swan SOS Moderate (April) ETF

FINANCIAL HIGHLIGHTS
For a capital share outstanding throughout the period

 

 

   

For the
Year Ended
October 31,
2023

   

For the
Year Ended
October 31,
2022

   

For the
Period Ended
October 31,
2021
(a)(e)

 

Net Asset Value, Beginning of Period

  $ 21.12     $ 21.98     $ 20.61  
                         

INCOME (LOSS) FROM INVESTMENT OPERATIONS:

                       

Net Investment Income (Loss) (b)

  $ (0.17 )     (0.16 )     (0.10 )

Net Realized and Unrealized Gain (Loss) on Investments (c)

    2.01       (0.70 )     1.47  

Total from Investment Operations

    1.84       (0.86 )     1.37  
                         

CAPITAL SHARE TRANSACTIONS

                       

Transaction Fees (see Note 1)

    0.00 (f)      0.00 (f)       
                         

Net Asset Value, End of Period

  $ 22.96     $ 21.12     $ 21.98  

Total Return

    8.70 %     -3.92 %     6.67 %
                         

SUPPLEMENTAL DATA:

                       

Net Assets at End of Period (000’s)

  $ 29,849     $ 17,954     $ 5,496  
                         

RATIOS TO AVERAGE NET ASSETS:

                       

Expenses to Average Net Assets (g)

    0.76 %     0.76 %     0.75 %

Net Investment Income (Loss) to Average Net Assets (g)

    -0.73 %     -0.75 %     -0.75 %

Portfolio Turnover Rate (d)

    0 %     0 %     0 %

 

(a)

Fund commenced operations on March 31, 2021. The information presented is from March 31, 2021 to October 31, 2021.

(b)

Calculated based on average shares outstanding during the period.

(c)

Realized and unrealized gains and losses per share are balancing amounts necessary to reconcile to the change in net asset value for the period and may reconcile with aggregate gains and losses in the statement of operations due to share transactions for the period.

(d)

Excludes the impact of in-kind transactions.

(e)

Ratios have been annualized and total return and portfolio turnover have not been annualized.

(f)

Represents less than $0.005.

(g)

Includes 0.01% for the year ended October 31, 2023 attributable to broker fees and interest expense.

 

The accompanying notes are an integral part of the financial statements.

 

96

 

 

Pacer Swan SOS Flex (April) ETF

FINANCIAL HIGHLIGHTS
For a capital share outstanding throughout the period

 

 

   

For the
Year Ended
October 31,
2023

   

For the
Year Ended
October 31,
2022

   

For the
Period Ended
October 31,
2021
(a)(e)

 

Net Asset Value, Beginning of Period

  $ 21.58     $ 22.75     $ 20.61  
                         

INCOME (LOSS) FROM INVESTMENT OPERATIONS:

                       

Net Investment Income (Loss) (b)

  $ (0.17 )     (0.17 )     (0.10 )

Net Realized and Unrealized Gain (Loss) on Investments (c)

    2.28       (1.00 )     2.24  

Total from Investment Operations

    2.11       (1.17 )     2.14  
                         

CAPITAL SHARE TRANSACTIONS

                       

Transaction Fees (see Note 1)

    0.00 (f)      0.00 (f)       
                         

Net Asset Value, End of Period

  $ 23.69     $ 21.58     $ 22.75  

Total Return

    9.80 %     -5.15 %     10.37 %
                         

SUPPLEMENTAL DATA:

                       

Net Assets at End of Period (000’s)

  $ 16,582     $ 12,406     $ 7,962  
                         

RATIOS TO AVERAGE NET ASSETS:

                       

Expenses to Average Net Assets (g)

    0.76 %     0.77 %     0.75 %

Net Investment Income (Loss) to Average Net Assets (g)

    -0.73 %     -0.76 %     -0.75 %

Portfolio Turnover Rate (d)

    0 %     0 %     0 %

 

(a)

Fund commenced operations on March 31, 2021. The information presented is from March 31, 2021 to October 31, 2021.

(b)

Calculated based on average shares outstanding during the period.

(c)

Realized and unrealized gains and losses per share are balancing amounts necessary to reconcile to the change in net asset value for the period and may reconcile with aggregate gains and losses in the statement of operations due to share transactions for the period.

(d)

Excludes the impact of in-kind transactions.

(e)

Ratios have been annualized and total return and portfolio turnover have not been annualized.

(f)

Represents less than $0.005.

(g)

Includes 0.01% for the year ended October 31, 2023 attributable to broker fees and interest expense.

 

 

The accompanying notes are an integral part of the financial statements.

 

97

 

 

Pacer Swan SOS Conservative (July) ETF

FINANCIAL HIGHLIGHTS
For a capital share outstanding throughout the period

 

 

   

For the
Year Ended
October 31,
2023

   

For the
Year Ended
October 31,
2022

   

For the
Period Ended
October 31,
2021
(a)(e)

 

Net Asset Value, Beginning of Period

  $ 19.50     $ 20.94     $ 20.48  
                         

INCOME (LOSS) FROM INVESTMENT OPERATIONS:

                       

Net Investment Income (Loss) (b)

    (0.15 )     (0.15 )     (0.05 )

Net Realized and Unrealized Gain (Loss) on Investments (c)

    1.93       (1.29 )     0.51  

Total from Investment Operations

    1.78       (1.44 )     0.46  
                         

CAPITAL SHARE TRANSACTIONS

                       

Transaction Fees (see Note 1)

    0.00 (f)      0.00 (f)       
                         

Net Asset Value, End of Period

  $ 21.28     $ 19.50     $ 20.94  

Total Return

    9.16 %     -6.88 %     2.22 %
                         

SUPPLEMENTAL DATA:

                       

Net Assets at End of Period (000’s)

  $ 9,045     $ 6,336     $ 3,664  
                         

RATIOS TO AVERAGE NET ASSETS:

                       

Expenses to Average Net Assets (g)

    0.76 %     0.76 %     0.76 %

Net Investment Income (Loss) to Average Net Assets (g)

    -0.72 %     -0.75 %     -0.76 %

Portfolio Turnover Rate (d)

    0 %     0 %     0 %

 

(a)

Fund commenced operations on June 30, 2021. The information presented is from June 30, 2021 to October 31, 2021.

(b)

Calculated based on average shares outstanding during the period.

(c)

Realized and unrealized gains and losses per share are balancing amounts necessary to reconcile to the change in net asset value for the period and may reconcile with aggregate gains and losses in the statement of operations due to share transactions for the period.

(d)

Excludes the impact of in-kind transactions.

(e)

Ratios have been annualized and total return and portfolio turnover have not been annualized.

(f)

Represents less than $0.005.

(g)

Includes 0.01% for the year ended October 31, 2023 attributable to broker fees and interest expense.

 

The accompanying notes are an integral part of the financial statements.

 

98

 

 

Pacer Swan SOS Moderate (July) ETF

FINANCIAL HIGHLIGHTS
For a capital share outstanding throughout the period

 

 

   

For the
Year Ended
October 31,
2023

   

For the
Year Ended
October 31,
2022

   

For the
Period Ended
October 31,
2021
(a)(e)

 

Net Asset Value, Beginning of Period

  $ 20.65     $ 21.02     $ 20.48  
                         

INCOME (LOSS) FROM INVESTMENT OPERATIONS:

                       

Net Investment Income (Loss) (b)

    (0.16 )     (0.15 )     (0.05 )

Net Realized and Unrealized Gain (Loss) on Investments (c)

    2.47       (0.22 )     0.59  

Total from Investment Operations

    2.31       (0.37 )     0.54  
                         

LESS DISTRIBUTIONS:

                       

Distributions From:

                       

Net Investment Income

          (0.00 )(f)      

Total Distributions

          (0.00 )(f)      
                         

CAPITAL SHARE TRANSACTIONS

                       

Transaction Fees (see Note 1)

    0.00 (f)      0.00 (f)       
                         

Net Asset Value, End of Period

  $ 22.96     $ 20.65     $ 21.02  

Total Return

    11.19 %     -1.74 %     2.63 %
                         

SUPPLEMENTAL DATA:

                       

Net Assets at End of Period (000’s)

  $ 41,904     $ 33,556     $ 17,866  
                         

RATIOS TO AVERAGE NET ASSETS:

                       

Expenses to Average Net Assets (g)

    0.76 %     0.76 %     0.75 %

Net Investment Income (Loss) to Average Net Assets (g)

    -0.73 %     -0.75 %     -0.75 %

Portfolio Turnover Rate (d)

    0 %     0 %     0 %

 

(a)

Fund commenced operations on June 30, 2021. The information presented is from June 30, 2021 to October 31, 2021.

(b)

Calculated based on average shares outstanding during the period.

(c)

Realized and unrealized gains and losses per share are balancing amounts necessary to reconcile to the change in net asset value for the period and may reconcile with aggregate gains and losses in the statement of operations due to share transactions for the period.

(d)

Excludes the impact of in-kind transactions.

(e)

Ratios have been annualized and total return and portfolio turnover have not been annualized.

(f)

Represents less than $0.005.

(g)

Includes 0.01% for the year ended October 31, 2023 attributable to broker fees and interest expense.

 

The accompanying notes are an integral part of the financial statements.

 

99

 

 

Pacer Swan SOS Flex (July) ETF

FINANCIAL HIGHLIGHTS
For a capital share outstanding throughout the period

 

 

   

For the
Year Ended
October 31,
2023

   

For the
Year Ended
October 31,
2022

   

For the
Period Ended
October 31,
2021
(a)(e)

 

Net Asset Value, Beginning of Period

  $ 20.78     $ 21.31     $ 20.48  
                         

INCOME (LOSS) FROM INVESTMENT OPERATIONS:

                       

Net Investment Income (Loss) (b)

    (0.16 )     (0.16 )     (0.05 )

Net Realized and Unrealized Gain (Loss) on Investments (c)

    2.34       (0.37 )     0.88  

Total from Investment Operations

    2.18       (0.53 )     0.83  
                         

CAPITAL SHARE TRANSACTIONS

                       

Transaction Fees (see Note 1)

    0.00 (f)      0.00 (f)       
                         

Net Asset Value, End of Period

  $ 22.96     $ 20.78     $ 21.31  

Total Return

    10.49 %     -2.49 %     4.05 %
                         

SUPPLEMENTAL DATA:

                       

Net Assets at End of Period (000’s)

  $ 22,960     $ 12,468     $ 5,327  
                         

RATIOS TO AVERAGE NET ASSETS:

                       

Expenses to Average Net Assets (g)

    0.77 %     0.76 %     0.76 %

Net Investment Income (Loss) to Average Net Assets (g)

    -0.69 %     -0.75 %     -0.76 %

Portfolio Turnover Rate (d)

    0 %     0 %     0 %

 

(a)

Fund commenced operations on June 30, 2021. The information presented is from June 30, 2021 to October 31, 2021.

(b)

Calculated based on average shares outstanding during the period.

(c)

Realized and unrealized gains and losses per share are balancing amounts necessary to reconcile to the change in net asset value for the period and may reconcile with aggregate gains and losses in the statement of operations due to share transactions for the period.

(d)

Excludes the impact of in-kind transactions.

(e)

Ratios have been annualized and total return and portfolio turnover have not been annualized.

(f)

Represents less than $0.005.

(g)

Includes 0.02% for the year ended October 31, 2023 attributable to broker fees and interest expense.

 

The accompanying notes are an integral part of the financial statements.

 

100

 

 

Pacer Swan SOS Conservative (October) ETF

FINANCIAL HIGHLIGHTS
For a capital share outstanding throughout the period

 

 

   

For the
Year Ended
October 31,
2023

   

For the
Year Ended
October 31,
2022

   

For the
Period Ended
October 31,
2021
(a)(e)

 

Net Asset Value, Beginning of Period

  $ 19.89     $ 20.86     $ 20.51  
                         

INCOME (LOSS) FROM INVESTMENT OPERATIONS:

                       

Net Investment Income (Loss) (b)

    (0.16 )     (0.15 )     (0.01 )

Net Realized and Unrealized Gain (Loss) on Investments (c)

    2.65       (0.82 )     0.36  

Total from Investment Operations

    2.49       (0.97 )     0.35  
                         

CAPITAL SHARE TRANSACTIONS

                       

Transaction Fees (see Note 1)

    0.00 (f)      0.00 (f)       
                         

Net Asset Value, End of Period

  $ 22.38     $ 19.89     $ 20.86  

Total Return

    12.54 %     -4.67 %     1.71 %
                         

SUPPLEMENTAL DATA:

                       

Net Assets at End of Period (000’s)

  $ 6,713     $ 4,971     $ 2,607  
                         

RATIOS TO AVERAGE NET ASSETS:

                       

Expenses to Average Net Assets (g)

    0.77 %     0.76 %     0.75 %

Net Investment Income (Loss) to Average Net Assets (g)

    -0.74 %     -0.75 %     -0.75 %

Portfolio Turnover Rate (d)

    0 %     0 %     0 %

 

(a)

Fund commenced operations on September 30, 2021. The information presented is from September 30, 2021 to October 31, 2021.

(b)

Calculated based on average shares outstanding during the period.

(c)

Realized and unrealized gains and losses per share are balancing amounts necessary to reconcile to the change in net asset value for the period and may reconcile with aggregate gains and losses in the statement of operations due to share transactions for the period.

(d)

Excludes the impact of in-kind transactions.

(e)

Ratios have been annualized and total return and portfolio turnover have not been annualized.

(f)

Represents less than $0.005.

(g)

Includes 0.02% for the year ended October 31, 2023 attributable to broker fees and interest expense.

 

The accompanying notes are an integral part of the financial statements.

 

101

 

 

Pacer Swan SOS Moderate (October) ETF

FINANCIAL HIGHLIGHTS
For a capital share outstanding throughout the period

 

 

   

For the
Year Ended
October 31,
2023

   

For the
Year Ended
October 31,
2022

   

For the
Period Ended
October 31,
2021
(a)(e)

 

Net Asset Value, Beginning of Period

  $ 20.68     $ 20.97     $ 20.51  
                         

INCOME (LOSS) FROM INVESTMENT OPERATIONS:

                       

Net Investment Income (Loss) (b)

    (0.16 )     (0.15 )     (0.01 )

Net Realized and Unrealized Gain (Loss) on Investments (c)

    2.89       (0.14 )     0.47  

Total from Investment Operations

    2.73       (0.29 )     0.46  
                         

CAPITAL SHARE TRANSACTIONS

                       

Transaction Fees (see Note 1)

    0.00 (f)      0.00 (f)       
                         

Net Asset Value, End of Period

  $ 23.41     $ 20.68     $ 20.97  

Total Return

    13.22 %     -1.40 %     2.24 %
                         

SUPPLEMENTAL DATA:

                       

Net Assets at End of Period (000’s)

  $ 36,864     $ 23,261     $ 8,912  
                         

RATIOS TO AVERAGE NET ASSETS:

                       

Expenses to Average Net Assets (g)

    0.76 %     0.75 %     0.75 %

Net Investment Income (Loss) to Average Net Assets (g)

    -0.72 %     -0.74 %     -0.75 %

Portfolio Turnover Rate (d)

    0 %     0 %     0 %

 

(a)

Fund commenced operations on September 30, 2021. The information presented is from September 30, 2021 to October 31, 2021.

(b)

Calculated based on average shares outstanding during the period.

(c)

Realized and unrealized gains and losses per share are balancing amounts necessary to reconcile to the change in net asset value for the period and may reconcile with aggregate gains and losses in the statement of operations due to share transactions for the period.

(d)

Excludes the impact of in-kind transactions.

(e)

Ratios have been annualized and total return and portfolio turnover have not been annualized.

(f)

Represents less than $0.005.

(g)

Includes 0.01% for the year ended October 31, 2023 attributable to broker fees and interest expense.

 

The accompanying notes are an integral part of the financial statements.

 

102

 

 

Pacer Swan SOS Flex (October) ETF

FINANCIAL HIGHLIGHTS
For a capital share outstanding throughout the period

 

 

   

For the
Year Ended
October 31,
2023

   

For the
Year Ended
October 31,
2022

   

For the
Period Ended
October 31,
2021
(a)(e)

 

Net Asset Value, Beginning of Period

  $ 21.32     $ 21.26     $ 20.51  
                         

INCOME (LOSS) FROM INVESTMENT OPERATIONS:

                       

Net Investment Income (Loss) (b)

    (0.17 )     (0.16 )     (0.01 )

Net Realized and Unrealized Gain (Loss) on Investments (c)

    2.66       0.22       0.76  

Total from Investment Operations

    2.49       0.06       0.75  
                         

CAPITAL SHARE TRANSACTIONS

                       

Transaction Fees (see Note 1)

    0.00 (f)      0.00 (f)       
                         

Net Asset Value, End of Period

  $ 23.81     $ 21.32     $ 21.26  

Total Return

    11.66 %     0.31 %     3.64 %
                         

SUPPLEMENTAL DATA:

                       

Net Assets at End of Period (000’s)

  $ 10,715     $ 10,662     $ 3,720  
                         

RATIOS TO AVERAGE NET ASSETS:

                       

Expenses to Average Net Assets (g)

    0.77 %     0.76 %     0.75 %

Net Investment Income (Loss) to Average Net Assets (g)

    -0.74 %     -0.75 %     -0.75 %

Portfolio Turnover Rate (d)

    12 %     0 %     0 %

 

(a)

Fund commenced operations on September 30, 2021. The information presented is from September 30, 2021 to October 31, 2021.

(b)

Calculated based on average shares outstanding during the period.

(c)

Realized and unrealized gains and losses per share are balancing amounts necessary to reconcile to the change in net asset value for the period and may reconcile with aggregate gains and losses in the statement of operations due to share transactions for the period.

(d)

Excludes the impact of in-kind transactions.

(e)

Ratios have been annualized and total return and portfolio turnover have not been annualized.

(f)

Represents less than $0.005.

(g)

Includes 0.02% for the year ended April 30, 2023 attributable to broker fees and interest expense.

 

The accompanying notes are an integral part of the financial statements.

