Pacer Trendpilot 100 ETF (PTNQ US) – Portfolio Construction Methodology

The underlying Pacer NASDAQ-100 Trendpilot Index delivers a rules-based toggle among three exposures: 100% NASDAQ-100 Total Return, 50% NASDAQ-100/50% 3-Month U.S. Treasury bills, or 100% 3-Month U.S. Treasury bills. Signals use the NASDAQ-100 TR versus its 200-day simple moving average (SMA): five consecutive closes above the 200-day SMA set 100% equity; five consecutive closes below set 50/50; a “trend” signal (200-day SMA today below its level five business days earlier) sets 100% T-bills. An extreme-valuation safeguard moves to 50/50 if the equity index closes ≥20% below its 200-day SMA. Changes take effect on the second business day after a trigger; the process enforces sequencing between states. Within the equity sleeve, holdings and weights mirror the NASDAQ-100 methodology. (paceretfs.com)

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