Pacer Metaurus Nasdaq-100 Dividend Multiplier 600 ETF (QSIX US) – Portfolio Construction Methodology

The underlying Metaurus Nasdaq-100 Dividend Multiplier Total Return Index – Series 600 targets large-cap growth exposure to the Nasdaq-100 while amplifying ordinary dividend exposure using listed futures. The index has two components: a Nasdaq-100 Component that replicates the Nasdaq-100 Index, and a Dividend Component consisting of long positions in three consecutive annual Nasdaq-100 Dividend Futures. Eligible Nasdaq-100 securities are the largest non-financial companies listed on the Nasdaq Global Select or Global Market, with at least 10% free float and three-month ADTV of at least USD 5 million. Each December, on the expiry date of the nearest-maturity dividend future, the Dividend Component rolls so it again holds one contract in each of the next three annual maturities, and the Nasdaq-100 Component is reconstituted to current index members. Weights between the two components are set so that the index’s cumulative three-year ordinary dividend exposure equals 600% of the underlying cash dividends.

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