 

103

 

 

Pacer Metaurus US Large Cap Dividend Multiplier 300 ETF

FINANCIAL HIGHLIGHTS
For a capital share outstanding throughout the period

 

 

   

For the
Period Ended
October 31,
2023
(c)(f)

   

For the
Year Ended
April 30,
2023

   

For the
Period Ended
April 30,
2022
(a)(c)

 

Net Asset Value, Beginning of Period

  $ 36.26     $ 37.29     $ 40.51  
                         

INCOME (LOSS) FROM INVESTMENT OPERATIONS:

                       

Net Investment Income (Loss) (b)

    0.20       0.35       0.15  

Net Realized and Unrealized Gain (Loss) on Investments (e)

    0.20       0.47       (2.15 )

Total from Investment Operations

    0.40       0.82       (2.00 )
                         

LESS DISTRIBUTIONS:

                       

Distributions from Net Investment Income

    (0.19 )     (0.37 )     (0.15 )

Distributions from Return of Capital

    (0.72 )     (1.48 )     (1.07 )

Total Distributions

    (0.91 )     (1.85 )     (1.22 )

Net Asset Value, End of Period

  $ 35.75     $ 36.26     $ 37.29  

Total Return

    1.04 %     2.64 %     -5.21 %
                         

SUPPLEMENTAL DATA:

                       

Net Assets at End of Period (000’s)

  $ 894     $ 906     $ 1,865  
                         

RATIOS TO AVERAGE NET ASSETS:

                       

Expenses to Average Net Assets

    0.79 %     0.79 %     0.79 %

Net Investment Income (Loss) to Average Net Assets

    1.04 %     1.01 %     0.45 %

Portfolio Turnover Rate (d)

    3 %     2 %     57 %

 

(a)

Commencement of operations on July 12, 2021. The information presented is from July 12, 2021 to April 30, 2022.

(b)

Calculated based on average shares outstanding during the period.

(c)

Ratios have been annualized and total return and portfolio turnover have not been annualized.

(d)

Excludes the impact of in-kind transactions.

(e)

Realized and unrealized gain (loss) per share in this caption are balancing amounts necessary to reconcile the change in net asset value per share for the period, and may not reconcile with the aggregate gain (loss) in the Statement of Operations due to share transactions for the period.

(f)

For the period May 1, 2023 to October 31, 2023. See Note 1 to the Financial Statements.

 

 

The accompanying notes are an integral part of the financial statements.

 

104

 

 

Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF

FINANCIAL HIGHLIGHTS
For a capital share outstanding throughout the period

 

 

   

For the
Period Ended
October 31,
2023
(c)(f)

   

For the
Year Ended
April 30,
2023

   

For the
Period Ended
April 30,
2022
(a)(c)

 

Net Asset Value, Beginning of Period

  $ 30.39     $ 31.64     $ 34.65  
                         

INCOME (LOSS) FROM INVESTMENT OPERATIONS:

                       

Net Investment Income (Loss) (b)

    0.18       0.32       0.12  

Net Realized and Unrealized Gain (Loss) on Investments (e)

    0.22       0.53       (1.73 )

Total from Investment Operations

    0.40       0.85       (1.61 )
                         

LESS DISTRIBUTIONS:

                       

Distributions from Net Investment Income

    (0.16 )     (0.30 )     (0.10 )

Distributions from Capital Gains

    (0.04 )     (0.33 )      

Distributions from Return of Capital

    (0.82 )     (1.47 )     (1.30 )

Total Distributions

    (1.02 )     (2.10 )     (1.40 )

Net Asset Value, End of Period

  $ 29.77     $ 30.39     $ 31.64  

Total Return

    1.25 %     3.25 %     -5.00 %
                         

SUPPLEMENTAL DATA:

                       

Net Assets at End of Period (000’s)

  $ 160,777     $ 109,388     $ 55,055  
                         

RATIOS TO AVERAGE NET ASSETS:

                       

Expenses to Average Net Assets

    0.79 %     0.79 %     0.79 %

Net Investment Income (Loss) to Average Net Assets

    1.15 %     1.07 %     0.42 %

Portfolio Turnover Rate (d)

    4 %     9 %     7 %

 

(a)

Commencement of operations on July 12, 2021. The information presented is from July 12, 2021 to April 30, 2022.

(b)

Calculated based on average shares outstanding during the period.

(c)

Ratios have been annualized and total return and portfolio turnover have not been annualized.

(d)

Excludes the impact of in-kind transactions.

(e)

Realized and unrealized gain (loss) per share in this caption are balancing amounts necessary to reconcile the change in net asset value per share for the period, and may not reconcile with the aggregate gain (loss) in the Statement of Operations due to share transactions for the period.

(f)

For the period May 1, 2023 to October 31, 2023. See Note 1 to the Financial Statements.

 

 

 

The accompanying notes are an integral part of the financial statements.

 

105

 

 

Pacer Funds

NOTES TO FINANCIAL STATEMENTS
October 31, 2023

 

 

NOTE 1 – ORGANIZATION

 

Pacer Funds Trust (the “Trust”) is a Delaware statutory trust organized on August 12, 2014. PTLC, PTMC, PTNQ, PTEU, PTIN, PTBD, TRND, COWZ, CALF, GCOW, ICOW, ECOW, COWG, CAFG, BUL, HERD, PWS, INDS, SRVR, SZNE, AFTY, VIRS, ALTL, PAMC, PALC, PEXL, FLRT, SHPP and TRFK’s fiscal year ends are April 30th and as such are not included in these financial statements. The Trust is registered with the Securities and Exchange Commission (the “SEC”) under the Investment Company Act of 1940, as amended (the “1940 Act”), as an open-end management investment company and the offering of the Funds’ shares (“Shares”) is registered under the Securities Act of 1933, as amended (the “Securities Act”). The Trust currently consists of multiple operational series, of which are covered in this report, individually the (“Fund”) or collectively the (“Funds”);

 

Fund Name

Ticker

Commencement
of Operations

Exchange

Transaction Fees

Pacer American Energy Independence ETF

USAI

December 12, 2017

NYSE

$300

Pacer Bluestar Engineering the Future ETF

BULD

May 4, 2022

Nasdaq

750

Pacer BlueStar Digital Entertainment ETF

ODDS

April 7, 2022

Nasdaq

750

Pacer Swan SOS Fund of Funds ETF

PSFF

December 29, 2020

Cboe

300

Pacer Swan SOS Conservative (January) ETF

PSCX

December 22, 2020

Cboe

300

Pacer Swan SOS Moderate (January) ETF

PSMD

December 22, 2020

Cboe

300

Pacer Swan SOS Flex (January) ETF

PSFD

December 22, 2020

Cboe

300

Pacer Swan SOS Conservative (April) ETF

PSCW

March 31, 2021

Cboe

300

Pacer Swan SOS Moderate (April) ETF

PSMR

March 31, 2021

Cboe

300

Pacer Swan SOS Flex (April) ETF

PSFM

March 31, 2021

Cboe

300

Pacer Swan SOS Conservative (July) ETF

PSCJ

June 30, 2021

Cboe

300

Pacer Swan SOS Moderate (July) ETF

PSMJ

June 30, 2021

Cboe

300

Pacer Swan SOS Flex (July) ETF

PSFJ

June 30, 2021

Cboe

300

Pacer Swan SOS Conservative (October) ETF

PSCQ

September 30, 2021

Cboe

300

Pacer Swan SOS Moderate (October) ETF

PSMO

September 30, 2021

Cboe

300

Pacer Swan SOS Flex (October) ETF

PSFO

September 30, 2021

Cboe

300

Pacer Metaurus US Large Cap Target Dividend Multiplier 300 ETF

TRPL

July 12, 2021

NYSE

300

Pacer Metaurus US Large Cap Target Dividend Multiplier 400 ETF

QDPL

July 12, 2021

NYSE

300

 

Each of the Funds are non-diversified series of the Trust. The investment objective of the following Funds is to track the performance, before fees and expenses, of the

 

Ticker

Index

USAI

American Energy Independence Index

BULD

BlueStar Robotics and 3D Printing Index

ODDS

BlueStar Global Online Gambling, Video Gaming, and eSports Index

TRPL

Metaurus US Large Cap Dividend Multiplier Index – Series 300

QDPL

Metaurus US Large Cap Dividend Multiplier Index – Series 400

 

The investment objective of the following Funds is to seek

 

Ticker

Objective

PSFF

capital appreciation with downside protection.

PSCX

to provide investors with returns that, before fees and expenses of the Fund, match those of the SPDR® S&P 500® ETF Trust (the “Underlying ETF”) up to a predetermined upside cap of 17.10% (before fees and expenses of the Fund) and 16.35% (after fees and expenses of the Fund), while providing a buffer against Underlying ETF losses between 5% and 30% over the period from January 3, 2023 to December 29, 2023.

PSMD

to provide investors with returns that, before fees and expenses of the Fund, match those of the SPDR® S&P 500® ETF Trust (“the Underlying ETF”) up to a predetermined upside cap of 18.25% (before fees and expenses of the Fund) and 17.50% (after fees and expenses of the Fund), while providing a buffer against the first 15% of Underlying ETF losses, over the period from January 3, 2023 to December 29, 2023.

 

106

 

 

Pacer Funds

NOTES TO FINANCIAL STATEMENTS
October 31, 2023 (Continued)

 

 

Ticker

Objective

PSFD

to provide investors with returns that match those of the SPDR® S&P 500® ETF Trust (the “Underlying ETF”) up to a predetermined upside cap of 21.90% (before fees and expenses of the Fund) and 21.15% (after fees and expenses of the Fund), while providing a buffer against the first 20% of Underlying ETF losses with the benefits of such buffer declining from 20% to 0% for Underlying ETF losses between 20% and 40%, over the period from January 3, 2023 to December 29, 2023.

PSCW

to provide investors with returns that, before fees and expenses of the Fund, match those of the SPDR® S&P 500® ETF Trust (the “Underlying ETF”) up to a predetermined upside cap of 14.43% (before fees and expenses of the Fund) and 13.68% (after fees and expenses of the Fund), while providing a buffer against Underlying ETF losses between 5% and 30% over the period from April 3, 2023 to March 28, 2024.

PSMR

to provide investors with returns that, before fees and expenses of the Fund, match those of the SPDR® S&P 500® ETF Trust (“the Underlying ETF”) up to a predetermined upside cap of 14.95% (before fees and expenses of the Fund) and 14.20% (after fees and expenses of the Fund), while providing a buffer against the first 15% of Underlying ETF losses, over the period from April 3, 2023 to March 28, 2024.

PSFM

to provide investors with returns that match those of the SPDR® S&P 500® ETF Trust (the “Underlying ETF”) up to a predetermined upside cap of 17.80% (before fees and expenses of the Fund) and 17.05% (after fees and expenses of the Fund), while providing a buffer against the first 20% of Underlying ETF losses with the benefits of such buffer declining from 20% to 0% for Underlying ETF losses between 20% and 40%, over the period from April 3, 2023 to March 28, 2024.

PSCJ

to provide investors with returns that, before fees and expenses of the Fund, match those of the SPDR® S&P 500® ETF Trust (the “Underlying ETF”) up to a predetermined upside cap of 14.73%(before fees and expenses of the Fund) and 13.98 (after fees and expenses of the Fund), while providing a buffer against Underlying ETF losses between 5% and 30% over the period from July 3, 2023 to June 28, 2024.

PSMJ

to provide investors with returns that, before fees and expenses of the Fund, match those of the SPDR® S&P 500® ETF Trust (“the Underlying ETF”) up to a predetermined upside cap of 14.52% (before fees and expenses of the Fund) and 13.77% (after fees and expenses of the Fund), while providing a buffer against the first 15% of Underlying ETF losses, over the period from July 3, 2023 to June 28, 2024

PSFJ

to provide investors with returns that match those of the SPDR® S&P 500® ETF Trust (the “Underlying ETF”) up to a predetermined upside cap of 16.72% (before fees and expenses of the Fund) and 15.97% (after fees and expenses of the Fund), while providing a buffer against the first 20% of Underlying ETF losses with the benefits of such buffer declining from 20% to 0% for Underlying ETF losses between 20% and 40%, over the period from July 3, 2023 to June 28, 2024

PSCQ

to provide investors with returns that, before fees and expenses of the Fund, match those of the SPDR® S&P 500® ETF Trust (the “Underlying ETF”) up to a predetermined upside cap of 15.95% (before fees and expenses of the Fund) and 15.20% (after fees and expenses of the Fund), while providing a buffer against Underlying ETF losses between 5% and 30% over the period from October 2, 2023 to September 30, 2024

PSMO

to provide investors with returns that, before fees and expenses of the Fund, match those of the SPDR® S&P 500® ETF Trust (“the Underlying ETF”) up to a predetermined upside cap of 15.50% (before fees and expenses of the Fund) and 14.75% (after fees and expenses of the Fund), while providing a buffer against the first 15% of Underlying ETF losses, over the period from October 2, 2023 to September 30, 2024

PSFO

to provide investors with returns that match those of the SPDR® S&P 500® ETF Trust (the “Underlying ETF”) up to a predetermined upside cap of 17.65% (before fees and expenses of the Fund) and 16.90% (after fees and expenses of the Fund), while providing a buffer against the first 20% of Underlying ETF losses with the benefits of such buffer declining from 20% to 0% for Underlying ETF losses between 20% and 40%, over the period from October 2, 2023 to September 30, 2024

 

Market prices for the shares may be different from their net asset value (“NAV”). The Funds issue and redeem shares on a continuous basis at NAV only in large blocks of shares, called “Creation Units,” which generally consist of 25,000 shares except USAI which generally consist of 50,000 shares, TRPL which generally consists of 25,000 shares, QDPL which consists of 30,000 shares, along with ODDS and BULD which generally consist of 20,000 shares. Creation Units are issued and redeemed principally in-kind for securities included in a specified universe. Once created, Shares generally trade in the secondary market at market prices that change throughout the day in amounts less than a Creation Unit. Except when aggregated in Creation Units, Shares are not redeemable securities of a Fund. Shares of a Fund may only be purchased directly from or redeemed directly to a Fund by certain financial institutions (“Authorized Participants”). An Authorized Participant is either (i) a broker-dealer or other participant in the clearing process through the Continuous Net Settlement System of the National Securities Clearing Corporation or (ii) a DTC participant and, in each case, must have executed a Participant Agreement with Pacer Financial, Inc. (the “Distributor”). Most retail investors do not qualify as Authorized Participants nor have the resources to buy and sell whole Creation Units. Therefore, they are unable to purchase or redeem the shares directly from a Fund. Rather, most retail investors may purchase Shares in the secondary market with the assistance of a broker and are subject to customary brokerage commissions or fees. The Funds currently offer one class of Shares, which have no front end sales load, no deferred sales charge, and no redemption fee. A purchase (i.e., creation) transaction fee is imposed for the transfer and other transaction costs associated with the purchase of Creation Units. Each Fund charges $300 for the

 

107

 

 

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NOTES TO FINANCIAL STATEMENTS
October 31, 2023 (Continued)

 

 

standard fixed creation fee, payable to the Custodian except ODDS and BULD which charges $750. The fixed transaction fee may be waived on certain orders if the Funds’ Custodian has determined to waive some or all of the costs associated with the order, or another party, such as the Adviser, has agreed to pay such fee. In regards to USAI, a variable fee, payable to the Fund, may be charged on all cash transactions or substitutes for Creation Units of up to a maximum of 2% as a percentage of the value of the Creation Units subject to the transaction. In regards to BULD, ODDS, PSFF, PSCX, PSMD, PSFD, PSCW, PSMR, PSFM, PSCJ, PSMJ, PSFJ, PSCQ, PSMO, PSFO, TRPL and QDPL a variable fee, payable to a Fund, of up to a maximum of 2% of the value of the Creation Units subject to the transaction may be imposed for cash purchases, non-standard orders, or partial cash purchases of Creation Units. The variable charge is primarily designed to cover additional costs (e.g., brokerage, taxes) involved with buying the securities with cash. For orders comprised entirely of cash, a variable fee of 0.01% of the value of the order will be charged by a Fund. For orders partially comprised of cash in lieu of certain Deposit Securities, a variable fee of 0.01% of the value of such cash in lieu of Deposit Securities will be charged by PSCX, PSMD, PSFD, PSCW, PSMR, PSFM, PSCJ, PSMJ, PSFJ, PSCQ, PSMO and PSFO. A Fund may determine to not charge a variable fee on certain orders when the Adviser has determined that doing so is in the best interests of Fund shareholders (e.g., for creation orders that facilitate changes to the Fund’s portfolio in a more tax efficient manner than could be achieved without such order). Investors who use the services of a broker or other such intermediary may be charged a fee for such services. Investors are responsible for the fixed costs of transferring the Fund Securities from the Fund to their account or on their order. Variable fees received by the Funds, if any, are displayed in the Capital Shares Transactions section of the Statements of Changes in Net Assets. Each Fund may issue an unlimited number of shares of beneficial interest, with no par value. Shares of each Fund have equal rights and privileges to such Fund.

 

NOTE 2 – SIGNIFICANT ACCOUNTING POLICIES

 

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 rate, 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.

 

108

 

 

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NOTES TO FINANCIAL STATEMENTS
October 31, 2023 (Continued)

 

 

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, prepayment 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 October 31, 2023:

 

USAI

                                       

Description^

 

Level 1

   

Level 2

   

Level 3

   

Investments
Measured at Net
Asset Value

   

Total

 

Common Stocks

  $ 43,052,533     $     $     $     $ 43,052,533  

Investments Purchased with Proceeds from Securities Lending

                      3,725,563       3,725,563  

Total Investments in Securities

  $ 43,052,533     $     $     $ 3,725,563     $ 46,778,096  

 

^ See Schedules of Investments for industry breakouts.

 

BULD

                                       

Description^

 

Level 1

   

Level 2

   

Level 3

   

Investments
Measured at Net
Asset Value

   

Total

 

Common Stocks

  $ 1,413,171     $     $     $     $ 1,413,171  

Total Investments in Securities

  $ 1,413,171     $     $     $     $ 1,413,171  

 

^ See Schedules of Investments for industry breakouts.

 

ODDS

                                       

Description^

 

Level 1

   

Level 2

   

Level 3

   

Investments
Measured at Net
Asset Value

   

Total

 

Common Stocks

  $ 665,747     $     $     $     $ 665,747  

Exchange Traded Funds

    29,929                         29,929  

Warrants

                0             0  

Total Investments in Securities

  $ 695,676     $     $     $     $ 695,676  

 

^ See Schedules of Investments for industry breakouts.

