First Trust Advisors L.P., et al.; Notice of Application, 57702-57705 [E8-23366]
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57702
Federal Register / Vol. 73, No. 193 / Friday, October 3, 2008 / Notices
notify the Fund of the investment. At
such time, the Investing Fund will also
transmit to the Fund a list of the names
of each Investing Fund Affiliate and
Underwriting Affiliate. The Investing
Fund will notify the Fund of any
changes to the list as soon as reasonably
practicable after a change occurs. The
Fund and the Investing Fund will
maintain and preserve a copy of the
order, the FOF Participation Agreement,
and the list with any updated
information for the duration of the
investment and for a period of not less
than six years thereafter, the first two
years in an easily accessible place.
10. Before approving any advisory
contract under section 15 of the Act, the
board of directors or trustees of each
Investing Management Company,
including a majority of the disinterested
directors or trustees, will find that the
advisory fees charged under such
contract are based on services provided
that will be in addition to, rather than
duplicative of, the services provided
under the advisory contract(s) of any
Fund in which the Investing
Management Company may invest.
These findings and their basis will be
recorded fully in the minute books of
the appropriate Investing Management
Company.
11. Any sales charges and/or service
fees charged with respect to shares of an
Investing Fund will not exceed the
limits applicable to a fund of funds as
set forth in Rule 2830 of the NASD.
12. No Fund will acquire securities of
any investment company or company
relying on section 3(c)(1) or 3(c)(7) of
the Act in excess of the limits contained
in section 12(d)(1)(A) of the Act.
For the Commission, by the Division of
Investment Management, pursuant to
delegated authority.
Florence E. Harmon,
Acting Secretary.
[FR Doc. E8–23411 Filed 10–2–08; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Investment Company Act Release No.
28421; 812–13477]
First Trust Advisors L.P., et al.; Notice
of Application
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September 29, 2008.
Securities and Exchange
Commission (‘‘Commission’’).
ACTION: Notice of an application for an
order under section 6(c) of the
Investment Company Act of 1940
(‘‘Act’’) for an exemption from sections
2(a)(32), 5(a)(1), 22(d) and 22(e) of the
AGENCY:
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Act and rule 22c–1 under the Act and
under sections 6(c) and 17(b) of the Act
for an exemption from sections 17(a)(1)
and (a)(2) of the Act.
First Trust Advisors L.P.
(the ‘‘Advisor’’), First Trust Portfolios
L.P. (the ‘‘Distributor’’) and First Trust
Exchange-Traded Fund III (the ‘‘Initial
Trust’’).
SUMMARY OF APPLICATION: Applicants
request an order that permits: (a) Series
of certain open-end management
investment companies to issue shares
(‘‘Shares’’) redeemable in large
aggregations only (‘‘Creation Units’’); (b)
secondary market transactions in Shares
to occur at negotiated market prices; (c)
certain series to pay redemption
proceeds, under certain circumstances,
more than seven days after the tender of
Shares for redemption; and (d) certain
affiliated persons of the series to deposit
securities into, and receive securities
from, the series in connection with the
purchase and redemption of Creation
Units.
FILING DATES: The application was filed
on January 14, 2008, and amended on
July 14, 2008. Applicants have agreed to
file an amendment during the notice
period, the substance of which is
reflected in the notice.
HEARING OR NOTIFICATION OF HEARING: An
order granting the requested relief will
be issued unless the Commission orders
a hearing. Interested persons may
request a hearing by writing to the
Commission’s Secretary and serving
applicants with a copy of the request,
personally or by mail. Hearing requests
should be received by the Commission
by 5:30 p.m. on October 24, 2008, and
should be accompanied by proof of
service on applicants, in the form of an
affidavit or, for lawyers, a certificate of
service. Hearing requests should state
the nature of the writer’s interest, the
reason for the request, and the issues
contested. Persons who wish to be
notified of a hearing may request
notification by writing to the
Commission’s Secretary.
ADDRESSES: Secretary, U.S. Securities
and Exchange Commission, 100 F
Street, NE., Washington, DC 20549–
1090. Applicants: 100 Warrenville Rd.,
Lisle, IL 60532.
