The Trendpilot ETF Series

PTMC

Pacer Trendpilot® US Mid Cap ETF

The Pacer Trendpilot US Mid Cap ETF is an exchange traded fund that seeks to track the total return performance, before fees and expenses, of the Pacer Trendpilot US Mid Cap Index.

Trendpilot Strategy

Strategy Overview
An objective, rules-based trend following strategy that changes exposure based on 3 indicators.

Legend:
Index Value
Index 200 Day Simple Moving Average
 


Equity Indicator
100% S&P MidCap 400 Index
When the S&P MidCap 400 Total Return Index closes above its 200 day simple moving average (200 Day SMA) for five consecutive business days, the exposure of the Index will be 100% to the S&P MidCap 400 Index.1 From the equity position, the Index will change to the 50/50 position or the T-Bill position depending on the the 50/50 Indicator and the T-Bill Indicator.


50/50 Indicator
50% S&P MidCap 400 Index, 50% 3-Month US T-Bills
When the S&P MidCap 400 Total Return Index closes below its 200 Day SMA for five consecutive business days, the exposure of the Index will be 50% to the S&P MidCap 400 Index and 50% to 3-Month US Treasury bills. 1From the 50/50 position, the Index will return to the equity position or change to the T-Bill position depending on the Equity Indicator or T-Bill Indicator.

T-Bill Indicator
100% 3-Month US T-Bills
When the S&P MidCap 400 Total Return Index’s 200 Day SMA closes lower than its value from five business days earlier, the exposure of the Index will be 100% to 3-Month US Treasury bills. 1From the T-Bill position, the Index will change to the equity position when the Equity Indicator is triggered. The Index will not return to its 50/50 position unless the Equity Indicator is first triggered.
 

 


This graph illustrates the Trendpilot methodology based on hypothetical movements in a benchmark index and its 200 business day simple moving average. This does not demonstrate historical data and is not an indication of how any Index or Trendpilot methodology will perform in the future. If the conditions mentioned in the graph are not satisfied, the trend of the benchmark index will be the same as the trend of the benchmark index on the immediately preceding business day. (1) Any trend change will become effective at the market open on the second business day after the indicator for the change is triggered.


Mid Cap Characteristics:

  • Diversified group of mid-sized U.S. companies ranging in size between $1 and $10 billion in market capitalization.
  • More established than small cap securities that are in their unstable infancy.
  • Poised for greater growth than large cap companies whose development has leveled out.


About the S&P MidCap 400® Index:

The S&P MidCap 400® is a benchmark for mid-sized companies, measuring the performance of mid-sized companies and reflecting the risk and return characteristics of this market segment..

  • Part of a series of S&P Dow Jones U.S. equity indices
  • Includes approximately 400 mid-sized companies
  • Measures the performance of mid-sized companies, reflecting the distinctive risk and return characteristics of this market segment
  • Rebalanced quarterly on the third Friday of the quarter-ending month

 

T-Bill (Treasury Bill) Characteristics:

  • Issued directly by the U.S. Treasury as a means of raising capital, and the return of their principal plus interest is guaranteed to investors.
  • Subject to inflation and interest rate risk

 

Current Exposure

Tracking: 100% S&P MidCap 400 Index

Track Trendpilot's Current Position

Trendpilot Tracker

Performance (%)

as of 9/29/17

  Since Fund Inception (6/11/15) YTD 1-Year 3-Year 5-Year
Pacer Trendpilot US Mid Cap ETF NAV 7.84 10.94 16.59 - -
Pacer Trendpilot US Mid Cap ETF Market Price 7.91 11.24 16.72 - -
Pacer Trendpilot US Mid Cap Index 8.58 11.41 17.33 - -
S&P MidCap 400 Index 8.73 9.40 17.52 11.18 14.41

Monthly Performance

Performance quoted represents past performance and does not guarantee future results. Investment return and principal value will fluctuate, so shares may be worth more or less when redeemed or sold. Current performance may be lower or higher than the performance quoted. Visit http://www.paceretfs.com for the most recent month-end performance. Index returns are for illustrative purposes only. Index performance does not reflect any management fees, transaction costs or expenses. You cannot invest directly in an index. The 3-Month T-Bill rate as of 9/29/17 is 1.0405%.

On 11/1/2017 the equity index changed to the S&P MidCap 400 Index.

Distributions

Ex Date Total Distributions Ordinary Income* Short Term Capital Gains Long Term Capital Gains Return of Capital
12/28/2016 $0.17612861 $0.17612861 $0 $0 $0
9/22/2015 $0.01674 $0.01674 $0 $0 $0

2017 Distribution Schedule

Past distributions are not indicative of future distributions.
*Ordinary income is composed mainly of wages, salaries, commissions and interest income from bonds, and it is taxable using ordinary income rates.

Index Characteristics

as of 9/29/17

  Pacer Trendpilot US Mid Cap Index S&P MidCap 400 Index 3-Month US Treasury Bill Index
Weighted Average Market Cap ($mil) 5,356.69 5,356.69 N/A
Dividend Yield (%) 1.52 1.52 N/A
P/E Ratio 23.40 23.40 N/A
Treasury Yield (%) N/A N/A 1.0405

Top 10 Holdings (%)

as of 6/30/17

Ticker Holding Weight

View All Holdings

Daily Holdings

Sector Breakdown (%)

as of 9/29/17

  Weight
Information Technology 17.41
Financials 16.80
Industrials 15.62
Consumer Discretionary 11.42
Real Estate 9.62
Health Care 8.17
Materials 7.20
Utilities 5.50
Energy 4.19
Consumer Staples 3.86
Telecommunication Services 0.21

Weighted average market cap is the sum of each company's weight multiplied by its market cap.
Dividend yield is calculated using the gross dividend of a security (i.e., before any applicable withholding tax). Special cash dividends, unless they are paid for three consecutive years, and capital repayments are excluded from the dividend yield calculation.
Price to earning ratio (P/E ratio) is a fundamental measure used to determine if an investment is valued appropriately. Each holding’s P/E is the latest closing price divided by the latest fiscal year’s earnings per share. Negative P/E ratios are excluded from this calculation.
Treasury yield is the interest rate on a given bond issued by the United States government.

The S&P MidCap 400® Index is a benchmark for mid-sized companies, measuring the performance of mid-sized companies and reflecting the risk and return characteristics of this market segment.

 

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