Pacer Trendpilot International ETF (PTIN US) – Portfolio Construction Methodology

The underlying Pacer Trendpilot International Index provides rules-driven exposure that shifts between the S&P Developed Ex-US LargeCap Total Return (local-currency) and 3-month U.S. T-bills using a 200-day simple moving-average framework with buffers. When the benchmark closes ≥ its 200-day SMA for five consecutive business days, exposure is 100% equities; when it closes ≤ the SMA for five days, exposure moves to 50% equities/50% T-bills. A “trend” trigger sets 100% T-bills when the SMA itself is lower than its level five business days earlier. An extreme-valuation guardrail moves to 50/50 if the benchmark closes 20% below its SMA. One equity sleeve—the S&P Developed Ex-US LargeCap—defines the investable universe and capacity. Signal changes are implemented at the close of the first business day after a trigger and become effective the second business day.

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