FOR FURTHER INFORMATION CONTACT:
Bruce R. MacNeil, Senior Counsel, at
(202) 551–6817, or Marilyn Mann,
Branch Chief, at (202) 551–6821
(Division of Investment Management,
Office of Investment Company
Regulation).
APPLICANTS:
SUPPLEMENTARY INFORMATION:
following is a summary of the
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The
application. The complete application
may be obtained for a fee at the
Commission’s Public Reference Room,
100 F Street, NE., Washington, DC
20549–1520 (tel. 202–551–5850).
Applicants’ Representations
1. The Initial Trust is an open-end
management investment company
registered under the Act and organized
as a Massachusetts business trust. The
Initial Trust will offer three initial
series: the First Trust BRIC Equal
Weight Fund, the First Trust Target
Mega Cap Fund, and the First Trust
Target International Mega Cap Fund (the
‘‘Initial Funds’’). Each Initial Fund’s
investment objective will be to provide
capital appreciation by investing in
stocks selected according to a
quantitative screening methodology
developed by the Advisor.
2. Applicants request that the order
apply to any existing or future series
(‘‘Future Funds’’) of any existing or
future open-end management
investment companies (‘‘Future Trusts’’)
that will invest in equity securities
traded in the U.S. markets and/or
foreign equity securities. Any Future
Fund will be (a) advised by the Advisor
or an entity controlling, controlled by,
or under common control with the
Advisor, and (b) comply with the terms
and conditions of the order. The Initial
Funds and Future Funds together are
the ‘‘Funds’’ and the Initial Trust and
the Future Trusts together are the
‘‘Trusts.’’ Funds that invest all or a
portion of their assets in foreign equity
securities are each an ‘‘International
Fund.’’ Each Fund will operate as an
actively-managed exchange-traded fund
(‘‘ETF’’).
3. The Advisor is registered as an
investment adviser under the
Investment Advisers Act of 1940
(‘‘Advisers Act’’) and will serve as the
investment adviser to the Funds. The
Advisor may in the future retain one or
more subadvisers (‘‘Subadvisers’’) to
manage the Funds’ portfolios. Any
Subadviser will be registered under the
Advisers Act. The Distributor, a brokerdealer registered under the Securities
Exchange Act of 1934 (‘‘Exchange Act’’),
will serve as the principal underwriter
and distributor for the Funds.1
4. Shares of the Funds will be sold at
a price of between $20 and $50 per
Share in Creation Units of between
25,000 and 150,000 Shares. All orders to
purchase Creation Units must be placed
with the Distributor by or through a
1 All entities that currently intend to rely on the
order are named as applicants. Any other entity that
relies on the order in the future will comply with
the terms and conditions of the application.
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party that has entered into an agreement
with a Fund and the Distributor
(‘‘Authorized Participant’’). An
Authorized Participant must be either:
(a) A broker-dealer or other participant
in the continuous net settlement system
of the National Securities Clearing
Corporation (‘‘NSCC’’), a clearing
agency registered with the Commission,
or (b) a participant in the Depository
Trust Company (‘‘DTC,’’ and such
participant, ‘‘DTC Participant’’). Shares
of each Fund generally will be sold in
Creation Units in exchange for an inkind deposit by the purchaser of a
portfolio of securities designated by the
Advisor (the ‘‘Deposit Securities’’),
together with the deposit of a relatively
small specified cash payment (‘‘Cash
Component’’). The Cash Component is
an amount equal to the difference
between (a) the net asset value (‘‘NAV’’)
per Creation Unit of the Fund and (b)
the total aggregate market value per
Creation Unit of the Deposit Securities.2
Applicants state that in some
circumstances it may not be practicable
or convenient for a Fund to operate
exclusively on an ‘‘in-kind’’ basis. Each
Fund reserves the right to permit, under
certain circumstances, a purchaser of
Creation Units to substitute cash in lieu
of depositing some or all of the requisite
Deposit Securities.
