The Trendpilot ETF Series

PTNQ

Pacer Trendpilot® 100 ETF

The Pacer Trendpilot 100 ETF is an exchange traded fund that seeks to track the total return performance, before fees and expenses, of the Pacer NASDAQ-100® Trendpilot 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% NASDAQ-100® Index
When the NASDAQ-100® Total Return IndexSM 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 NASDAQ-100® IndexSM.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% NASDAQ-100® Index, 50% 3-Month US T-Bills
When the NASDAQ-100® Total Return IndexSM closes below its 200 Day SMA for five consecutive business days, the exposure of the Index will be 50% to the NASDAQ-100® 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 NASDAQ-100® Total Return Index’sSM 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.


NASDAQ-100® Characteristics:

  • A U.S. large cap index that has grown to become the benchmark for the technology sector.
  • Contains household names that represent true innovators of the modern economy.
  • Exhibits growth potential and volatility typical of technology driven fields.

 

About the NASDAQ-100®:

The NASDAQ-100® Index represents the largest companies listed on the NASDAQ® across many major industries.

  • Includes 100 of the largest domestic and international non-financial securities based on market capitalization
  • Includes companies spanning major industry groups including computer hardware and software, telecommunications, retail/wholesale trade and biotechnology
  • Does not contain securities from financial and investing companies
  • Rebalanced quarterly
  • Calculated under a modified capitalization-weighted methodology

 

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% NASDAQ-100® Index

Track Trendpilot's Current Position

Trendpilot Tracker

Performance (%)

as of 6/30/17

  Since Fund Inception (6/11/15) YTD 1-Year 3-Year 5-Year
Pacer Trendpilot 100 ETF NAV 3.43 16.39 28.53 - -
Pacer Trendpilot 100 ETF Market Price 3.56 16.83 28.78 - -
Pacer NASDAQ-100 Trendpilot Index 4.15 16.78 29.39 - -
NASDAQ-100® Index 13.21 16.78 29.39 15.03 18.17

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 6/30/17 is 1.01%.

Distributions

Ex Date Total Distributions Ordinary Income* Short Term Capital Gains Long Term Capital Gains Return of Capital
12/28/2016 $0.06884440 $0.06884440 $0 $0 $0
12/29/2015 $0.028851 $0.028851 $0 $0 $0
9/22/2015 $0.02408 $0.02408 $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.

Current Holdings

Daily Holdings

Index Characteristics

as of 6/30/17

  Pacer NASDAQ-100 Trendpilot Index NASDAQ-100 Index 3-Month US Treasury Bill Index
Weighted Average Market Cap ($mil) 288,191.49 288,191.49 N/A
Dividend Yield (%) 1.14 1.14 N/A
P/E Ratio 24.72 24.72 N/A
Treasury Yield (%) N/A N/A 1.0113

Top 10 Holdings (%)

as of 6/30/17 | Data displayed is factual as of 6/30/17, but not reflective of the entire previous quarter.

Pacer Trendpilot 100 ETF NASDAQ-100 Index
Ticker Holding Weight Ticker Holding Weight
AAPL Apple Inc. 11.61 AAPL Apple Inc. 11.61
MSFT Microsoft Corporation 8.23 MSFT Microsoft Corporation 8.23
AMZN Amazon.com Inc. 7.15 AMZN Amazon.com Inc. 7.15
FB Facebook Inc. Class A 5.52 FB Facebook Inc. Class A 5.52
GOOG Alphabet Inc. Class C 4.87 GOOG Alphabet Inc. Class C 4.87
GOOGL Alphabet Inc. Class A 4.28 GOOGL Alphabet Inc. Class A 4.28
CMCSA Comcast Corporation Class A 2.85 CMCSA Comcast Corporation Class A 2.85
INTC Intel Corporation 2.46 INTC Intel Corporation 2.46
CSCO Cisco Systems Inc. 2.42 CSCO Cisco Systems Inc. 2.42
AMGN Amgen Inc. 1.96 AMGN Amgen Inc. 1.96
Total 51.35 Total 51.35

Pacer Trendpilot 100 ETF Sector Breakdown (%)

as of 6/30/17

  Weight
Information Technology 57.50
Consumer Discretionary 21.97
Health Care 11.44
Consumer Staples 5.45
Industrials 2.66
Telecommunication Services 0.97

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 NASDAQ-100® Index includes approximately 100 of the largest non-financial securities listed on The NASDAQ® Stock Market based on market capitalization. The NASDAQ-100® Index comprises securities of companies across major industry groups, including computer, biotechnology, healthcare, telecommunications and transportation. However, it does not contain securities of financial companies, including investment companies. The NASDAQ-100® Index was developed by NASDAQ OMX®. The NASDAQ-100® Total Return Index is a total return version of the NASDAQ-100® and reflects the reinvestment of dividends paid by the securities in that Index.

 

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