 

109

 

 

Pacer Funds

NOTES TO FINANCIAL STATEMENTS
October 31, 2023 (Continued)

 

 

ODDS(a)

Balance
as of
10/31/2022

Net Realized
Gain (Loss)

Change in Net
Unrealized
Appreciation
(Depreciation)

Purchases

Sales

Corporate
Action

Transfers Out
of Level 3

Transfers
Into Level 3

Balance as of
10/31/2023

Warrants

$ —

$ —

$ —

$ —

$ —

$ 0

$ —

$ —

$ 0

 

The following is a summary of quantitative information about Level 3 Fair Value Measurements:

 

 

Fair Value as of
10/31/2023

Valuation Techniques

Unobservable Input

Impact to Valuation
From an Increase
to Input

Warrants

$ 0

Corporate Action

None

$ 0.00

 

 

(a)

Table presents information for one security, which has been valued at $0.00 AUD throughout the period.

 

PSFF

                                       

Description^

 

Level 1

   

Level 2

   

Level 3

   

Investments
Measured at Net
Asset Value

   

Total

 

Affiliated Exchange Traded Funds

  $ 172,137,942     $     $     $     $ 172,137,942  

Total Investments in Securities

  $ 172,137,942     $     $     $     $ 172,137,942  

 

PSCX

                                       

Description^

 

Level 1

   

Level 2

   

Level 3

   

Investments
Measured at Net
Asset Value

   

Total

 

Assets

                                       

Purchased Options

  $     $ 10,199,992     $     $     $ 10,199,992  

Total Investments in Securities

  $     $ 10,199,992     $     $     $ 10,199,992  

 

Liabilities

Options Written

  $     $ 30,579     $     $     $ 30,579  

Total Investments in Securities

  $     $ 30,579     $     $     $ 30,579  

 

^ See the Schedules of Investments for further disaggregation of investment categories.

 

PSMD

                                       

Description^

 

Level 1

   

Level 2

   

Level 3

   

Investments
Measured at Net
Asset Value

   

Total

 

Assets

                                       

Purchased Options

  $     $ 33,875,271     $     $     $ 33,875,271  

Total Investments in Securities

  $     $ 33,875,271     $     $     $ 33,875,271  

 

Liabilities

Options Written

  $     $ 85,785     $     $     $ 85,785  

Total Investments in Securities

  $     $ 85,785     $     $     $ 85,785  

 

^ See the Schedules of Investments for further disaggregation of investment categories.

 

110

 

 

Pacer Funds

NOTES TO FINANCIAL STATEMENTS
October 31, 2023 (Continued)

 

 

PSFD

                                       

Description^

 

Level 1

   

Level 2

   

Level 3

   

Investments
Measured at Net
Asset Value

   

Total

 

Assets

                                       

Purchased Options

  $     $ 18,019,919     $     $     $ 18,019,919  

Total Investments in Securities

  $     $ 18,019,919     $     $     $ 18,019,919  

 

Liabilities

Options Written

  $     $ 32,734     $     $     $ 32,734  

Total Investments in Securities

  $     $ 32,734     $     $     $ 32,734  

 

^ See the Schedules of Investments for further disaggregation of investment categories.

 

PSCW

                                       

Description^

 

Level 1

   

Level 2

   

Level 3

   

Investments
Measured at Net
Asset Value

   

Total

 

Assets

                                       

Purchased Options

  $     $ 10,116,085     $     $     $ 10,116,085  

Total Investments in Securities

  $     $ 10,116,085     $     $     $ 10,116,085  

 

Liabilities

Options Written

  $     $ 68,426     $     $     $ 68,426  

Total Investments in Securities

  $     $ 68,426     $     $     $ 68,426  

 

^ See the Schedules of Investments for further disaggregation of investment categories.

 

PSMR

                                       

Description^

 

Level 1

   

Level 2

   

Level 3

   

Investments
Measured at Net
Asset Value

   

Total

 

Assets

                                       

Purchased Options

  $     $ 29,908,978     $     $     $ 29,908,978  

Total Investments in Securities

  $     $ 29,908,978     $     $     $ 29,908,978  

 

Liabilities

Options Written

  $     $ 332,052     $     $     $ 332,052  

Total Investments in Securities

  $     $ 332,052     $     $     $ 332,052  

 

^ See the Schedules of Investments for further disaggregation of investment categories.

 

PSFM

                                       

Description^

 

Level 1

   

Level 2

   

Level 3

   

Investments
Measured at Net
Asset Value

   

Total

 

Assets

                                       

Purchased Options

  $     $ 16,578,758     $     $     $ 16,578,758  

Total Investments in Securities

  $     $ 16,578,758     $     $     $ 16,578,758  

 

Liabilities

Options Written

  $     $ 186,365     $     $     $ 186,365  

Total Investments in Securities

  $     $ 186,365     $     $     $ 186,365  

 

^ See the Schedules of Investments for further disaggregation of investment categories.

 

111

 

 

Pacer Funds

NOTES TO FINANCIAL STATEMENTS
October 31, 2023 (Continued)

 

 

PSCJ

                                       

Description^

 

Level 1

   

Level 2

   

Level 3

   

Investments
Measured at Net
Asset Value

   

Total

 

Assets

                                       

Purchased Options

  $     $ 9,026,673     $     $     $ 9,026,673  

Total Investments in Securities

  $     $ 9,026,673     $     $     $ 9,026,673  

 

Liabilities

Options Written

  $     $ 76,110     $     $     $ 76,110  

Total Investments in Securities

  $     $ 76,110     $     $     $ 76,110  

 

^ See the Schedules of Investments for further disaggregation of investment categories.

 

PSMJ

                                       

Description^

 

Level 1

   

Level 2

   

Level 3

   

Investments
Measured at Net
Asset Value

   

Total

 

Assets

                                       

Purchased Options

  $     $ 42,409,699     $     $     $ 42,409,699  

Total Investments in Securities

  $     $ 42,409,699     $     $     $ 42,409,699  

 

Liabilities

Options Written

  $     $ 944,091     $     $     $ 944,091  

Total Investments in Securities

  $     $ 944,091     $     $     $ 944,091  

 

^ See the Schedules of Investments for further disaggregation of investment categories.

 

PSFJ

                                       

Description^

 

Level 1

   

Level 2

   

Level 3

   

Investments
Measured at Net
Asset Value

   

Total

 

Assets

                                       

Purchased Options

  $     $ 23,449,950     $     $     $ 23,449,950  

Total Investments in Securities

  $     $ 23,449,950     $     $     $ 23,449,950  

 

Liabilities

Options Written

  $     $ 670,794     $     $     $ 670,794  

Total Investments in Securities

  $     $ 670,794     $     $     $ 670,794  

 

^ See the Schedules of Investments for further disaggregation of investment categories.

 

PSCQ

                                       

Description^

 

Level 1

   

Level 2

   

Level 3

   

Investments
Measured at Net
Asset Value

   

Total

 

Assets

                                       

Purchased Options

  $     $ 6,761,108     $     $     $ 6,761,108  

Total Investments in Securities

  $     $ 6,761,108     $     $     $ 6,761,108  

 

Liabilities

Options Written

  $     $ 119,695     $     $     $ 119,695  

Total Investments in Securities

  $     $ 119,695     $     $     $ 119,695  

 

^ See the Schedules of Investments for further disaggregation of investment categories.

 

112

 

 

Pacer Funds

NOTES TO FINANCIAL STATEMENTS
October 31, 2023 (Continued)

 

 

PSMO

                                       

Description^

 

Level 1

   

Level 2

   

Level 3

   

Investments
Measured at Net
Asset Value

   

Total

 

Assets

                                       

Purchased Options

  $     $ 37,667,479     $     $     $ 37,667,479  

Total Investments in Securities

  $     $ 37,667,479     $     $     $ 37,667,479  

 

Liabilities

Options Written

  $     $ 1,192,521     $     $     $ 1,192,521  

Total Investments in Securities

  $     $ 1,192,521     $     $     $ 1,192,521  

 

^ See the Schedules of Investments for further disaggregation of investment categories.

 

PSFO

                                       

Description^

 

Level 1

   

Level 2

   

Level 3

   

Investments
Measured at Net
Asset Value

   

Total

 

Assets

                                       

Purchased Options

  $     $ 11,023,005     $     $     $ 11,023,005  

Total Investments in Securities

  $     $ 11,023,005     $     $     $ 11,023,005  

 

Liabilities

Options Written

  $     $ 417,340     $     $     $ 417,340  

Total Investments in Securities

  $     $ 417,340     $     $     $ 417,340  

 

^ See the Schedules of Investments for further disaggregation of investment categories.

 

TRPL

                                       

Description^

 

Level 1

   

Level 2

   

Level 3

   

Investments
Measured at Net
Asset Value

   

Total

 

Common Stocks

  $ 823,656     $     $     $     $ 823,656  

Real Estate Investment Trusts

    18,554                         18,554  

Total Investments in Securities

  $ 842,210     $     $     $     $ 842,210  

 

Other Financial Instruments (a)

Futures Contracts

  $ 5,104     $     $     $     $ 5,104  

 

 

^

See Schedule of Investments for sector breakouts.

 

(a)

Other Financial Instruments are derivative instruments not reflected in the Schedule of Investments, such as futures contracts which are reflected at the unrealized appreciation on the instrument.

 

113

 

 

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NOTES TO FINANCIAL STATEMENTS
October 31, 2023 (Continued)

 

 

QDPL

                                       

Description^

 

Level 1

   

Level 2

   

Level 3

   

Investments
Measured at Net
Asset Value

   

Total

 

Common Stocks

  $ 137,734,382     $     $     $     $ 137,734,382  

Real Estate Investment Trusts

    3,107,120                         3,107,120  

US Government Notes/Bonds

          9,760,420                   9,760,420  

US Treasury Bills

          6,398,922                   6,398,922  

Total Investments in Securities

  $ 140,841,502     $ 16,159,342     $     $     $ 157,000,844  

 

Other Financial Instruments (a)

Futures Contracts

  $ 983,987     $     $     $     $ 983,987  

 

 

^

See Schedule of Investments for sector breakouts.

 

(a)

Other Financial Instruments are derivative instruments not reflected in the Schedule of Investments, such as futures contracts which are reflected at the unrealized appreciation on the instrument.

 

OPTIONS CONTRACTS

 

In general, an option contract is an agreement between a buyer and seller that gives the purchaser of the option the right to buy or sell a particular asset at a specified future date at an agreed upon price (commonly known as the “strike price”). PSCX, PSMD, PSFD, PSCW, PSMR, PSFM, PSCJ, PSMJ, PSFJ, PSCQ, PSMO and PSFO portfolios include several types of FLEX Options, including both purchased and written put and call options (as further described below). The FLEX Options are all European style options, which means that they are exercisable at the strike price only on the FLEX Option expiration date. FLEX Options are customized option contracts available through national securities exchanges that are guaranteed for settlement by the Options Clearing Corporation (“OCC”), a market clearinghouse. FLEX Options provide investors with the ability to customize terms of an option, including exercise prices, exercise styles (European style versus American style options which are exercisable any time prior to the expiration date) and expiration dates, while achieving price discovery in competitive, transparent auctions markets and avoiding the counterparty exposure of the over-the-counter option positions.

 

Each FLEX Option contract entitles the holder thereof (i.e., the purchaser of the FLEX Option) the option to purchase (for the call options) or sell (for the put options) the cash value of the reference asset as of the close of the market on the FLEX Option expiration date at the strike price. The Fund intends to be structured so that any amount owed by the Fund on the written FLEX Options will be covered by payouts at expiration from the purchased FLEX Options. As a result, the FLEX Options will be fully covered, and no additional collateral will be necessary during the life of the Fund. The Fund receives premiums in exchange for the written FLEX Options and pays premiums in exchange for the purchased FLEX Options. The OCC and securities exchange that the FLEX Options are listed on do not charge ongoing fees to writers or purchasers of the FLEX Options during their life for continuing to hold the option contracts. In general, put options give the holder (i.e., the buyer) the right to sell an asset (or deliver the cash value of the index, in case of an index put option) and the seller (i.e., the writer) of the put has the obligation to buy the asset (or receive cash value of the index, in case of an index put option) at a certain defined price. Call options give the holder (i.e., the buyer) the right to buy an asset (or receive cash value of the index, in case of an index call option) and the seller (i.e., the writer) the obligation to sell the asset (or deliver cash value of the index, in case of an index call option) at a certain defined price.

 

When the Funds purchase an option, an amount equal to the premium paid by the Funds are recorded as an investment and is subsequently adjusted to the current value of the option purchased. If an option expires on the stipulated expiration date or if the Funds enter into a closing sale transaction, a gain or loss is realized. If a call option is exercised, the cost of the security acquired is increased by the premium paid for the call. If a put option is exercised, a gain or loss is realized from the sale of the underlying security, and the proceeds from such sale are decreased by the premium originally paid. Purchased options are non-income producing securities. When the Funds write an option, an amount equal to the premium received by the Funds are recorded as a liability and is subsequently adjusted to the current value of the option written. Premiums received from writing options that expire unexercised are treated by the Funds on the expiration date as realized gain from written options. The difference between the premium and the amount paid on effecting a closing purchase transaction, including brokerage commissions, is also treated as a realized gain, or if the premium is less than the amount paid for the closing purchase transaction, as a realized loss. If a call option is exercised, the premium is added to the proceeds from the sale of the underlying security in determining whether the Funds have realized a gain or loss. If a put option is exercised, the premium reduces the cost basis of the securities purchased by the Funds. The Funds, as writers of an option, bear the market risk of an unfavorable change in the price of the security underlying the written option.

 

114

 

 

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NOTES TO FINANCIAL STATEMENTS
October 31, 2023 (Continued)

 

 

The OCC guarantees performance by each of the counterparties to FLEX Options, becoming the “buyer for every seller and the seller for every buyer,” protecting clearing members and options traders from counterparty risk. Subject to determination by the Securities Committee of the OCC, adjustments may be made to the FLEX Options for certain events (collectively, “Corporate Actions”) specified in the OCC’s by-laws and rules: certain stock dividends or distributions, stock splits, reverse stock splits, rights offerings, distributions, reorganizations, recapitalizations, or reclassifications with respect to an underlying security, or a merger, consolidation, dissolution or liquidation of the issuer of the underlying security. According to the OCC’s by-laws, the nature and extent of any such adjustment is to be determined by the OCC’s Securities Committee, in light of the circumstances known to it at the time such determination is made, based on its judgment as to what is appropriate for the protection of investors and the public interest, taking into account such factors as fairness to holders and writers (or purchasers and sellers) of the affected options, the maintenance of a fair and orderly market in the affected options, consistency of interpretation and practice, efficiency of exercise settlement procedures, and the coordination with other clearing agencies of the clearance and settlement of transactions in the underlying interest.

 

The value of derivative instruments on the Statements of Assets and Liabilities for the Funds as of October 31, 2023, is as follows:

 

   

Equity Risk - Call and Put Options not
Accounted for as Hedging Instruments

 
   

Asset Derivatives

   

Liability Derivatives

 
   

Investments,
at Value

   

Written Options,
at value

 

PSCX

  $ 10,199,992     $ 30,579  

PSMD

    33,875,271       85,785  

PSFD

    18,019,919       32,734  

PSCW

    10,116,085       68,426  

PSMR

    29,908,978       332,052  

PSFM

    16,578,758       186,365  

PSCJ

    9,026,673       76,110  

PSMJ

    42,409,699       944,091  

PSFJ

    23,449,950       670,794  

PSCQ

    6,761,108       119,695  

PSMO

    37,667,479       1,192,521  

PSFO

    11,023,005       417,340  

 

The effect of derivative instruments on the Statement of Operations for the year ended October 31, 2023 is as follows:

 

   

Equity Risk - Call and Put Options not Accounted for as Hedging Instruments

 
   

Corrections for in-kind amounts
Realized Gain (Loss)

   

Amount of Unrealized Gain (Loss) on
Derivatives Recognized in Income

 
   

Investments

   

Written Options

   

Investments

   

Written Options

 

PSCX

  $ (748,805 )   $ 645,288     $ 1,177,225     $ (187,306 )

PSMD

    (1,055,879 )     1,312,762       1,827,319       460,525  

PSFD

    (24,310 )     1,865,824       324,493       (394,479 )

PSCW

    (910,553 )     227,912       1,280,575       187,675  

PSMR

    (2,384,500 )     708,823       2,117,151       1,115,626  

PSFM

    (1,988,535 )     774,048       1,908,236       650,552  

PSCJ

    (192,838 )     (71,435 )     (577,202 )     205,023  

PSMJ

    (1,168,176 )     202,792       (2,378,637 )     522,535  

PSFJ

    (818,914 )     131,231       (1,501,307 )     792,085  

PSCQ

    (229,425 )     (25,788 )     (382,834 )     154,380  

PSMO

    (1,826,183 )     12,276       (1,662,852 )     465,006  

PSFO

    (691,308 )     70,281       (578,459 )     (9,646 )

 

115

 

 

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NOTES TO FINANCIAL STATEMENTS
October 31, 2023 (Continued)

 

 

The effect of derivative instruments on the Statement of Operations for the year ended October 31, 2023 is as follows:

 

   

Equity Risk - Call and Put Options not
Accounted for as Hedging Instruments

 
   

Average Volume of Derivative Activity
During the Period Ended October 31, 2023

 
   

Investments

   

Written Options

 

PSCX

  $ 10,625,834     $ (325,339 )

PSMD

    27,571,222       (878,823 )

PSFD

    15,145,572       (400,098 )

PSCW

    14,616,480       (295,252 )

PSMR

    23,405,748       (734,598 )

PSFM

    15,316,842       (449,787 )

PSCJ

    7,416,410       (137,932 )

PSMJ

    39,002,697       (896,829 )

PSFJ

    15,370,721       (436,921 )

PSCQ

    5,577,959       (281,009 )

PSMO

    28,406,563       (1,300,405 )

PSFO

    10,322,737       (313,268 )

 

B.

