Pacer Salt High truBeta US Market ETF

C000221361 Fund Overview

Pacer Salt High truBeta US Market ETF is a US ETF managed by Pacer Funds Trust, categorised as Developed ex-US Real Estate. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.

• Type: US ETF
• Manager: Pacer Funds Trust
• Category: Developed ex-US Real Estate
• Assets under management: $4.73M
• 1-year return: 4.9%
• SEC CIK: 0001616668
• SEC series ID: S000069356
• Share class ID: C000221361

C000221361 Investment Objective and Strategy

Pacer Salt High truBeta US Market ETF describes its objective and strategy as follows, from its latest prospectus filed with the SEC by Pacer Funds Trust.

Investment objective

The Pacer Salt High truBeta US Market ETF (the Fund) is an exchange traded fund (ETF) that seeks to track the total return performance, before fees and expenses, of the Salt High truBeta US Market Index (the Index).

Principal investment strategy

The Fund employs a passive management (or indexing) investment approach designed to track the total return performance, before fees and expenses, of the Index. The Index is based on a proprietary methodology developed by Salt Financial Indices LLC (the Index Provider). The Index The Index uses an objective, rules-based methodology to measure the performance of an equal-weighted portfolio of approximately 100 large- and mid-capitalization U.S.-listed stocks with the highest forecasted systematic risk relative to the market (known as beta). Construction of the Index begins with the constituents of the Solactive US Large & Mid Cap Index (the Equity Universe), generally the 1,000 largest U.S.-listed common stocks and real estate investment trusts (REITs). Companies in the Equity Universe are then screened to keep only the 500 stocks with the highest average daily traded value over the past 30 days.

Those 500 stocks are then analyzed using a proprietary algorithm developed by the Index Provider to calculate each stocks truBeta forecast, i.e. , its projected beta for the subsequent quarter, and to eliminate stocks whose performance is weakly correlated with the broader U.S. equity market (the remaining securities are referred to as the Index Universe). A stocks truBeta forecast is calculated using a machine learning process ( i.e. , a quantitative model that is automatically adjusted based on past results to improve accuracy) that compares the stocks historical long-, medium-, and short-term risk and returns to those of the broader U.S. equity market (using the SPDR S&P 500 ETF (SPY) as a market proxy). A stock with a truBeta of 1.00 would be expected to demonstrate a risk and return profile identical to that of the broader U.S.

equity market. A stock with a truBeta of more than 1.00 would be expected to be more volatile than the broader U.S. equity market and consequently, exhibit outsized reactions to market events ( i.e. , outperform the market in a rising market and underperform the market in a declining market). As of October 31, 2020, the Index had an average truBeta of approximately 1.14. Consequently, the Index is expected to be more volatile than the broader U.S. equity market. At the time of each rebalance of the Index, the Index is constructed of the 100 stocks in the Index Universe with the highest truBeta, equally weighted and subject to a maximum 30% of the number of constituents in the Index being from a single sector. If more than 30% of the constituents would be from a single sector, the stock with the lowest truBeta score in such sector will be removed from the Index and replaced with the stock with the next highest truBeta forecast not already included in the Index.

This process is repeated until each sector complies with the sector concentration constraint. As of October 31, 2020, a significant portion of the Index was comprised of companies in the information technology, consumer discretionary, and communication services sectors. The sectors most significantly represented in the Index may change over time. The Index is rebalanced quarterly on the third Friday of March, June, September, and December (each, an Effective Date) based on truBeta forecasts utilizing data as of five business days prior to the Effective Date of the applicable rebalance month. Each rebalance of the Index utilizes constituent prices at the close of trading five business days prior to the Effective Date for weighting purposes. The Funds Investment Strategy The Fund attempts to invest all, or substantially all, of its assets in the component securities that make up the Index.

The Adviser expects that, over time, the correlation between the Funds performance and that of the Index, before fees and expenses, will be 95% or better. The Fund will generally use a replication strategy to achieve its investment objective, meaning it will invest in all of the component securities of the Index in the same approximate proportion as in the Index. To the extent the Index concentrates ( i.e. , holds more than 25% of its total assets) in the securities of a particular industry or group of related industries, the Fund will concentrate its investments to approximately the same extent as the Index. As of October 31, 2020, the Index was not concentrated in any industry or group of industries. The Fund is non-diversified and therefore may invest a larger percentage of its assets in the securities of a single issuer or small number of issuers than diversified funds.

C000221361 Performance

Total returns for C000221361 (as of 2026-10-01), from SEC filings.

C000221361 Risk Information

Risk metrics for C000221361, derived from monthly returns in SEC filings.

• 1-year volatility (annualised): 17.9%

C000221361 Costs and Fees

C000221361 costs about $60 per $10,000 invested per year in fund expenses.

• Net expense ratio: 0.60%
• Gross expense ratio: 0.60%
• Portfolio turnover: 157%

C000221361 Cashflows

Over the 12 months to 2022-01, Pacer Salt High truBeta US Market ETF had net inflows of $25.38M, from monthly SEC N-PORT filings.

C000221361 Debt Constituents

No individual debt constituents are reported in Pacer Salt High truBeta US Market ETF's latest SEC N-PORT filing.

C000221361 Prospectus and SEC Filings

Official Pacer Salt High truBeta US Market ETF filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.

• Prospectus (485BPOS) — filed 2020-09-25
• Prospectus supplement (497) — filed 2021-03-01
• Portfolio holdings (N-PORT) — filed 2022-03-30
• Portfolio holdings (N-PORT) — filed 2021-12-29
• Portfolio holdings (N-PORT) — filed 2021-09-29
• Annual census (N-CEN) — filed 2022-01-13
• Annual census (N-CEN) — filed 2021-01-13
• Annual census, amended (N-CEN/A) — filed 2023-09-08

Related Funds

Other Developed ex-US Real Estate funds tracked on ABC INVEST:

• Vanguard Global Ex-U.s. Real Estate Index Fund (VGRLX)
• Xtrackers International Real Estate ETF (HAUZ)
• Fidelity International Real Estate Fund (FIRAX)
• SPDR® Dow Jones International Real Estate ETF (RWX)
• Third Avenue International Real Estate Value Fund (REIZX)

Data Sources

ABC INVEST compiles this page from public filings made to the U.S. Securities and Exchange Commission (SEC) through EDGAR: portfolio holdings and monthly cashflows from Form N-PORT, expenses and returns from fund prospectuses (Form 485BPOS) and the SEC DERA Risk/Return Summary data sets, annual data from Form N-CEN, and shareholder reports from Form N-CSR.