5. An investor purchasing a Creation
Unit from a Fund will be charged a fee
(‘‘Transaction Fee’’) to prevent the
dilution of the interests of the remaining
shareholders resulting from costs in
connection with the purchase of
Creation Units.3 The maximum
Transaction Fees relevant to each Fund
will be fully disclosed in the prospectus
(‘‘Prospectus’’) or statement of
additional information (‘‘SAI’’) of such
Fund. All orders to purchase Creation
Units will be placed with the Distributor
by or through an Authorized Participant
and it will be the Distributor’s
2 In addition to the list of names and amount of
each security constituting the current Deposit
Securities, it is intended that, on each day that a
Fund is open, including as required by section 22(e)
of the Act (‘‘Business Day’’), the Cash Component
effective as of the previous Business Day, per
outstanding Share of each Fund, will be made
available. The Stock Exchange or a major market
data vendor intends to disseminate widely, every 15
seconds, during regular trading hours, an
approximate amount per Share representing the
sum of the estimated Cash Component effective
through and including the previous Business Day,
plus the current value of the Deposit Securities, on
a per Share basis.
3 Where a Fund permits a purchaser to substitute
cash in lieu of depositing a portion of the requisite
Deposit Securities, the purchaser may be assessed
a higher Transaction Fee to cover the cost of
purchasing such Deposit Securities, including
brokerage costs, and part or all of the spread
between the expected bid and the offer side of the
market relating to such Deposit Securities.
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responsibility to transmit such orders to
the respective Fund’s transfer agent. The
Distributor also will be responsible for
delivering the Prospectus to those
persons purchasing Creation Units, and
for maintaining records of both the
orders placed with it and the
confirmations of acceptance furnished
by it. In addition, the Distributor will
maintain a record of the instructions
given to a Fund to implement the
delivery of Shares.
6. Purchasers of Shares in Creation
Units may hold such Shares or may sell
such Shares into the secondary market.
Shares will be listed and traded on a
national securities exchange as defined
in section 2(a)(26) of the Act (‘‘Stock
Exchange’’). It is expected that one or
more member firms of a listing Stock
Exchange will be designated to act as a
specialist and maintain a market for
Shares on the Stock Exchange (the
‘‘Specialist’’), or if Nasdaq is the listing
Stock Exchange, one or more member
firms of Nasdaq will act as a market
maker (‘‘Market Maker’’) and maintain a
market for Shares.4 Prices of Shares
trading on a Stock Exchange will be
based on the current bid/offer market.
Shares sold in the secondary market
will be subject to customary brokerage
commissions and charges.
7. Applicants expect that purchasers
of Creation Units will include
institutional investors and arbitrageurs
(which could include institutional
investors). The Specialist, or Market
Maker, in providing a fair and orderly
secondary market for the Shares, also
may purchase Creation Units for use in
its market-making activities. Applicants
expect that secondary market
purchasers of Shares will include both
institutional investors and retail
investors.5 Applicants expect that the
price at which the Shares trade will be
disciplined by arbitrage opportunities
created by the ability to continually
purchase or redeem Creation Units at
their NAV, which should ensure that
the Shares will not trade at a material
discount or premium in relation to their
NAV.
8. Shares will not be individually
redeemable, and owners of Shares may
4 If Shares are listed on the Nasdaq, no particular
Market Maker will be contractually obligated to
make a market in Shares, although Nasdaq’s listing
requirements stipulate that at least two Market
Makers must be registered as Market Makers in
Shares to maintain the listing. Registered Market
Makers are required to make a continuous, twosided market at all times or be subject to regulatory
sanctions.
5 Shares will be registered in book-entry form
only. DTC or its nominee will be the registered
owner of all outstanding Shares. DTC or DTC
Participants will maintain records reflecting
beneficial owners of Shares.