Foreign Currency. Investment securities and other assets and liabilities denominated in foreign currencies are translated into U.S. dollar amounts at the date of valuation. Purchases and sales of investment securities and income and expense items denominated in foreign currencies are translated into U.S. dollar amounts on the respective dates of such transactions. The Funds do not isolate that portion of the result of operations resulting from changes in foreign exchange rates on investments from fluctuations arising from changes in market prices of securities held. Such fluctuations are included with the net realized and unrealized gain or loss from investments. The Funds report net realized foreign exchange gains or losses that arise from sales of foreign currencies, currency gains or losses realized between the trade and settlement dates on foreign currency transactions, and the differences between the amounts of dividends, interest and foreign withholding taxes recorded on the Funds’ books and the U.S. dollar equivalent of the amounts actually received or paid. Net unrealized foreign exchange gains and losses arise from changes in the values of assets and liabilities, other than investments in securities at fiscal period end, resulting from changes in exchange rates.

 

C.

Federal Income Taxes. The Funds have complied and intend to continue to comply with the requirements of Subchapter M of the Internal Revenue Code of 1986, as amended, necessary to qualify as regulated investment companies and distribute substantially all net taxable investment income and net realized gains to shareholders in a manner which results in no tax cost to the Funds. Therefore, no federal income tax provision is required. As of and during the fiscal period ended October 31, 2023, the Funds did not have any tax positions that did not meet the “more-likely-than-not” threshold of being sustained by the applicable tax authority. As of and during the fiscal year or period ended October 31, 2023, the Funds did not have liabilities for any unrecognized tax benefits on uncertain tax positions as income tax expense in the Statement of Operations. Management has analyzed each of the Fund’s tax positions and concluded that no liability for unrecognized tax benefits should be recorded related to uncertain tax positions taken on returns filed for open tax years (2020-2022) for the applicable funds, or expected to be taken in each of the Fund’s 2023 tax returns. During the period ended October 31, 2023, the Funds did not incur any interest or penalties.

 

D.

Security Transactions and Investment Income. Investment securities transactions are accounted for on the trade date. Gains and losses realized on sales of securities are computed on the basis of highest amortized cost. Dividend income is recorded on the ex-dividend date. Interest income is recorded on an accrual basis. Discounts and premiums on securities purchased are accreted and amortized over the lives of the respective securities. Withholding taxes on foreign dividends have been provided for in accordance with the Funds’ understanding of the applicable tax rules and regulations.

 

Distributions received from a Funds’ investments in REITs and MLPs may be characterized as ordinary income, net capital gain, or return of capital. The proper characterization of such distributions is generally not known until after the end of each calendar year. As such, the Funds must use estimates in reporting the character of their income and distributions for financial statement purposes. Such estimates are based on historical information available from each MLP and other industry sources. The actual character of distributions to each Fund’s shareholders will be reflected on the Form 1099 received by shareholders after the end of the calendar year. Due to the nature of such investments, a portion of the distributions received by each Fund’s shareholders may represent a return of capital.

 

116

 

 

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NOTES TO FINANCIAL STATEMENTS
October 31, 2023 (Continued)

 

 

E.

Distributions to Shareholders. Distributions to shareholders from net investment income for USAI is declared and paid on a monthly basis, distributions to shareholders from net investment income for BULD are declared and paid on a semi-annual basis, distributions to shareholders from net investment income for ODDS, TRPL and QDPL are declared and paid on a quarterly basis, and distributions to shareholders from net investment income for PSCX, PSMD, PSFD, PSFF, PSCW, PSMR, PSFM, PSCJ, PSMJ, PSFJ, PSCQ, PSMO and PSFO are declared and paid at least annually. Distributions for all Funds from net realized gains on securities, if any, normally are declared and paid on an annual basis. Distributions are recorded on the ex-dividend date.

 

F.

Use of Estimates. The preparation of financial statements in conformity with GAAP requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements, and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates.

 

G.

Share Valuation. The NAV per share of each Fund is calculated by dividing the sum of the value of the securities held by the Fund, plus cash and other assets, minus all liabilities (including estimated accrued expenses) by the total number of shares outstanding for the Fund, rounded to the nearest cent. The Funds’ shares will not be priced on the days on which the NYSE are closed for trading. The offering and redemption price per share of the Fund is equal to each Fund’s NAV per share.

 

H.

Guarantees and Indemnifications. In the normal course of business, the Funds enters into contracts with service providers that contain general indemnification clauses. Each Fund’s maximum exposure under these arrangements is unknown as this would involve future claims that may be against the Funds that have not yet occurred.

 

I.

Cash and cash equivalents. Cash and cash equivalents are held with a financial institution. Cash and cash equivalents of the Funds may be placed in deposit accounts at U.S. banks and such deposits generally exceed Federal Deposit Insurance Corporation (“FDIC”) insurance limits. The FDIC insures deposit accounts up to $250,000 for each account holder. The counter party is generally a single bank rather than a group of financial institutions; thus there may be a greater counter party credit risk. The Funds place deposits only with those counter parties which are believed to be creditworthy and there has been no history of loss.

 

J.

Reclassification of Capital Accounts. Additionally, U.S. GAAP requires that certain components of net assets relating to permanent differences be reclassified between financial and tax reporting. These reclassifications have no effect on net assets or net asset value per share. For the fiscal period ended October 31, 2023, the following table shows the reclassifications made:

 

   

Distributable
Earnings
(Accumulated
Deficit)

   

Paid in Capital

 

USAI

  $ (2,460,040 )   $ 2,460,040  

BULD

           

ODDS

           

PSFF

    (1,199,499 )     1,199,499  

PSCX

    82,758       (82,758 )

PSMD

    158,044       (158,044 )

PSFD

    179,884       (179,884 )

PSCW

    87,276       (87,276 )

PSMR

    121,084       (121,084 )

PSFM

    89,221       (89,221 )

PSCJ

    (1,112,920 )     1,112,920  

PSMJ

    (5,968,219 )     5,968,219  

PSFJ

    (2,205,160 )     2,205,160  

PSCQ

    (1,034,544 )     1,034,544  

PSMO

    (6,247,173 )     6,247,173  

PSFO

    (2,230,901 )     2,230,901  

TRPL

           

QDPL

    (177,163 )     177,163  

 

117

 

 

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NOTES TO FINANCIAL STATEMENTS
October 31, 2023 (Continued)

 

 

During the fiscal period ended October 31, 2023, the Fund realized the following in net capital gains/(losses) resulting from in-kind redemptions, in which shareholders exchanged Fund shares for securities held by the Fund rather than for cash. Because such gains are not taxable to the Fund, and are not distributed to shareholders, they have been reclassified from net realized losses to paid-in capital.

 

USAI

  $ 2,912,413  

BULD

     

ODDS

     

PSFF

    1,667,457  

PSCX

     

PSMD

     

PSFD

     

PSCW

     

PSMR

     

PSFM

     

PSCJ

    1,186,492  

PSMJ

    6,472,080  

PSFJ

    2,311,829  

PSCQ

    1,120,128  

PSMO

    6,399,102  

PSFO

    2,328,410  

TRPL

     

QDPL

    189,778  

 

NOTE 3 – COMMITMENTS AND OTHER RELATED PARTY TRANSACTIONS

 

Pursuant to an Investment Advisory Agreement (“Investment Advisory Agreement”) between the Trust, on behalf of the Funds, and the Adviser, the Adviser provides investment advice to the Funds and oversees the day-to-day operations of the Funds, subject to the direction and control of the Board and the officers of the Trust. The Adviser administers the Funds’ business affairs, provides office facilities and equipment and certain clerical, bookkeeping and administrative services. The Adviser bears the costs of all advisory and non-advisory services required to operate the Funds, in exchange for a single unitary management fee. For services provided to the Funds, the Funds pay the Adviser at an annual rate based on the Fund’s average daily net assets:

 

Ticker

Adviser Fee

USAI

0.75%

BULD

0.60%

ODDS

0.60%

PSFF

0.18%

PSCX

0.75%

PSMD

0.75%

PSFD

0.75%

PSCW

0.75%

PSMR

0.75%

PSFM

0.75%

PSCJ

0.75%

PSMJ

0.75%

PSFJ

0.75%

PSCQ

0.75%

PSMO

0.75%

PSFO

0.75%

TRPL

0.79%

QDPL

0.79%

 

118

 

 

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NOTES TO FINANCIAL STATEMENTS
October 31, 2023 (Continued)

 

 

Swan Global Management, LLC (“Swan”) serves as the sub-adviser to PSFF, PSCX, PSMD, PSFD, PSCW, PSMR, PSFM, PSCJ, PSMJ, PSFJ, PSCQ, PSMO and PSFO. The sub-adviser has responsibility for selecting and continuously monitoring the Funds’ investments. Sub-Advisory fees earned by Swan are paid by the Adviser.

 

Pursuant to a Sub-Advisory Agreement between the Adviser and Metaurus (the “Sub-Advisory Agreement”), Metaurus is responsible for the day-to-day management of the Funds, including the trading of portfolio securities for the Funds. Metaurus is responsible for selecting broker-dealers to execute purchase and sale transactions or in connection with any rebalancing of reconstitutions of Indices, subject to the supervision of the Adviser and the Board. For the services it provides to TRPL and QDPL, Metaurus is compensated by the Adviser from the management fees paid by TRPL and QDPL to the Adviser.

 

The Distributor acts as the Funds’ principal underwriter in a continuous public offering of the Funds’ shares. The Distributor is an affiliate of the Adviser. The Funds did not pay any fees or commissions to the Distributor during the fiscal period ended October 31, 2023.

 

Certain officers and a Trustee of the Trust are affiliated with the Adviser and Distributor.

 

NOTE 4 – SERVICE AND CUSTODY AGREEMENTS

 

The Funds have entered into Service Agreements with U.S. Bancorp Fund Services, LLC (“Fund Services” or “Administrator”) doing business as U.S. Global Fund Services and a Custody Agreement with U.S. Bank, N.A. (the “Custodian”), an affiliate of Fund Services. Under these agreements, Fund Services and the Custodian provide certain transfer agency, administrative, accounting and custody services. The Custodian acts as securities lending agent (the “Securities Lending Agent”) for the Funds.

 

NOTE 5 – SECURITIES LENDING

 

The Funds may lend up to 33 1/3% of the value of the securities in their portfolios to brokers, dealers and financial institutions (but not individuals) under terms of participation in a securities lending program administered by the Securities Lending Agent. The securities lending agreement requires that loans are collateralized at all times in an amount equal to at least 102% of the value of any domestic loaned securities at the time of the loan, plus accrued interest. The use of loans of foreign securities, which are denominated and payable in U.S. dollars, shall be collateralized in an amount equal to 105% of the value of any loaned securities at the time of the loan plus accrued interest. The Funds receive compensation in the form of fees and earn interest on the cash collateral. Due to timing issues of when a security is recalled from loan, the financial statements may differ in presentation. The amount of fees depends on a number of factors including the type of security and length of the loan. The Funds continue to receive interest payments or dividends on the securities loaned during the borrowing period. Gain or loss in the value of securities loaned that may occur during the term of the loan will be for the account of the Funds. The Funds have the right under the terms of the securities lending agreements to recall the securities from the borrower on demand.

 

As of October 31, 2023, USAI had loaned securities and received cash collateral for the loans. The cash collateral is invested in the Mount Vernon Liquid Assets Portfolio, LLC of which the investment objective is to seek to maximize income to the extent consistent with the preservation of capital and liquidity and maintain a stable NAV of $1.00. Although risk is mitigated by the collateral, the Fund could experience a delay in recovering their securities and possible loss of income or value if the borrower fails to return the borrowed securities. In addition, the Fund bears the risk of loss associated with the investment of cash collateral received.

 

During the year ended October 31, 2023, USAI had loaned securities that were collateralized by cash. The cash collateral received was invested in securities as listed in the Fund’s Schedule of Investments. Income earned from these investments is allocated to the Fund based on the Fund’s portion of total cash collateral received. Securities lending income is disclosed in the Fund’s Statement of Operations.

 

119

 

 

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NOTES TO FINANCIAL STATEMENTS
October 31, 2023 (Continued)

 

 

NOTE 6 – SECURED BORROWINGS

 

The following represents gross obligations for secured borrowings by remaining time to maturity as of October 31, 2023.

 

Securities Lending Transactions

 

Overnight and Continuous

 

Investments
Purchased with
Proceeds from
Securities Lending
Collateral*

 

USAI

  $ 3,725,563  

 

*

Proceeds from securities lending (Investments Purchased with Proceeds from Securities Lending Collateral).

 

Due to the absence of a master netting agreement related to the Funds’ participation in securities lending, no additional offsetting disclosures have been made on behalf of the Funds for the total borrowings listed above.

 

NOTE 7 – DERIVATIVES TRANSACTIONS

 

The Funds may enter into futures contracts to hedge various investments for risk management as well as speculative purposes. Initial margin deposits are made upon entering into futures contracts and can be either cash or securities. Secondary margin limits are required to be maintained while futures are held, as defined by each contract.

 

During the period a futures contract is open, changes in the value of the contract are recognized as unrealized gains or losses by “marking- to-market” on a daily basis to reflect the fair value of the contract at the end of each day’s trading. Variation margin receivables or payables represent the difference between the change in unrealized appreciation and depreciation on the open contracts and the cash deposits made on the margin accounts. When the contract is closed, the Funds record a realized gain or loss equal to the difference between the proceeds from the closing transaction and the Funds’ cost of entering into a contract. The use of futures contracts involves the risk of illiquid markets or imperfect correlation between the value of the instruments and the underlying securities, or that the counterparty will fail to perform its obligations.

 

The following table represents a summary of the value of derivative instruments as of October 31, 2023 and the effect of derivative instruments on the Statement of Assets and Liabilities as of October 31, 2023:

 

TRPL

 

Statement of Assets and Liabilities - Values of Derivative Instruments as of October 31, 2023

 

   

Asset Derivatives

 

Derivatives

 

Location

   

Value

 

Equity Contracts - Futures

    Deposit at Broker for Futures     $ 5,104  

 

The effect of Derivative Instruments on the Statement of Operations for the period ended October 31, 2023 is as follows:

 

Derivatives

 

Amount of Realized
Gain on Derivatives
Recognized
in Income

   

Derivatives

 

Change in Unrealized
Appreciation
on Derivatives
Recognized
in Income

 

Equity Contracts - Futures

  $    

Equity Contracts - Futures

  $ 1,674  

 

120

 

 

Pacer Funds

NOTES TO FINANCIAL STATEMENTS
October 31, 2023 (Continued)

 

 

QDPL

 

Statement of Assets and Liabilities - Values of Derivative Instruments as of October 31, 2023

 

   

Asset Derivatives

 

Derivatives

 

Location

   

Value

 

Equity Contracts - Futures

    Deposit at Broker for Futures     $ 983,987  

 

The effect of Derivative Instruments on the Statement of Operations for the period ended October 31, 2023 is as follows:

 

Derivatives

 

Amount of Realized
Gain on Derivatives
Recognized
in Income

   

Derivatives

 

Change in Unrealized
Appreciation
on Derivatives
Recognized
in Income

 

Equity Contracts - Futures

  $ 1,741    

Equity Contracts - Futures

  $ 269,300  

 

The average monthly value of long futures during the period ended October 31, 2023 in TRPL was $102,307 and in QDPL was $21,658,368.

 

NOTE 8 – OFFSETTING ASSETS AND LIABILITIES

 

The following is a summary of the Assets and Liabilities for each Fund subject to offsets as of October 31, 2023:

 

Assets

 

                           

Gross Amounts not offset in the
Statement of Assets and Liabilities

         

Description / Counterparty

 

Gross Amounts
of Recognized
Assets

   

Gross Amounts
Offset in the
Statement of
Assets and
Liabilities

   

Net Amounts
Presented in
the Statement
of Assets and
Liabilities

   

Financial
Instruments

   

Collateral
Pledged
(Received)

   

Net Amount

 

TRPL

                                               

Futures Contracts

  $ 28,954     $     $ 28,954     $ 28,954     $     $  

QDPL

                                               

Futures Contracts

    1,859,839             1,859,839       1,859,839              

 

Liabilities

 

                           

Gross Amounts Not Offset in the
Statements of Assets and Liabilities

         

Description

 

Gross Amounts
of Recognized
Liabilities

   

Gross Amounts
Offset in the
Statements
of Assets and
Liabilities

   

Net Amounts
Presented in
the Statements
of Assets and
Liabilities

   

Financial
Instruments

   

Collateral
Pledged
(Received)

   

Net Amount

 

USAI

                                               

Securities Lending

  $ 3,725,563     $     $ 3,725,563     $ 3,725,563     $     $  

 

121

 

 

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NOTES TO FINANCIAL STATEMENTS
October 31, 2023 (Continued)

 

 

NOTE 9 – INVESTMENT TRANSACTIONS

 

For the period ended October 31, 2023, the aggregate purchases and sales of securities by the Funds, excluding short-term securities and in-kind transactions were as follows:

 

   

Purchases

   

Sales

 

USAI

  $ 12,639,383     $ 12,387,878  

BULD

    227,346       226,646  

ODDS

    300,105       295,380  

PSCX

          4,863,643  

PSMD

          9,845,922  

PSFD

          797,693  

PSFF

    49,001,210       8,300,847  

PSCW

           

PSMR

           

PSFM

           

PSCJ

           

PSMJ

           

PSFJ

           

PSCQ

    6,442,639        

PSMO

    32,762,664        

PSFO

    11,628,888       1,330,276  

TRPL

    46,815       27,988  

QDPL

    10,369,318       4,796,202  

 

For the period ended October 31, 2023, in-kind transactions associated with creations and redemptions, excluding short-term securities were as follows:

 

   

Purchases

   

Sales

 

USAI

  $ 4,156,913     $ 6,667,557  

BULD

           

ODDS

           

PSCX

           

PSMD

           

PSFD

           

PSFF

    35,679,614       32,571,242  

PSCW

           

PSMR

           

PSFM

           

PSCJ

           

PSMJ

           

PSFJ

           

PSCQ

           

PSMO

           

PSFO

           

TRPL

           

QDPL

    44,290,815       766,017  

 

122

 

 

Pacer Funds

NOTES TO FINANCIAL STATEMENTS
October 31, 2023 (Continued)

 

 

For the period ended October 31, 2023, U.S. Government transactions associated with creations and redemptions, excluding short-term securities were as follows:

 

   

Purchases

   

Sales

 

USAI

  $     $  

BULD

           

ODDS

           

PSCX

           

PSMD

           

PSFD

           

PSFF

           

PSCW

           

PSMR

           

PSFM

           

PSCJ

           

PSMJ

           

PSFJ

           

PSCQ

           

PSMO

           

PSFO

           

TRPL

           

QDPL

    1,887,109        

 

For the period ended October 31, 2023, there were no long-term purchases or sales of U.S. Government Securities for the Funds.

