LSLT

Pacer Salt Low truBeta US Market ETF
*Unless otherwise stated, data provided by FactSet.

LSLT Fund Description

LSLT tracks an equal-weighted index of low-beta US large- and mid-cap equities.

LSLT Factset Analytics Insight

LSLT focuses on beta and the volatility of beta. Constituents are selected from the 1,000 largest US-listed common stocks by having the lowest variability of beta, provided the stock has a nominal beta below 1.00. Among remaining candidates, the 100 with the lowest variability score are included, provided 100 stocks qualify, and are weighted evenly. LSLT is most noted as being the first-ever US ETF to launch with the expense ratio of -0.05% (yes, a negative expense ratio.) Note: On October 5, 2020 Pacer Financial entered into a distribution agreement with the fund, added Pacer to the ETF name and changed the expense ratio.

LSLT MSCI ESG Analytics Insight

Pacer Salt Low truBeta US Market ETF has an MSCI ESG Fund Rating of A based on a score of 7.46 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. Pacer Salt Low truBeta US Market ETF ranks in the 77th percentile within its peer group and in the 89th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

LSLT MSCI FaCS and Factor Box

MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.

PERFORMANCE [as of 10/22/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
LSLT 2.36% 1.63% 12.72% 17.29% -- -- --
LSLT (NAV) 2.61% 2.04% 13.27% 17.63% -- -- --
Salt Low truBeta US Market Index -- -- -- -- -- -- --
MSCI USA Large Cap Index 3.17% 3.87% 21.51% 32.77% 21.09% 19.13% 16.56%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

LSLT Summary Data

Pacer
03/12/19
Open-Ended Fund
0.60%
$6.38M
$3.81K
0.07%

LSLT Portfolio Data

$84.81B
25.89
3.59
2.11%
N/A
100

LSLT Index Data

Salt Low truBeta US Market Index
Equal
Beta
MSCI USA Large Cap Index

LSLT Portfolio Management

0.60%
--
--
--

LSLT Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

LSLT Fund Structure

Open-Ended Fund
No
No
-- / --
N/A
N/A
High
Daily

LSLT Factset Analytics Block Liquidity

As of 10/25/21
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of LSLT. LSLT is rated a 4 out of 5.

LSLT Tradability

134
$3.81K
12
0
0.07%
$0.02
-0.01%
0.22% / -0.30%
None
100.00%
25,000
0.00
0.03%
0.01%
0
$32.08
4

LSLT Sector/Industry Breakdown


LSLT
Segment Benchmark
22.10%
5.87%
17.88%
2.14%
16.02%
11.96%
15.70%
13.41%
9.70%
14.61%
8.10%
7.84%
5.93%
38.43%
2.71%
1.44%
1.86%
1.78%

LSLT Countries


LSLT
Segment Benchmark
100.00%
99.90%
--
0.10%

LSLT Regions


LSLT
Segment Benchmark
100.00%
100.00%

LSLT Economic Development


LSLT
Segment Benchmark
100.00%
100.00%

LSLT Performance Statistics

0.53
0.57
0.50
0.57
0.57%
MSCI USA Large Cap Index

LSLT MSCI ESG Ratings

7.46 / 10
89.16
77.31
15.34%
--
564.98

LSLT Benchmark Comparison Holdings

100
291
72
21.09%

LSLT Benchmark Comparison Summary


LSLT
Segment Benchmark
100
291
$84.81B
$656.83B
25.89
29.41
3.59
5.17
2.22%
1.27%
Low
Low

LSLT Benchmark Comparison Market Cap Size


LSLT
Segment Benchmark
88.45%
100.00%
11.55%
0.00%
0.00%
0.00%
0.00%
0.00%