Pacer Trendpilot Fund of Funds ETF (TRND US) – Portfolio Construction Methodology

The underlying Pacer Trendpilot Fund of Funds Index provides rules-based exposure to a diversified mix of Pacer Trendpilot ETFs by holding the Pacer Trendpilot US Large Cap, US Mid Cap, NASDAQ-100, International and US Bond ETFs, each targeted at 20% of index weight at quarterly rebalances. At each rebalance date the index resets to these equal weights, after which constituent weights drift with relative performance. The investable universe is limited to these US-listed ETFs, each of which in turn tracks a Trendpilot index that dynamically shifts between 100% exposure to a specified equity or bond benchmark, a 50/50 mix of that benchmark and 3-Month US Treasury bills, or 100% 3-Month US Treasury bills according to 200-day simple moving-average-based indicators. As the five underlying ETFs independently adjust their equity versus cash exposures, the fund-of-funds index indirectly rotates between risk-on equity and risk-off Treasury-bill allocations across regions and asset classes.

To explore TRND in more depth, visit our ETF analytics platform for institutional-grade insights — including performance and risk metrics, correlations, sensitivities, and factor exposure: https://www.etfstrategy.com/etf/TRND_US