 

NOTE 10 – TRANSACTIONS WITH AFFILIATED SECURITIES

 

PSFF seeks capital appreciation with downside protection. The Fund is an actively-managed exchange-traded fund that seeks to achieve its investment objective by investing in a portfolio of other ETFs also managed by the Fund’s Adviser, that seek exposure to U.S. equity securities, while limiting downside risk (the “Underlying ETFs”). Certain Underlying ETFs may also be sub-advised by the Fund’s Sub-Adviser. Underlying ETFs generally invest in equity securities or options on equity securities (including other ETFs) to obtain their long exposure to the U.S. equity market. Additionally, the Underlying ETFs may invest in cash, short-term U.S. Treasury securities, or high yield corporate bonds or utilize options on equity securities (including other ETFs) to hedge their exposure to U.S. equities. The Fund may also invest directly in equity securities, options on equity securities (including other ETFs) or indices, cash, or cash equivalents. While the Fund is not limited in the types of strategies the Underlying ETFs may utilize, the Fund is expected to primarily utilize “trend-following strategy” and “structured outcome strategy” styles of Underlying ETFs.

 

PSFF had the following transactions during the fiscal year with affiliates:

 

   

Share Activity

 

Security Name

 

Balance
November 1, 2022

   

Purchases

   

Sales

   

Balance
October 31, 2023

 

PSCX

    233,148       146,315       (70,485 )     308,978  

PSFD

    326,782       209,962       (99,710 )     437,034  

PSMO

    899,006       448,690       (276,936 )     1,070,760  

PSCW

    219,929       168,295       (60,782 )     327,442  

PSFO

    337,055       160,461       (116,786 )     380,730  

PSCJ

    229,999       151,639       (68,327 )     313,311  

PSMJ

    873,453       570,948       (259,268 )     1,185,133  

PSCQ

    191,388       96,845       (74,055 )     214,178  

PSFJ

    354,801       234,794       (105,624 )     483,971  

PSMD

    788,120       657,165       (262,012 )     1,183,273  

PSMR

    765,441       579,560       (331,699 )     1,013,302  

PSFM

    353,577       250,493       (131,300 )     472,770  

 

123

 

 

Pacer Funds

NOTES TO FINANCIAL STATEMENTS
October 31, 2023 (Continued)

 

 

   

Period Ended October 31, 2023

 

Security Name

 

Value

   

Dividend Income

   

Gain Realized on
Sale of Shares

   

Net Change
in Unrealized
Appreciation
(Depreciation)
on Investments
in Affiliate

 

PSCX

  $ 7,022,730     $     $ (9,238 )   $ 387,508  

PSFD

    11,337,929             95,314       753,654  

PSMO

    25,093,689             353,676       2,026,921  

PSCW

    6,999,564             15,018       112,056  

PSFO

    9,073,405             201,519       552,647  

PSCJ

    6,675,436             35,647       271,301  

PSMJ

    27,240,163             254,587       1,425,392  

PSCQ

    4,786,686             50,994       387,380  

PSFJ

    11,125,622             109,375       514,329  

PSMD

    28,282,709             125,982       1,679,410  

PSMR

    23,291,152             108,568       1,089,170  

PSFM

    11,208,857             120,559       550,047  

Total

  $ 172,137,942     $     $ 1,462,001     $ 9,749,815  

 

NOTE 11 – TAX COST BASIS

 

The components of tax basis cost of investments and net unrealized appreciation for federal income tax purposes at October 31, 2023, were as follows:

 

   

USAI

   

BULD

   

ODDS

   

PSFF

   

PSCX

 

Tax cost of investments

  $ 41,040,385     $ 1,540,253     $ 791,288     $ 165,584,885     $ 9,404,086  

Gross tax unrealized appreciation

    9,315,606       121,372       68,909       7,802,989       1,311,058  

Gross tax unrealized depreciation

    (3,577,895 )     (248,467 )     (164,521 )     (1,249,932 )     (545,731 )

Net tax unrealized appreciation (depreciation)

    5,737,711       (127,095 )     (95,612 )     6,553,057       765,327  

Undistributed ordinary income

                             

Undistributed long-term gain

                             

Total distributable earnings

                             

Other accumulated (loss)

    (990,327 )     (17,810 )     (42,452 )     (300,908 )     (853,996 )

Total accumulated gain (loss)

  $ 4,747,384     $ (144,905 )   $ (138,064 )   $ 6,252,149     $ (88,669 )

 

   

PSMD

   

PSFD

   

PSCW

   

PSMR

   

PSFM

 

Tax cost of investments

  $ 31,801,955     $ 16,962,602     $ 9,801,217     $ 28,938,887     $ 15,921,118  

Gross tax unrealized appreciation

    3,428,985       1,991,053       543,322       1,643,069       1,106,307  

Gross tax unrealized depreciation

    (1,441,454 )     (966,470 )     (296,880 )     (1,005,030 )     (635,032 )

Net tax unrealized appreciation (depreciation)

    1,987,531       1,024,583       246,442       638,039       471,275  

Undistributed ordinary income

                             

Undistributed long-term gain

                             

Total distributable earnings

                             

Other accumulated (loss)

    (1,192,820 )     (1,623,983 )     (990,064 )     (2,470,734 )     (1,813,687 )

Total accumulated gain (loss)

  $ 794,711     $ (599,400 )   $ (743,622 )   $ (1,832,695 )   $ (1,342,412 )

 

124

 

 

Pacer Funds

NOTES TO FINANCIAL STATEMENTS
October 31, 2023 (Continued)

 

 

   

PSCJ

   

PSMJ

   

PSFJ

   

PSCQ

   

PSMO

 

Tax cost of investments

  $ 9,276,013     $ 42,610,182     $ 23,534,017     $ 6,718,859     $ 36,860,708  

Gross tax unrealized appreciation

    334,692       1,896,878       1,509,510       77,604       539,465  

Gross tax unrealized depreciation

    (660,142 )     (3,041,452 )     (2,264,371 )     (155,050 )     (925,215 )

Net tax unrealized appreciation (depreciation)

    (325,450 )     (1,144,574 )     (754,861 )     (77,446 )     (385,750 )

Undistributed ordinary income

                             

Undistributed long-term gain

                             

Total distributable earnings

                             

Other accumulated (loss)

    (494,119 )     (1,268,113 )     (635,746 )     (541,013 )     (2,533,237 )

Total accumulated gain (loss)

  $ (819,569 )   $ (2,412,687 )   $ (1,390,607 )   $ (618,459 )   $ (2,918,987 )

 

   

PSFO

   

TRPL

   

QDPL

 

Tax cost of investments

  $ 10,773,698     $ 957,255     $ 161,992,750  

Gross tax unrealized appreciation

    147,680       56,528       10,521,084  

Gross tax unrealized depreciation

    (315,713 )     (171,573 )     (15,512,990 )

Net tax unrealized appreciation (depreciation)

    (168,033 )     (115,045 )     (4,991,906 )

Undistributed ordinary income

                 

Undistributed long-term gain

                 

Total distributable earnings

                 

Other accumulated (loss)

    (729,811 )     (14,649 )     983,987  

Total accumulated gain (loss)

  $ (897,844 )   $ (129,694 )   $ (4,007,919 )

 

The difference between book and tax-basis cost is attributable to the realization for tax purposes of unrealized gains on investments in Real Estate Investment Trusts (REITs), partnerships, passive foreign investment companies and wash sales. Under tax law, certain capital and foreign currency losses realized after October 31 and within the taxable year are deemed to arise on the first business day of a Fund’s next taxable year. At October 31, 2023, the Funds, on a tax basis, did not defer any post-October.

 

At October 31, 2023, the following Funds deferred, on a tax basis, ordinary late year loses:

 

   

Ordinary Late Year
Loss Deferral

 

USAI

  $  

BULD

    178  

ODDS

    687  

PSCX

    60,049  

PSMD

    163,903  

PSFD

    91,920  

PSFF

    170,434  

PSCW

    86,601  

PSMR

    138,771  

PSFM

    90,411  

PSCJ

    43,167  

PSMJ

    229,555  

PSFJ

    85,285  

PSCQ

    32,130  

PSMO

    165,195  

PSFO

    62,000  

TRPL

     

QDPL

     

 

125

 

 

Pacer Funds

NOTES TO FINANCIAL STATEMENTS
October 31, 2023 (Continued)

 

 

At October 31, 2023, the Funds had the following capital loss carryforwards:

 

   

Short-Term

   

Long-Term

   

Expires

 

USAI

  $ (704,930 )   $ (284,077 )     Indefinite  

BULD

    (13,840 )     (3,792 )     Indefinite  

ODDS

    (41,474 )     (287 )     Indefinite  

PSFF

    (130,265 )     (209 )     Indefinite  

PSCX

    (333,195 )     (460,752 )     Indefinite  

PSMD

    (347,800 )     (681,117 )     Indefinite  

PSFD

    (1,315,739 )     (216,324 )     Indefinite  

PSCW

    (758,597 )     (131,866 )     Indefinite  

PSMR

    (2,225,696 )     (106,267 )     Indefinite  

PSFM

    (1,593,385 )     (129,891 )     Indefinite  

PSCJ

    (390,541 )     (60,411 )     Indefinite  

PSMJ

    (789,870 )     (248,688 )     Indefinite  

PSFJ

    (550,461 )           Indefinite  

PSCQ

    (401,002 )     (107,881 )     Indefinite  

PSMO

    (2,099,001 )     (269,041 )     Indefinite  

PSFO

    (408,378 )     (259,433 )     Indefinite  

TRPL

    (4,550 )     (15,201 )     Indefinite  

QDPL

                Indefinite  

 

NOTE 12 – DISTRIBUTIONS TO SHAREHOLDERS

 

The tax character of distributions paid by the Funds during the fiscal year ended October 31, 2023, was as follows:

 

   

Ordinary Income

   

Capital Gains

   

Return of Capital

 

USAI

  $ 572,644     $     $ 1,917,356  

BULD

    3,412             723  

ODDS

    6,600              

PSFF

    6,428              

PSCX

                 

PSMD

                 

PSFD

                 

PSCW

                 

PSMR

                 

PSFM

                 

PSCJ

                 

PSMJ

                 

PSFJ

                 

PSCQ

                 

PSMO

                 

PSFO

                 

TRPL

    4,896             17,898  

QDPL

    897,292       85,981       3,763,619  

 

126

 

 

Pacer Funds

NOTES TO FINANCIAL STATEMENTS
October 31, 2023 (Continued)

 

 

The tax character of distributions paid by the Funds during the fiscal period ended October 31, 2022, was as follows:

 

   

Ordinary Income

   

Capital Gains

   

Return of Capital

 

USAI

  $ 380,508     $     $ 1,599,492  

PSFF

                 

PSCX

                 

PSMD

    32,631              

PSFD

                 

PSCW

                 

PSMR

                 

PSFM

                 

PSCJ

                 

PSMJ

    2,015              

PSFJ

                 

PSCQ

                 

PSMO

                 

PSFO

                 

ODDS

    2,886              

BULD

                 

 

NOTE 13 – RISKS

 

On February 24, 2022, Russia commenced a military attack on Ukraine. The outbreak of hostilities between the two countries could result in more widespread conflict and could have a severe adverse effect on the region and the markets. In addition, sanctions imposed on Russia by the United States and other countries, and any sanctions imposed in the future could have a significant adverse impact on the Russian economy and related markets. The price and liquidity of investments may fluctuate widely as a result of the conflict and related events. How long such conflict and related events will last and whether it will escalate further cannot be predicted, nor its effect on the Funds.

 

NOTE 14 – SUBSEQUENT EVENTS

 

Management of the Fund has evaluated the need for disclosures and/or adjustments resulting from subsequent events through the date these financial statements were issued. The evaluation did not result in any subsequent events that necessitated disclosures and/or adjustments other than the below:

 

On November 21, 2023, the following Funds declared a distribution from ordinary income to shareholders of record as of November 24, 2023, Payable November 29, 2023, as follows:    

 

   

Ordinary Income

   

Per Share Amount

 

USAI

  $ 192,000     $ 0.12000000  

 

127

 

 

Pacer Funds

NOTES TO FINANCIAL STATEMENTS
October 31, 2023 (Continued)

 

 

On December 26, 2023, the following Funds declared a distribution from ordinary income to shareholders of record as of December 28, 2023, Payable January 3, 2024, as follows:

 

   

Ordinary Income

   

Per Share Amount

 

USAI

  $ 192,000     $ 0.12000000  

BULD

  $ 355     $ 0.00887500  

ODDS

  $     $  

PSCX

  $     $  

PSMD

  $     $  

PSFD

  $     $  

PSCW

  $     $  

PSMR

  $     $  

PSFM

  $     $  

PSCJ

  $     $  

PSMJ

  $     $  

PSCQ

  $     $  

PSMO

  $     $  

PSFO

  $     $  

 

On December 27, 2023, the following Funds declared a distribution from ordinary income to shareholders of record as of December 29, 2023, Payable January 4, 2024, as follows:

 

   

Ordinary Income

   

Per Share Amount

 

PSFF

  $     $  

 

On December 27, 2023, the following Funds declared a distribution from ordinary income to shareholders of record as of December 29, 2023, Payable January 2, 2024, as follows:

 

   

Ordinary Income

   

Per Share Amount

 

TRPL

  $ 11,830     $ 0.47320000  

QDPL

  $ 3,373,344     $ 0.53040000  

 

128

 

 

Pacer Funds

REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM

 

 

To the Board of Trustees of Pacer Funds Trust and the Shareholders of
Pacer American Energy Independence ETF, Pacer BlueStar Engineering the Future ETF, Pacer BlueStar Digital Entertainment ETF, Pacer Swan SOS Fund of Funds ETF, Pacer Swan SOS Conservative (January) ETF, Pacer Swan SOS Moderate (January) ETF, Pacer Swan SOS Flex (January) ETF, Pacer Swan SOS Conservative (April) ETF, Pacer Swan SOS Moderate (April) ETF, Pacer Swan SOS Flex (April) ETF, Pacer Swan SOS Conservative (July) ETF, Pacer Swan SOS Moderate (July) ETF, Pacer Swan SOS Flex (July) ETF, Pacer Swan SOS Conservative (October) ETF, Pacer Swan SOS Moderate (October) ETF, Pacer Swan SOS Flex (October) ETF, Pacer Metaurus US Large Cap Dividend Multiplier 300 ETF and Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF

 

Opinion on the Financial Statements

 

We have audited the accompanying statements of assets and liabilities of the Pacer American Energy Independence ETF (“USAI”), Pacer BlueStar Engineering the Future ETF (“BULD”), Pacer BlueStar Digital Entertainment ETF (“ODDS”), Pacer Swan SOS Fund of Funds ETF (“PSFF”), Pacer Swan SOS Conservative (January) ETF (“PSCX”), Pacer Swan SOS Moderate (January) ETF (“PSMD”), Pacer Swan SOS Flex (January) ETF (“PSFD”), Pacer Swan SOS Conservative (April) ETF (“PSCW”), Pacer Swan SOS Moderate (April) ETF (“PSMR”), Pacer Swan SOS Flex (April) ETF (“PSFM”), Pacer Swan SOS Conservative (July) ETF (“PSCJ”), Pacer Swan SOS Moderate (July) ETF (“PSMJ”), Pacer Swan SOS Flex (July) ETF (“PSFJ”), Pacer Swan SOS Conservative (October) ETF (“PSCQ”), Pacer Swan SOS Moderate (October) ETF (“PSMO”), Pacer Swan SOS Flex (October) ETF (“PSFO”), Pacer Metaurus US Large Cap Dividend Multiplier 300 ETF (“TRPL”) and Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF (“QDPL”) and (collectively the “Funds”), each a series of the Pacer Funds Trust (the “Trust”) including the schedules of investments, schedules of written options and schedules of open futures contracts, as of October 31, 2023, the related statements of operations, the statements of changes in net assets, the related notes and the financial highlights for the periods indicated in the table below (collectively, referred to as the “financial statements”).

 

The financial highlights for the year ended November 30, 2019 for the USAI Fund were audited by other auditors whose opinion dated January 28, 2020, expressed an unqualified opinion on those financial statements.

 

In our opinion, the financial statements and financial highlights present fairly, in all material respects, the financial positions of the Funds, as of October 31, 2023, the results of their operations, the changes in their net assets, and the financial highlights for each of the periods indicated below, in conformity with accounting principles generally accepted in the United States of America.

