Pilates Core exercises are often preformed with a posterior tilted pelvis (think of flattening the lower back into the floor), this is a good option to begin with to help to find the activation of the abdominal muscles and to build strength there (and in some instances lessen the potential for a grumpy lower back after your Pilates workout). However as we progress preforming these exercises with a neutral pelvis is an option and a way of placing further demand on the core muscles.
Try it and see! Remember it's one option!
Enjoy