 

Individual Funds
Included in the Trust

Statements of
Operations

Statements of Changes
in Net Assets

Financial
Highlights

Pacer American Energy Independence ETF

For the year ended October 31, 2023

For the years ended October 31, 2023 and 2022

For the years ended October 31, 2023, 2022 and 2021 and for the period December 1, 2019 to October 31, 2020

Pacer BlueStar Engineering the Future ETF

For the year ended October 31, 2023

For the year ended October 31, 2023 and for the period May 4, 2022 to October 31, 2022

For the year ended October 31, 2023 and for the period May 4, 2022 to October 31, 2022

Pacer BlueStar Digital Entertainment ETF

For the year ended October 31, 2023

For the year ended October 31, 2023 and for the period April 7, 2022 to October 31, 2022

For the year ended October 31, 2023 and for the period April 7, 2022 to October 31, 2022

Pacer Swan SOS Fund of Funds ETF

For the year ended October 31, 2023

For the years ended October 31, 2023 and 2022

For the years ended October 31, 2023, 2022 and for the period December 29, 2020 to October 31, 2021

Pacer Swan SOS Conservative (January) ETF

For the year ended October 31, 2023

For the years ended October 31, 2023 and 2022

For the years ended October 31, 2023, 2022 and for the period December 22, 2020 to October 31, 2021

Pacer Swan SOS Moderate (January) ETF

For the year ended October 31, 2023

For the years ended October 31, 2023 and 2022

For the years ended October 31, 2023, 2022 and for the period December 22, 2020 to October 31, 2021

 

129

 

 

Pacer Funds

REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM
(Continued)

 

 

Individual Funds
Included in the Trust

Statements of
Operations

Statements of Changes
in Net Assets

Financial
Highlights

Pacer Swan SOS Flex (January) ETF

For the year ended October 31, 2023

For the years ended October 31, 2023 and 2022

For the years ended October 31, 2023, 2022 and for the period December 22, 2020 to October 31, 2021

Pacer Swan SOS Conservative (April) ETF

For the year ended October 31, 2023

For the years ended October 31, 2023 and 2022

For the years ended October 31, 2023, 2022 and for the period March 31, 2021 to October 31, 2021

Pacer Swan SOS Moderate (April) ETF

For the year ended October 31, 2023

For the years ended October 31, 2023 and 2022

For the years ended October 31, 2023, 2022 and for the period March 31, 2021 to October 31, 2021

Pacer Swan SOS Flex (April) ETF

For the year ended October 31, 2023

For the years ended October 31, 2023 and 2022

For the years ended October 31, 2023, 2022 and for the period March 31, 2021 to October 31, 2021

Pacer Swan SOS Conservative (July) ETF

For the year ended October 31, 2023

For the years ended October 31, 2023 and 2022

For the years ended October 31 2023, 2022 and for the period June 30, 2021 to October 31, 2021

Pacer Swan SOS Moderate (July) ETF

For the year ended October 31, 2023

For the years ended October 31, 2023 and 2022

For the years ended October 31, 2023, 2022 and for the period June 30, 2021 to October 31, 2021

Pacer Swan SOS Flex (July) ETF

For the year ended October 31, 2023

For the years ended October 31, 2023 and 2022

For the years ended October 31, 2023, 2022 and for the period June 30, 2021 to October 31, 2021

Pacer Swan SOS Conservative (October) ETF

For the year ended October 31, 2023

For the years ended October 31, 2023 and 2022

For the years ended October 31, 2023, 2022 and for the period September 30, 2021 to October 31, 2021

Pacer Swan SOS Moderate (October) ETF

For the year ended October 31, 2023

For the years ended October 31, 2023 and 2022

For the years ended October 31, 2023, 2022 and for the period September 30, 2021 to October 31, 2021

Pacer Swan SOS Flex (October) ETF

For the year ended October 31, 2023

For the years ended October 31, 2023 and 2022

For the years ended October 31, 2023, 2022 and for the period September 30, 2021 to October 31, 2021

Pacer Metaurus US Large Cap Dividend Multiplier 300 ETF

For the period May 1, 2023 through October 31, 2023 and the year ended ended April 30, 2023

For the period May 1, 2023 through October 31, 2023, the year ended ended April 30, 2023 and the period July 12, 2021 through April 30, 2022

For the period May 1, 2023 through October 31, 2023, the year ended ended April 30, 2023 and the period July 12, 2021 through April 30, 2022

Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF

For the period May 1, 2023 through October 31, 2023 and the year ended ended April 30, 2023

For the period May 1, 2023 through October 31, 2023, the year ended ended April 30, 2023 and the period July 12, 2021 through April 30, 2022

For the period May 1, 2023 through October 31, 2023, the year ended ended April 30, 2023 and the period July 12, 2021 through April 30, 2022

 

130

 

 

Pacer Funds

REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM
(Continued)

 

 

Basis for Opinion

 

These financial statements and financial highlights are the responsibility of the Funds’ management. Our responsibility is to express an opinion on these financial statements and financial highlights based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (“PCAOB”) and are required to be independent with respect to the Funds in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.

 

We conducted our audits in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements and financial highlights are free of material misstatement, whether due to error or fraud. The Funds are not required to have, nor were we engaged to perform, an audit of their internal control over financial reporting. As part of our audits, we are required to obtain an understanding of internal control over financial reporting but not for the purpose of expressing an opinion on the effectiveness of the Funds’ internal control over financial reporting. Accordingly, we express no such opinion.

 

Our audits included performing procedures to assess the risk of material misstatement of the financial statements and financial highlights, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements and financial highlights. Our procedures included confirmation of securities and cash owned as of October 31, 2023, by correspondence with the custodian and brokers; when replies were not received from brokers, we performed other auditing procedures. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements and financial highlights. We believe that our audits provide a reasonable basis for our opinion.

 

 

We have served as the auditor for the Pacer Funds Trust since 2015
Huntingdon Valley, Pennsylvania
December 27, 2023

 

131

 

 

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ADDITIONAL INFORMATION
(Unaudited)

 

 

NOTE 1 – FREQUENCY DISTRIBUTION OF PREMIUMS AND DISCOUNTS

 

Information regarding how often shares of a Fund trade on the Exchange at a price above (i.e., at a premium) or below (i.e., at a discount) the NAV of the Fund is available on the Fund’s website at www.PacerETFs.com.

 

NOTE 2 – FEDERAL TAX INFORMATION

 

Qualified Dividend Income/Dividends Received Deduction

 

For the fiscal year ended October 31, 2023, certain dividends paid by the Funds may be subject to a maximum tax rate of 23%, as provided for by the Tax Cuts and Jobs Act of 2017.

 

The percentage of dividends declared from ordinary income designated as qualified dividend income was as follows:

 

Pacer American Energy Independence ETF

100.00%

Pacer Metaurus US Large Cap Target Dividend 300 ETF

100.00%

Pacer Metaurus US Large Cap Target Dividend 400 ETF

99.36%

Pacer Swan SOS Conservative (October) ETF

0.00%

Pacer Swan SOS Moderate (October) ETF

0.00%

Pacer Swan SOS Flex (October) ETF

0.00%

Pacer Swan SOS Conservative (April) ETF

0.00%

Pacer Swan SOS Flex (April) ETF

0.00%

Pacer Swan SOS Moderate (April) ETF

0.00%

Pacer Swan SOS Conservative (January) ETF

0.00%

Pacer Swan SOS Flex (January) ETF

0.00%

Pacer Swan SOS Moderate (January) ETF

0.00%

Pacer Swan SOS Fund of Funds ETF

0.00%

Pacer Swan SOS Conservative (July) ETF

0.00%

Pacer Swan SOS Flex (July) ETF

0.00%

Pacer Swan SOS Mod (July) ETF

0.00%

Pacer Bluestar Engineering the Future ETF

100.00%

Pacer BlueStar Digital Entertainment ETF

100.00%

 

For corporate shareholders, the percent of ordinary income distributions qualifying for the corporate dividends received deduction for the fiscal year ended October 31, 2023 was as follows:

 

Pacer American Energy Independence ETF

100.00%

Pacer Metaurus US Large Cap Target Dividend 300 ETF

100.00%

Pacer Metaurus US Large Cap Target Dividend 400 ETF

95.92%

Pacer Swan SOS Conservative (October) ETF

0.00%

Pacer Swan SOS Moderate (October) ETF

0.00%

Pacer Swan SOS Flex (October) ETF

0.00%

Pacer Swan SOS Conservative (April) ETF

0.00%

Pacer Swan SOS Flex (April) ETF

0.00%

Pacer Swan SOS Moderate (April) ETF

0.00%

Pacer Swan SOS Conservative (January) ETF

0.00%

Pacer Swan SOS Flex (January) ETF

0.00%

Pacer Swan SOS Moderate (January) ETF

0.00%

Pacer Swan SOS Fund of Funds ETF

0.00%

Pacer Swan SOS Conservative (July) ETF

0.00%

Pacer Swan SOS Flex (July) ETF

0.00%

Pacer Swan SOS Mod (July) ETF

0.00%

Pacer Bluestar Engineering the Future ETF

100.00%

Pacer BlueStar Digital Entertainment ETF

7.09%

 

132

 

 

Pacer Funds

ADDITIONAL INFORMATION
(Unaudited) (Continued)

 

 

The Percentage of taxable ordinary income distributions that are designated as short-term capital gain distributions under Internal Revenue Section 871(k)(2)(C) for each Fund were as follows (unaudited).

 

Pacer American Energy Independence ETF

0.00%

Pacer Metaurus US Large Cap Target Dividend 300 ETF

0.00%

Pacer Metaurus US Large Cap Target Dividend 400 ETF

9.67%

Pacer Swan SOS Conservative (October) ETF

0.00%

Pacer Swan SOS Moderate (October) ETF

0.00%

Pacer Swan SOS Flex (October) ETF

0.00%

Pacer Swan SOS Conservative (April) ETF

0.00%

Pacer Swan SOS Flex (April) ETF

0.00%

Pacer Swan SOS Moderate (April) ETF

0.00%

Pacer Swan SOS Conservative (January) ETF

0.00%

Pacer Swan SOS Flex (January) ETF

0.00%

Pacer Swan SOS Moderate (January) ETF

0.00%

Pacer Swan SOS Fund of Funds ETF

0.00%

Pacer Swan SOS Conservative (July) ETF

0.00%

Pacer Swan SOS Flex (July) ETF

0.00%

Pacer Swan SOS Mod (July) ETF

0.00%

Pacer Bluestar Engineering the Future ETF

0.00%

Pacer BlueStar Digital Entertainment ETF

0.00%

 

Foreign Tax Credit Pass Through

 

Pursuant to Section 853 of the Internal Revenue Code, the following Funds designate the following amounts as foreign taxes paid for the year ended October 31, 2023. Foreign taxes paid for purposes of Section 853 may be less than actual foreign taxes paid for financial statement purposes.

 

                   

Per Share

 

Fund

 

Gross Foreign
Source Income

   

Foreign Taxes
Passthrough

   

Gross Foreign
Source Income

   

Foreign Taxes
Passthrough

 

USAI

  $     $     $     $  

BULD

    10,713       1,949       0.13       0.02  

ODDS

    10,314       1,090       0.26       0.03  

PSFF

                       

PSCX

                       

PSMD

                       

PSFD

                       

PSCW

                       

PSMR

                       

PSFM

                       

PSCJ

                       

PSMJ

                       

PSFJ

                       

PSCQ

                       

PSMO

                       

PSFO

                       

TRPL

                       

QDPL

                       

 

Foreign taxes paid or withheld should be included in taxable income with an offsetting deduction from gross income or as a credit for taxes paid to foreign governments.

 

Above figures may differ from those cited elsewhere in this report due to difference in the calculation of income and gains under GAAP purposes and Internal Revenue Service purposes.

 

133

 

 

Pacer Funds

ADDITIONAL INFORMATION
(Unaudited) (Continued)

 

 

Shareholders are strongly advised to consult their own tax advisers with respect to the tax consequences of their investments in the Funds.

 

NOTE 3 – DISCLOSURE OF PORTFOLIO HOLDINGS

 

The Funds files their complete schedule of portfolio holdings for their first and third fiscal quarters with the Securities and Exchange Commission (“SEC”) on Part F of Form N-PORT. The Funds’ Part F of Form N-PORT is available on the website of the SEC at www.sec.gov. Each Fund’s portfolio holdings are posted on its website at www.PacerETFs.com daily.

 

NOTE 4 – PROXY VOTING POLICIES AND PROCEDURES

 

A description of the policies and procedures the Funds use to determine how to vote proxies relating to portfolio securities is provided in the Statement of Additional Information (“SAI”). The SAI is available without charge upon request by calling toll-free at (800) 617-0004, by accessing the SEC’s website at www.sec.gov, or by accessing the Funds’ website at www.paceretfs.com. Information how the Funds voted proxies relating to portfolio securities during the year ended June 30 is available without charge, upon request, by calling (800) 617-0004 or by accessing the website of the SEC.

 

NOTE 5 – REVIEW OF LIQUIDITY RISK MANAGEMENT PROGRAM

 

Pursuant to Rule 22e-4 under the Investment Company Act of 1940, the Trust has adopted a liquidity risk management program to govern the Trust’s approach to managing liquidity risk. Rule 22e-4 seeks to promote effective liquidity risk management, thereby reducing the risk that a fund will be unable to meet its redemption obligations and mitigating dilution of the interests of fund shareholders. The Trust’s liquidity risk management program is tailored to reflect its particular risks, but not to eliminate all adverse impacts of liquidity risk.

 

The Investment Adviser to the Trust has adopted and implemented its own written liquidity risk management program (the “Program”) tailored specifically to assess and manage the liquidity risk of the funds it advises.

 

On September 20, 2023, the Trustees of Pacer Funds Trust reviewed and considered a written report prepared by the program administrator of the Funds’ Liquidity Risk Management Program (the “Program”), which addressed the operation of the Program and assessed the Program’s adequacy and effectiveness of implementation. In considering the report, the Trustees noted that the Program Administrator has determined that certain funds within the Pacer Funds Trust are deemed “In-Kind” in accordance with Rule 22e-4. They then reviewed the changes to the Program that were implemented during the past year with the Program Administrator, and reviewed all of the material features of the Program to ensure that they understand how the Program is designed to assess and manage the risk that the Funds within the Trust could not meet requests to redeem shares issued by the Funds without significant dilution of remaining investors in the Funds. Following this review and discussion, the Trustees determined that they believe the disclosures in the report, taken as a whole, provide the information necessary for the Trustees to effectively assess the Program and its implementation, and that they are comfortable with the report’s conclusion that the Program is reasonably designed to assess and manage the Funds’ liquidity risk, and that the Program has operated as intended during the past year.

 

NOTE 6 - BOARD CONSIDERATIONS IN APPROVING THE INVESTMENT ADVISORY AGREEMENT FOR THE FUNDS

 

USAI, GCOW, COWZ, PTEU and PWS

 

The Board of Trustees (the “Board”) of Pacer Funds Trust (the “Trust”), including the Trustees thereof who are not “interested persons,” as defined by the Investment Company Act of 1940, as amended (the “1940 Act”), of the Trust (the “Independent Trustees”), held a meeting on September 20, 2023 (the “Meeting”) for the purpose of, among other things, the consideration of, and voting on, the proposed renewal of the investment advisory agreement (the “Investment Advisory Agreement”) between the Trust and Pacer Advisors, Inc. (the “Adviser”), relating to the Pacer American Energy Independence ETF (USAI), Pacer Global Cash Cows Dividend ETF (GCOW), Pacer US Cash Cows 100 ETF (COWZ), Pacer Trendpilot European ETF (PTEU) and Pacer Wealthshield ETF (PWS) (each, a “Fund” and together, the “September Renewal Funds”).

 

The Board, including a majority of the Trust’s Independent Trustees voting separately, approved the renewal of the Investment Advisory Agreement as it relates to each Fund at the Meeting, based on its review of qualitative and quantitative information provided by the Adviser as well as the Trust’s other service providers. Prior to deciding to approve the renewal of the Investment Advisory Agreement at the Meeting, the Independent Trustees requested and obtained from the Adviser such information as the Independent Trustees deemed reasonably necessary to evaluate the terms of the Investment Advisory Agreement. The Independent Trustees received assistance and advice from, and met separately with, independent counsel. In addition, the Independent Trustees received a memorandum from independent counsel regarding the responsibilities of the Board with respect to the renewal of the Investment Advisory Agreement.

 

134

 

 

Pacer Funds

ADDITIONAL INFORMATION
(Unaudited) (Continued)

 

 

The Independent Trustees carefully evaluated information provided by the Adviser, including: a copy of the Investment Advisory Agreement; the Adviser’s responses to a questionnaire designed to provide the Board with information reasonably necessary to evaluate the terms of the Investment Advisory Agreement; the Adviser’s Form ADV; information describing the nature, quality and extent of services that the Adviser has and is prepared in the future to provide to the Funds, and the advisory fees payable to the Adviser for its services; certain comparative information prepared by Broadridge Financial Solutions (“Broadridge”) regarding each Fund’s fees and expenses relative to the fees and expenses of other funds with similar investment objectives and strategies; a copy of the Trust’s registration statement that included the Funds; information regarding compliance; marketing and distribution related initiatives; changes (if any) in personnel serving the Funds; and information regarding the financial condition of the Adviser.

 

Representatives from the Adviser, along with other Trust service providers, presented additional information and participated in question-and-answer sessions at the Meeting to help the Board evaluate the Adviser’s services, fees and other aspects of the Investment Advisory Agreement. Independent Trustee Counsel reviewed the factors the Trustees should consider in approving the Advisory Agreement, including the following to the extent applicable: (1) the nature, quality and extent of the services to be provided by the Adviser; (2) the cost of the services provided and the profits realized by the Adviser from services rendered to the Trust; (3) comparative fee and expense data for the Trust’s series and other investment companies with similar investment objectives; (4) the extent to which economies of scale would be realized as the Trust’s assets grew and whether the advisory fee payable to the Adviser reflects these economies of scale; and (5) other incidental and “fall-out” benefits to the Adviser and its affiliates resulting from services rendered to the Trust.

 

The Board, including the Independent Trustees evaluated these factors and various materials in connection with the approval process, including: (1) a copy of each Fund’s Advisory Agreement; (2) the Adviser’s responses to questionnaires designed to provide the Board with information reasonably necessary to evaluate the terms of the Fund’s Advisory Agreement; (3) the Adviser’s Form ADV disclosures; (4) information describing the nature, quality and extent of services that the Adviser is prepared to provide to the Funds; (5) the advisory fee payable by each Fund to the Adviser for its services; (6) certain comparative information prepared by Broadridge regarding each Fund’s fees and expenses and performance relative to the fees and expenses of other comparable funds and each Fund’s underlying index; (7) a copy of the Trust’s registration statement and prospectuses; and (8) information regarding the ownership and management structure, financial condition, and compliance program of the Adviser.

 

Nature, Extent and Quality of Services to be Provided by the Adviser. The Board reviewed the scope of services to be provided by the Adviser under the Investment Advisory Agreement. In this regard, the Trustees reviewed each Fund’s investment goal and investment strategy, and the Adviser’s ability to implement such investment goal and/or investment strategy, including, but not limited to, trading practices. In addition, the Trustees reviewed the management team at the Adviser that would be responsible for managing each Fund, including staffing, skills and compensation program, and considered various other Funds advised by the Adviser and any potential conflicts.

 

Based on its review, the Board determined that the Adviser is capable of providing all necessary advisory services required by each Fund, as indicated by the Adviser’s management capabilities, the professional qualifications and experience of its portfolio management personnel and the performance of the Funds relative to their respective underlying indexes. The Board reviewed, a comparison of each September Renewal Fund’s performance for the one-year, three-year, five-year and since inception periods ended June 30, 2023, to that of its underlying index and that, during the year, the Board received periodic reports on each Fund’s short- and longer-term performance in comparison with its underlying index. The Board noted that each of the September Renewal Fund’s generally performed in line with its underlying index over the relevant periods. The Board also considered other services provided to the Funds by the Adviser, where relevant, such as selecting broker-dealers for executing portfolio transactions, monitoring adherence to each Fund’s investment restrictions, and monitoring compliance with various policies and procedures and with applicable securities regulations.

 

Based on the factors above, as well as those discussed below, the Board concluded, within the context of its full deliberations, that it was satisfied with the nature, extent and quality of the services provided and to be provided to the Funds by the Adviser.

 

Costs and Benefits of Advisory Services to be Provided to the Funds. In considering the advisory fees payable by the Trust to the Adviser and each Fund’s expense ratio, the Board reviewed statistical information prepared by Broadridge regarding the expense ratio components, including gross and net total expenses of the Fund in comparison with the same information for other ETFs, objectively selected by Broadridge as comprising the Fund’s applicable expense peer group (“Peer Group”) pursuant to Broadridge’s proprietary ETF methodology. The Board was provided with a detailed description of the proprietary ETF methodology used by Broadridge to determine the Fund’s peer group. The Board noted that, due to the limitations in providing comparable funds in the peer group, the statistical information provided in Broadridge’s report may or may not provide meaningful direct comparisons to the Fund in all instances. The Board compared each Fund’s expense ratio to the expense ratios of funds in its Peer Group, focusing on whether each Fund was charged fees that were within the range of fees charged by those in the Peer Group. It also noted that the Adviser had contractually agreed to pay the operating expenses of each Fund, including the cost of transfer agency, custody, fund administration, legal, audit and other services, except interest,

 

135

 

 

Pacer Funds

ADDITIONAL INFORMATION
(Unaudited) (Continued)

 

 

taxes, brokerage commissions and other expenses in connection with the execution of portfolio transactions, and extraordinary and non-routine expenses. It was noted that this contractual agreement cannot be changed without shareholder approval. The Board also evaluated the compensation and incidental or “fall-out” benefits received (or proposed or likely to be received) by the Adviser from its relationship with the Funds, taking into account assessments of the Adviser’s profitability prepared and shared by the Adviser’s management.

 

Based on the factors above, as well as those discussed below, the Board concluded, within the context of its full deliberations, that each Fund’s advisory fee was reasonable in light of the nature and quality of the services expected to be rendered by the Adviser.

 

Economies of Scale. The Board also reviewed and considered the extent to which economies of scale would be realized by the Adviser as the assets of the Funds may grow in the future. In considering the extent to which economies of scale would be realized as the Funds grow and whether advisory fee levels reflect those economies of scale for the benefit of the Funds’ investors, the Trustees considered that each Fund’s fee arrangement with the Adviser involved a contractual commitment by the Adviser to pay the operating expenses of each Fund. For each Fund the Trustees considered that, while the investment advisory fee would remain the same at all asset levels, the Funds’ shareholders benefited from the Adviser’s commitment to pay each Fund’s operating expenses out of its investment advisory fee. The Trustees noted that the advisory fee structure of the Funds would not directly result in economies of scale for shareholders.

 

Based on its deliberations and its evaluation of the information described above, at the Meeting, the Board, including the Independent Trustees: (a) concluded that the terms of the Investment Advisory Agreement with respect to each Fund are fair and reasonable; (b) concluded that the Adviser’s fees are reasonable in light of the nature and quality of the services expected to be rendered by the Adviser to each Fund; and (c) agreed to approve the renewal of the Investment Advisory Agreement as to each Fund for an additional annual period. In its deliberations at the Meeting, the Board did not identify any particular factor (or conclusion with respect thereto) or single piece of information that was all-important, controlling or determinative of its decision, but considered all of the factors together, and each Trustee may have attributed different weights to the various factors (and conclusions with respect thereto) and information.

 

PACER SWAN SOS FUNDS

 

The Board of Trustees (the “Board”) of Pacer Funds Trust (the “Trust”), including the Trustees thereof who are not “interested persons,” as defined by the Investment Company Act of 1940, as amended (the “1940 Act”), of the Trust (the “Independent Trustees”), held a meeting on September 20, 2023 (the “Meeting”) for the purpose of, among other things, the consideration of, and voting on, the proposed renewal of the investment advisory agreement (the “SOS ETFs Advisory Agreement”) between the Trust and Pacer Advisors, Inc. (the “Adviser”), relating to the Pacer Swan SOS Fund of Funds ETF, Pacer Swan SOS Conservative ETF, Pacer Swan SOS Moderate ETF, and Pacer Swan SOS Flex ETF (each, a “Fund” together, the “Funds”). The Board also considered the continuation of the investment sub-advisory agreement (the “Swan Sub-Advisory Agreement”) between the Adviser and Swan Global Management (referred to as “Swan” or the “Sub-Advisor”) with respect to each Fund.

 

The Board, including a majority of the Trust’s Independent Trustees voting separately, approved the renewal of the Swan ETFs Advisory Agreement and the Swan Sub-Advisory Agreement as it relates to each Fund at the Meeting, based on its review of qualitative and quantitative information provided by the Adviser, Sub-Advisor as well as the Trust’s other service providers. Prior to deciding to approve the renewal of the Swan ETFs Advisory Agreement and Swan Sub-Advisory Agreement at the Meeting, the Independent Trustees requested and obtained from the Adviser and the Sub-Advisor such information as the Independent Trustees deemed reasonably necessary to evaluate the terms of the respective agreements. The Independent Trustees received assistance and advice from, and met separately with, independent counsel. In addition, the Independent Trustees received a memorandum from independent counsel regarding the responsibilities of the Board with respect to the renewal of the Swan ETFs Advisory Agreement and the Swan Sub-Advisory Agreement.

 

Representatives from the Adviser and Swan presented additional information and participated in question-and-answer sessions at the Meeting to help the Board evaluate the Adviser’s and Swan’s services, fees and other aspects of the SOS ETFs Advisory Agreement and Swan Sub-Advisory Agreement. Independent Trustee Counsel reviewed the factors the Trustees should consider in approving the SOS ETFs Advisory Agreement and Swan Sub-Advisory Agreement including the following to the extent applicable: (1) the nature, quality and extent of the services to be provided by the Adviser; (2) the cost of the services provided and the profits realized by the Adviser from services rendered to the Trust; (3) comparative fee and expense data for the Trust’s series and other investment companies with similar investment objectives; (4) the extent to which economies of scale would be realized as the Trust’s assets grew and whether the advisory fee payable to the Adviser reflects these economies of scale; and (5) other incidental and “fall-out” benefits to the Adviser and its affiliates resulting from services rendered to the Trust.

 

The Board, including the Independent Trustees evaluated these factors and various materials in connection with the approval process, including: (1) a copy of the SOS ETFs Advisory Agreement and the Swan Sub-Advisory Agreement; (2) the Adviser’s and Swan’s responses to questionnaires designed to provide the Board with information reasonably necessary to evaluate the terms of the SOS ETFs Advisory Agreement and the Swan Sub-Advisory Agreement; (3) the Adviser’s and Swan’s Form ADV disclosures; (4) information describing the

 

136

 

 

Pacer Funds

ADDITIONAL INFORMATION
(Unaudited) (Continued)

 

 

nature, quality and extent of services that the Adviser and Swan is prepared to provide to the SOS ETFs; (5) the advisory fee payable by each SOS ETF to the Adviser for its services and the sub-advisory fee payable to Swan by the Adviser under the Swan Sub-Advisory Agreement; (6) certain comparative information prepared by Broadridge Financial Solutions (“Broadridge”) regarding each Fund’s fees and expenses and performance relative to the fees and expenses of other comparable funds and each Fund’s underlying index; (7) a copy of the Trust’s registration statement and prospectuses; and (8) information regarding the ownership and management structure, financial condition, and compliance program of the Adviser and Swan.

 

In considering the approval of the SOS ETFs Advisory Agreement and the Swan Sub-Advisory Agreement, respectively, the Board considered various factors that the Trustees determined were relevant, including: (i) the nature, extent and quality of the services to be provided by the Adviser and Swan, including the performance of the Adviser and Swan with respect to the SOS ETFs; (ii) the costs and benefits, including the fee to be paid to the Adviser by the SOS ETFs, of the advisory services to be provided to the SOS ETFs; (iii) the fee paid to Swan by the Adviser; and (iv) potential economies of scale.

 

Nature, Extent and Quality of Services to be Provided by the Adviser and Swan. The Board reviewed the scope of services provided by the Adviser under the SOS ETFs Advisory Agreement and Swan under the Swan Sub-Advisory Agreement. In this regard, the Trustees reviewed SOS ETFs’ investment goal and investment strategy, and each of the Adviser’s and Swan’s ability to implement such investment goal and/or investment strategy, including, but not limited to, trading practices. With respect to sub-advisory services to be provided by Swan, the Board noted that the Sub-Advisor has assets allocated to it by the Adviser and considered Swan’s ability to ensure compliance with SOS ETF’s strategies, policies, and limitations. The Board reviewed a comparison of each SOS ETFs’ performance for the one-year and since inception periods ended June 30, 2023 to that of the S&P 500 Price Return Index and that, during the year, the Board received periodic reports on each Fund’s short- and longer-term performance in comparison with the S&P 500 Price Return Index. The Board noted that each of the SOS ETF’s generally performed in line with its investment objective over the relevant periods. The Trustees also considered the successful performance of Swan in managing each SOS ETF. In addition, the Trustees reviewed the management team at the Adviser and Swan that is responsible for managing each SOS ETF, including staffing, skills and compensation program, and considered various other portfolios advised by the Adviser and Swan and any potential conflicts. They discussed the personnel changes at Swan and considered the quality of the professionals brought in to replace such personnel.

 

Based on its review, the Board determined that each of the Adviser and Swan is capable of providing all necessary advisory and sub-advisory services required by each SOS ETF, as indicated by the Adviser’s and Swan’s management capabilities, the professional qualifications and experience of its portfolio management personnel and the performance of each SOS ETF relative to the S&P 500 Price Return Index and other products managed by the Adviser and Swan with similar investment objectives and strategies as each SOS ETF, as applicable. The Board also considered other services provided to each SOS ETF by the Adviser and Swan, where relevant, such as selecting broker-dealers for executing portfolio transactions, monitoring adherence to each SOS ETF’s investment restrictions, and monitoring compliance with various policies and procedures and with applicable securities regulations.

 

Based on the factors above, as well as those discussed below, the Board concluded, within the context of its full deliberations, that it was satisfied with the nature, extent and quality of the services provided and to be provided to each SOS ETF by the Adviser and Swan, respectively.

 

Costs and Benefits of Advisory Services to be Provided to each SOS ETF. In considering the advisory fees payable by the Trust to the Adviser and each SOS ETF’s expense ratio, the Board reviewed statistical information prepared by Broadridge regarding the expense ratio components, including gross and net total expenses of a Fund in comparison with the same information for other ETFs, objectively selected by Broadridge as comprising the Fund’s applicable expense peer group (“Peer Group”) pursuant to Broadridge’s proprietary ETF methodology. The Board was provided with a detailed description of the proprietary ETF methodology used by Broadridge to determine a Fund’s peer group. The Board noted that, due to the limitations in providing comparable funds in the peer group, the statistical information provided in Broadridge’s report may or may not provide meaningful direct comparisons to a Fund in all instances. The Board compared each SOS ETF’s expense ratio to the expense ratios of funds in its Peer Group, focusing on whether each SOS ETF was charged fees that were within the range of fees charged by those in the Peer Group. It also noted that the Adviser had contractually agreed to pay the operating expenses of each SOS ETF, including the cost of transfer agency, custody, fund administration, legal, audit and other services, except interest, taxes, brokerage commissions and other expenses in connection with the execution of portfolio transactions, and extraordinary and non-routine expenses. It was further noted that this contractual agreement cannot be changed without shareholder approval. The Board also evaluated the compensation and incidental or “fall-out” benefits received by the Adviser from its relationship with each SOS ETF, considering the Adviser’s profitability analysis prepared and shared by the Adviser’s management.

 

Based on the factors above, as well as those discussed below, the Board concluded, within the context of its full deliberations, that each SOS ETF’s advisory fee was reasonable in light of the nature and quality of the services expected to be rendered by the Adviser.

 

137

 

 

Pacer Funds

ADDITIONAL INFORMATION
(Unaudited) (Continued)

 

 

Costs and Benefits of Swan’s Sub-Advisory Advisory Services to be Provided to each SOS ETF. The Board noted that the sub-advisory fees paid to Swan are paid by the Adviser and would not be additional fees to be borne by each SOS ETF. The Board also noted that the sub-advisory fees were the product of arms-length negotiations between the Adviser and Swan. In considering the sub-advisory fees payable by the Adviser to Swan, the Board evaluated the compensation and benefits received or likely to be received by Swan from the Adviser relating to the services provided to each SOS ETF. Based on the factors above, as well as those discussed below, the Board concluded, within the context of its full deliberations, that the sub-advisory fees payable to Swan under the Swan Sub-Advisory Agreement with the Adviser were reasonable in light of the nature and quality of the services rendered and, where relevant, expected to be rendered by the Sub-Advisor.

 

Economies of Scale. The Board also reviewed and considered the extent to which economies of scale would be realized by the Adviser and the Sub-Advisor as the assets of the Funds may grow in the future. In considering the extent to which economies of scale would be realized as the Funds grow and whether advisory fee levels reflect those economies of scale for the benefit of the Funds’ investors, the Trustees considered that each Fund’s fee arrangement with the Adviser involved a contractual commitment by the Adviser to pay the operating expenses of each Fund. For each Fund, the Trustees considered that, while the investment advisory fee would remain the same at all asset levels, the Funds’ shareholders benefited from the Adviser’s commitment to pay each Fund’s operating expenses out of its investment advisory fee. The Trustees noted that the advisory fee structure of the Funds would not directly result in economies of scale for shareholders.

 

Based on its deliberations and its evaluation of the information described above, at the Meeting, the Board, including the Independent Trustees: (a) concluded that the terms of the SOS ETFs Advisory Agreement and the Swan Sub-Advisory Agreement with respect to each Fund are fair and reasonable; (b) concluded that the Adviser’s fees and the Sub-Advisor’s fees are reasonable in light of the nature and quality of the services expected to be rendered by the Adviser and the Sub-Advisor, respectively, to each Fund; and (c) agreed to approve the renewal of the SOS ETFs Advisory Agreement and the Swan Sub-Advisory Agreement as to each Fund for an additional annual period. In its deliberations at the Meeting, the Board did not identify any particular factor (or conclusion with respect thereto) or single piece of information that was all-important, controlling or determinative of its decision, but considered all of the factors together, and each Trustee may have attributed different weights to the various factors (and conclusions with respect thereto) and information.

 

NOTE 7 – TRUSTEES AND OFFICERS

 

The business of the Funds is managed under the direction of the Board of Trustees. The Board of Trustees formulates the general policies of the Funds and meets periodically to review the Funds’ performance, monitor investment activities and practices, and discuss other matters affecting the Funds. The Trustees are fiduciaries for the Funds’ shareholders and are governed by the laws of the State of Delaware in this regard. The names and addresses of the Trustees and officers of the Trust are listed below along with a description of their principal occupations over at least the last five years. There are currently four Trustees, three of whom are not “interested persons” of the Trust within the meaning of that term under the 1940 Act (“Independent Trustee”).The Trustees, in turn, elect the officers of the Trust to actively supervise its day-to-day operations. The address of each Trustee and officer of the Trust, unless otherwise indicated below, is c/o Pacer Advisors, Inc., 500 Chesterfield Parkway, Malvern, PA 19335. The Funds’ Statement of Additional Information includes additional information about the Trustees and is available upon request by calling toll free (800) 617-0004.

 

Additional information about each Trustee of the Trust is set forth below. The address of each Trustee of the Trust is c/o Pacer Advisors, Inc., 500 Chesterfield Parkway, Malvern, Pennsylvania 19355.

 

Name and Year of Birth

Position(s)
Held with
the Trust

Term of Office
and Length of
Time Served

Principal Occupation(s)
During Past 5 Years

Number of
Portfolios in
Fund
Complex
Overseen
By Trustee

Other
Directorships
held by
Trustee During
Past Five Years

Interested Trustee

         

Joe M. Thomson
Born: 1944

Trustee, Chairman, President, and Principal Executive Officer

Indefinite Term; since 2014

Founder/President at Pacer Advisors, Inc. (since 2005)

52

Director, First Cornerstone Bank (2000–2016)

 

138

 

 

Pacer Funds

ADDITIONAL INFORMATION
(Unaudited) (Continued)

 

 

Name and Year of Birth

Position(s)
Held with
the Trust

Term of Office
and Length of
Time Served

Principal Occupation(s)
During Past 5 Years

Number of
Portfolios in
Fund
Complex
Overseen
By Trustee

Other
Directorships
held by
Trustee During
Past Five Years

Independent Trustees

         

Deborah G. Wolk
Born: 1950

Lead Independent Trustee

Indefinite Term; since 2015

Self-employed providing accounting services and computer modeling (since 1997)

52

0

Jane K. Sagendorph
Born: 1951

Trustee

Indefinite Term; since 2021

Accountant, BluFish Designs (since 2011)

52

0

Colin C. Lake
Born: 1971

Trustee

Indefinite Term; since 2021

Founder/President, Developing the Next Leaders, Inc. (consulting) (since 2016)

52

0

 

The officers of the Trust conduct and supervise its daily business. The address of each officer of the Trust, unless otherwise indicated below, is c/o Pacer Advisors, Inc., 500 Chesterfield Parkway, Malvern, Pennsylvania 19355.

 

Name and Year of Birth

Position(s) Held
with Funds

Term of Office and
Length of Time Served

Principal Occupation(s)
During Past Five Years

Principal Officers of the Trust

     

Joe M. Thomson
Born: 1944

Trustee, Chairman, President, and Principal Executive Officer

Indefinite Term; since 2014

Founder/President, Pacer Advisors, Inc. (since 2005); President and Chief Compliance Officer, Pacer Financial, Inc. (since 2004)

Sean E. O’Hara
Born: 1962

Treasurer and Principal Financial Officer

Indefinite Term; since 2014

Director, Index Design Group (since 2015); Director, Pacer Financial, Inc. (since 2007); Director, Pacer Advisors, Inc. (since 2007)

Bruce Kavanaugh
Born: 1964

Secretary and Portfolio Manager

Indefinite Term; since 2016

Vice President, Pacer Advisors, Inc. (since 2005); Vice President, Pacer Financial, Inc. (since 2004)

Liam Clarke
Gateway Corporate Center
Suite 216
223 Wilmington West Chester Pike
Chadds Ford, PA 19317
Born: 1996

Chief Compliance Officer and AML Officer

Indefinite Term; since 2023

Director, Vigilant, (since 2021); Financial Services Assurance Experienced Associate, PricewaterhouseCoopers, (2018-2021)

 

Mr. Thomson is an “Interested Person” by reason of his relationship with the Adviser.

 

Each Trustee shall serve during the lifetime of the Trust until he or she: (a) dies; (b) resigns; (c) has reached the mandatory retirement age, if any, as set by the Trustees; (d) is declared incompetent by a court of appropriate jurisdiction; or (e) is removed, or, if sooner, until the next meeting of shareholders called for the purpose of electing Trustees and until the election and qualification of his or her successor in accordance with the Trust’s Declaration of Trust and By-laws. Each officer holds office at the pleasure of the Board and services for a period of one year, or until his or her successor is duly elected and qualified.

 

The Statement of Additional Information includes additional information, including compensation, about the Funds’ Trustees.

 

139

 

 

(This Page Intentionally Left Blank.)

 

 

(This Page Intentionally Left Blank.)

 

 

Advisor

Pacer Advisors, Inc.
500 Chesterfield Parkway
Malvern, PA 19355

Index Provider

SL Advisors, LLC
220 Lenox Avenue, Suite 303
Westfield, New Jersey 07090

 

MV Index Solutions
Kreuznacher Str. 30,
60486 Frankfurt am
Main, Germany

Custodian

U.S. Bank National Association
Custody Operations
1555 North Rivercenter Drive
Milwaukee, WI 53212

Sub Adviser

Swan Global Management, LLC
20 Ridge Top Palmas Del Mar
Humacao, PR 00791

 

Metaurus Advisors LLC
22 Hudson Place, Third Floor
Hoboken, New Jersey 07030

 

Distributor

Pacer Financial, Inc.
500 Chesterfield Parkway
Malvern, PA 19355

Transfer Agent

U.S. Bancorp Fund Services, LLC
615 East Michigan Street
Milwaukee, WI 53202

Independent Registered
Public Accounting Firm

Sanville & Company
2617 Huntingdon Pike
Huntingdon Valley, PA 19006

Legal Counsel

Practus, LLP
11300 Tomahawk Creek Parkway, Suite 310
Leawood, Kansas 66211

 

 

 

 

(b)Not applicable.

 

Item 2. Code of Ethics.

 

The registrant has adopted a code of ethics that applies to the registrant’s principal executive officer and principal financial officer. The registrant has not made any substantive amendments to its code of ethics during the period covered by this report. The registrant has not granted any waivers from any provisions of the code of ethics during the period covered by this report.

 

(1)A copy of the registrant’s Code of Ethics is filed herewith.

 

Item 3. Audit Committee Financial Expert.

 

The registrant’s board of trustees has determined that there is at least one audit committee financial expert serving on its audit committee. Deborah Wolk is the “audit committee financial expert” and is considered to be “independent” as each term is defined in Item 3 of Form N-CSR.

 

Item 4. Principal Accountant Fees and Services.

 

The registrant has engaged its principal accountant to perform audit services, audit-related services, tax services and other services during the past two fiscal years. “Audit services” refer to performing an audit of the registrant's annual financial statements or services that are normally provided by the accountant in connection with statutory and regulatory filings or engagements for those fiscal years. “Audit-related services” refer to the assurance and related services by the principal accountant that are reasonably related to the performance of the audit. “Tax services” refer to professional services rendered by the principal accountant for tax compliance, tax advice, and tax planning. “Other services” provided by the principal accountant were. The following table details the aggregate fees billed or expected to be billed for each of the last two fiscal years for audit fees, audit-related fees, tax fees and other fees by the principal accountant.

 

  FYE  10/31/2023 FYE  10/31/2022
( a ) Audit Fees $145,800 $129,600
( b ) Audit-Related Fees $0 $0
( c ) Tax Fees $18,000 $16,000
( d ) All Other Fees $0 $0

 

The audit committee has adopted pre-approval policies and procedures that require the audit committee to pre-approve all audit and non-audit services of the registrant, including services provided to any entity affiliated with the registrant.

1

 

The percentage of fees billed by Sanville & Company applicable to non-audit services pursuant to waiver of pre-approval requirement were as follows:

 

  FYE  10/31/2023 FYE  10/31/2022
Audit-Related Fees 0% 0%
Tax Fees 0% 0%
All Other Fees 0% 0%

 

All of the principal accountant’s hours spent on auditing the registrant’s financial statements were attributed to work performed by full-time permanent employees of the principal accountant.

 

The following table indicates the non-audit fees billed or expected to be billed by the registrant’s accountant for services to the registrant and to the registrant’s investment adviser (and any other controlling entity, etc.—not sub-adviser) for the last two years.

 

Non-Audit Related Fees FYE  10/31/2023 FYE  10/31/2022
Registrant $0 $0
Registrant’s Investment Adviser $0 $0

 

The audit committee of the board of trustees/directors has considered whether the provision of non-audit services that were rendered to the registrant's investment adviser is compatible with maintaining the principal accountant's independence and has concluded that the provision of such non-audit services by the accountant has not compromised the accountant’s independence.

 

( i ) Not applicable

 

Item 5. Audit Committee of Listed Registrants.

 

The registrant is an issuer as defined in Rule 10A-3 under the Securities Exchange Act of 1934, (the “Act”) and has a separately-designated standing audit committee established in accordance with Section 3(a)(58)(A) of the Act. The independent members of the committee are as follows: Jane Sagendorph, Colin Lake and Deborah Wolk.

 

(b) Not applicable.

 

Item 6. Investments.

 

Schedule of Investments is included as part of the report to shareholders filed under Item 1 of this Form.

2

 

Item 7. Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.

 

Not applicable to open-end investment companies.

 

Item 8. Portfolio Managers of Closed-End Management Investment Companies.

 

Not applicable to open-end investment companies.

 

Item 9. Purchases of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.

 

Not applicable to open-end investment companies.

 

Item 10. Submission of Matters to a Vote of Security Holders.

 

There have been no material changes to the procedures by which shareholders may recommend nominees to the registrant’s board of Trustees

 

Item 11. Controls and Procedures.

 

(a)The Registrant’s President/Principal Executive Officer and Treasurer/Principal Financial Officer have reviewed the Registrant's disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940 (the “Act”)) as of a date within 90 days of the filing of this report, as required by Rule 30a-3(b) under the Act and Rules 13a-15(b) or 15d-15(b) under the Securities Exchange Act of 1934. Based on their review, such officers have concluded that the disclosure controls and procedures are effective in ensuring that information required to be disclosed in this report is appropriately recorded, processed, summarized and reported and made known to them by others within the Registrant and by the Registrant’s service provider.

 

(b)There were no changes in the Registrant's internal control over financial reporting (as defined in Rule 30a-3(d) under the Act) that occurred during the period covered by this report that have materially affected, or are reasonably likely to materially affect, the Registrant's internal control over financial reporting.

 

Item 12. Disclosure of Securities Lending Activities for Closed-End Management Investment Companies

 

Not applicable to open-end investment companies.

 

Item 13. Exhibits.

 

(a)(1) Any code of ethics or amendment thereto, that is the subject of the disclosure required by Item 2, to the extent that the registrant intends to satisfy Item 2 requirements through filing an exhibit. Filed herewith.

 

(2) A separate certification for each principal executive officer and principal financial officer pursuant to Section 302 of the Sarbanes-Oxley Act of 2002. Filed herewith.

 

(3) Any written solicitation to purchase securities under Rule 23c-1 under the Act sent or given during the period covered by the report by or on behalf of the registrant to 10 or more persons. Not applicable to open-end investment companies.

 

(4)Change in the registrant’s independent public accountant. There was no change in the registrant’s independent public accountant for the period covered by this report.

 

(b)Certifications pursuant to Section 906 of the Sarbanes-Oxley Act of 2002. Furnished herewith.

4

 

SIGNATURES

 

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

 

(Registrant) Pacer Funds Trust  
     
By (Signature and Title)* /s/ Joe M. Thomson  
  Joe M. Thomson, President/Principal Executive Officer  
     
Date 1/4/2024  

 

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.

 

By (Signature and Title)* /s/ Joe M. Thomson  
  Joe M. Thomson, President/Principal Executive Officer  
     
Date 1/4/2024  
     
By (Signature and Title)* /s/ Sean E. O’Hara  
  Sean E. O’Hara, Treasurer/Principal Financial Officer  
     
Date 1/4/2024  

 

*Print the name and title of each signing officer under his or her signature.

 

5

EX-99.CODE ETH 2 fp0085617-3_ex99code.htm

EX.99.CODE ETH

 

Exhibit 20

 

PACER FUNDS TRUST

FINANCIAL OFFICER CODE OF ETHICS

 

Purposes of the Code

 

The reputation and integrity of Pacer Funds Trust (the “Trust”) are valuable assets that are vital to the Trust’s success. Each officer and employee of the Trust, including each of the Trust’s senior financial officers (“SFOs”), is responsible for conducting the Trust’s business in a manner that demonstrates a commitment to the highest standards of integrity. SFOs include the principal executive officer, the principal financial officer, comptroller (or principal accounting officer), and any person who performs a similar function.

 

The Trust has adopted a Code of Ethics under Rule 17j-1 under the Investment Company Act of 1940. The Trust’s Rule 17j-1 Code is designed to prevent certain conflicts of interest that may arise when officers, employees, or trustees know about present or future Trust transactions, have the power to influence those transactions; and engage in securities transactions in their personal account(s).

 

The Trust has chosen to adopt a financial officer code of ethics for the purpose of promoting:

Honest and ethical conduct, including the ethical handling of actual or apparent conflicts of interest between personal and professional relationships;
Full, fair, accurate, timely and understandable disclosure in reports and documents that the Trust files with, or submits to, the SEC, and in other public communications made by the Trust;
Compliance with applicable laws and governmental rules and regulations;
The prompt internal reporting of violations of the Code to an appropriate person or persons identified in the Code; and
Accountability for adherence to the Code.

 

This Code of Ethics should be read in conjunction with the Trust’s other policy statements, including its Rule 17j-1 Code and its Disclosure Controls and Procedures.

 

Principles for the Handling of Financial Information

 

The Trust has adopted the following principles to govern the manner in which SFOs perform their duties. Persons subject to these guidelines include the principal executive officer, the principal financial officer, comptroller (or principal accounting officer), and any Trust officer or employee who performs a similar function or who participates in the preparation of any part of the Trust’s financial statements. Specifically, persons subject to this Code shall:

Act with honesty and integrity
Avoid actual or apparent conflicts of interest with the Trust in personal and professional relationships

- 52

 

●          Provide information to the Trust’s employees and service providers (adviser, administrator, outside auditor, outside counsel, custodian, etc.) that is accurate, complete, objective, relevant, timely, and understandable

●          Endeavor to ensure full, fair, timely, accurate, and understandable disclosure in the Trust’s periodic reports

●          Comply with the federal securities laws and other applicable laws and rules, such as the Internal Revenue Code

●          Act in good faith, responsibly, and with due care, competence and diligence, without misrepresenting material facts or subordinating independent judgment to another end

●          Respect the confidentiality of information acquired in the course of their work, except where disclosure is expressly permitted or is otherwise legally mandated

●          Record (or participate in the recording of) entries in the Trust’s books and records that are accurate

●          Refrain from using confidential information for personal advantage

 

Violations of the Code

 

Any action that directly or indirectly contravenes one or more of the principles outlined above shall be treated as a violation of this Code unless good cause for such apparent contravention is found to exist.

 

Dishonest or unethical conduct or conduct that is illegal will constitute a per se violation of this Code, regardless of whether this Code refers to that particular conduct.

 

A violation of this Code may result in disciplinary action, up to and including termination of employment. The Trust must and will report all suspected criminal violations to the appropriate authorities for possible prosecution, and will investigate, address and report as appropriate, non-criminal violations.

 

Enforcement of the Code

 

Violations

 

All persons subject to this Code who observe, learn of, or, in good faith, suspect a current or threatened violation of the Code must immediately report the violation in writing to the Compliance Officer, another member of the Trust’s senior management, or to the Audit Committee of the Board. An example of a possible Code violation is the preparation and filing of financial disclosure that omits material facts, or that is accurate but is written in a way that obscures its meaning.

 

Disclosures

 

All persons subject to this Code shall file a letter (a “Disclosure Letter”) regarding any transaction or relationship that reasonably appears to involve an actual or apparent conflict of interest with the Trust within ten days of becoming aware of such transaction or relationship. A Disclosure Letter should be prepared regarding these transactions or relationships whether you are involved or have only observed the transaction or relationship. All Disclosure Letters shall be submitted to the Compliance Officer, or if it is not possible to disclose the matter to the Compliance Officer, then the Disclosure Letter shall be submitted to another member of the Trust’s senior management or to the Audit Committee of the Board.

- 53

 

An executive officer of the Trust or the Audit Committee will review all Disclosure Letters and determine whether further action is warranted. All determinations will be documented in writing and will be maintained by the Compliance Officer or other appropriate officers of the Trust.

 

Outside Service Providers

 

Because service providers to the Trust, such as the Administrator, outside accounting firm, and custodian, provide much of the work relating to the Trust’s financial statements, you should be alert for actions by service providers that may be illegal, or that could be viewed as dishonest or unethical conduct. You should report these actions to the Compliance Officer even if you know, or think, that the service provider has its own code of ethics covering persons who are Trust SFOs or employees.

 

Non-Retaliation Policy

 

SFOs who report violations or suspected violations in good faith will not be subject to retaliation of any kind. Reported violations will be investigated and addressed promptly and will be treated confidentially to the extent possible.

 

Annual Certification

 

SFOs will receive training on the contents and importance of this Code and related policies and the manner in which violations must be reported and how Disclosure Letters must be submitted. Each SFO will be asked to certify (Appendix A) on an annual basis that he/she is in full compliance with the Code and any related policy statements.

 

Questions about the Code

 

The Trust’s Board of Trustees has designated the Trust’s CCO to be the Compliance Officer for purposes of implementing and administering this Code. Any questions about this Code should be directed to the Compliance Officer. 

 

- 54 -

EX-99.CERT 3 fp0085617-3_ex99cert.htm

 

EX.99.CERT

 

CERTIFICATIONS

 

I, Joe M. Thomson, certify that:

 

1.I have reviewed this report on Form N-CSR of Pacer Funds Trust;

 

2.Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

 

3.Based on my knowledge, the financial statements, and other financial information included in this report, fairly present in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows) of the registrant as of, and for, the periods presented in this report;

 

4.The registrant’s other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:

 

(a)Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;

 

(b)Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;

 

(c)Evaluated the effectiveness of the registrant's disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based on such evaluation; and

 

(d)Disclosed in this report any change in the registrant’s internal control over financial reporting that occurred during the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting; and

 

5.The registrant’s other certifying officer(s) and I have disclosed to the registrant’s auditors and the audit committee of the registrant’s board of directors (or persons performing the equivalent functions):

 

(a)All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant’s ability to record, process, summarize, and report financial information; and

 

(b)Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant’s internal control over financial reporting.

 

Date: 1/4/2024   /s/ Joe M. Thomson  
      Joe M. Thomson  
      President (Principal Executive Officer)  

 

 

EX.99.CERT

 

CERTIFICATIONS

 

I, Sean E. O’Hara, certify that:

 

1.I have reviewed this report on Form N-CSR of Pacer Funds Trust;

 

2.Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

 

3.Based on my knowledge, the financial statements, and other financial information included in this report, fairly present in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows) of the registrant as of, and for, the periods presented in this report;

 

4.The registrant’s other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:

 

(a)Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;

 

(b)Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;

 

(c)Evaluated the effectiveness of the registrant’s disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based on such evaluation; and

 

(d)Disclosed in this report any change in the registrant’s internal control over financial reporting that occurred during the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting; and

 

5.The registrant’s other certifying officer(s) and I have disclosed to the registrant’s auditors and the audit committee of the registrant’s board of directors (or persons performing the equivalent functions):

 

(a)All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant’s ability to record, process, summarize, and report financial information; and

 

(b)Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant’s internal control over financial reporting.

 

Date: 1/4/2024   /s/ Sean E. O’Hara  
      Sean E. O’Hara  
      Treasurer (Principal Financial Officer)  
EX-99.906 CERT 4 fp0085617-3_ex99906cert.htm

 

EX.99.906CERT

 

Certification Pursuant to Section 906 of the Sarbanes-Oxley Act

 

Pursuant to Section 906 of the Sarbanes-Oxley Act of 2002, each of the undersigned officers of the Pacer Funds Trust, does hereby certify, to such officer’s knowledge, that the report on Form N-CSR of the Pacer Funds Trust for the period ended October 31, 2023 fully complies with the requirements of Section 13(a) or 15(d) of the Securities Exchange Act of 1934, as applicable, and that the information contained in the Form N-CSR fairly presents, in all material respects, the financial condition and results of operations of the Pacer funds Trust for the stated period.

 

/s/ Joe M. Thomson   /s/ Sean E. O’Hara  
Joe M. Thomson   Sean E. O’Hara  
President (Principal Executive Officer)   Treasurer (Principal Financial Officer)  
Pacer Funds Trust   Pacer Funds Trust  

 

Dated: 1/4/2024  

 

This statement accompanies this report on Form N-CSR pursuant to Section 906 of the Sarbanes-Oxley Act of 2002 and shall not be deemed as filed by Pacer Funds Trust for purposes of Section 18 of the Securities Exchange Act of 1934.

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