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57703
acquire those Shares from a Fund, or
tender such Shares for redemption to
the Fund, in Creation Units only. To
redeem, an investor will have to
accumulate enough Shares to constitute
a Creation Unit. Redemption orders
must be placed by or through an
Authorized Participant. An investor
redeeming a Creation Unit generally
will receive (a) a portfolio of securities
designated to be delivered for Creation
Unit redemptions on the date that the
request for redemption is submitted
(‘‘Fund Securities’’), which may not be
identical to the Deposit Securities
required to purchase Creation Units on
that date, and (b) a ‘‘Cash Redemption
Payment,’’ consisting of an amount
calculated in the same manner as the
Cash Component, although the actual
amount of the Cash Redemption
Payment may differ from the Cash
Component if the Fund Securities are
not identical to the Deposit Securities
on that day. An investor may receive the
cash equivalent of a Fund Security in
certain circumstances, such as if the
investor is constrained from effecting
transactions in the security by
regulation or policy. A redeeming
investor may pay a Transaction Fee,
calculated in the same manner as a
Transaction Fee payable in connection
with purchases of Creation Units.
9. Neither a Trust nor any individual
Fund will be marketed or otherwise
held out as an ‘‘open-end investment
company’’ or a ‘‘mutual fund.’’ Instead,
each Fund will be marketed as an
‘‘actively-managed exchange-traded
fund.’’ All marketing materials that
describe the method of obtaining,
buying or selling Shares, or refer to
redeemability, will prominently
disclose that Shares are not individually
redeemable and that the owners of
Shares may purchase or redeem Shares
from a Fund in Creation Units only. The
same approach will be followed in the
SAI, shareholder reports and investor
educational materials issued or
circulated in connection with the
Shares. The Funds will provide copies
of their annual and semi-annual
shareholder reports to DTC Participants
for distribution to beneficial owners of
Shares.
10. The Funds’ Web site, which will
be publicly available prior to the public
offering of Shares, will include the
Prospectus and other information about
the Funds that is updated on a daily
basis, including the mid-point of the
bid-ask spread at the time of the
calculation of NAV (‘‘Bid/Ask Price’’).
On each Business Day, before the
commencement of trading in Shares on
the Stock Exchange, each Fund will
disclose the identities and quantities of
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the securities (‘‘Portfolio Securities’’)
and other assets held in the Fund
portfolio that will form the basis for the
Fund’s calculation of NAV at the end of
the Business Day.6
Applicants’ Legal Analysis
1. Applicants request an order under
section 6(c) of the Act granting an
exemption from sections 2(a)(32),
5(a)(1), 22(d) and 22(e) of the Act and
rule 22c–1 under the Act; and under
sections 6(c) and 17(b) of the Act
granting an exemption from sections
17(a)(1) and (a)(2) of the Act.
2. Section 6(c) of the Act provides that
the Commission may exempt any
person, security or transaction, or any
class of persons, securities or
transactions, from any provision of the
Act, if and to the extent that such
exemption is necessary or appropriate
in the public interest and consistent
with the protection of investors and the
purposes fairly intended by the policy
and provisions of the Act. Section 17(b)
of the Act authorizes the Commission to
exempt a proposed transaction from
section 17(a) of the Act if evidence
establishes that the terms of the
transaction, including the consideration
to be paid or received, are reasonable
and fair and do not involve
overreaching on the part of any person
concerned, and the proposed
transaction is consistent with the
policies of the registered investment
company and the general provisions of
the Act.
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Sections 5(a)(1) and 2(a)(32) of the Act
3. Section 5(a)(1) of the Act defines an
‘‘open-end company’’ as a management
investment company that is offering for
sale or has outstanding any redeemable
security of which it is the issuer.
Section 2(a)(32) of the Act defines a
redeemable security as any security,
other than short-term paper, under the
terms of which the holder, upon its
presentation to the issuer, is entitled to
receive approximately his proportionate
share of the issuer’s current net assets,
or the cash equivalent. Because Shares
will not be individually redeemable,
applicants request an order that would
permit each Fund, as a series of an
open-end management investment
company, to issue Shares that are
redeemable in Creation Units only.
Applicants state that investors may
6 Applicants note that under accounting
procedures followed by the Funds, trades made on
the prior Business Day (‘‘T’’) will be booked and
reflected in NAV on the current Business Day (‘‘T
+ 1’’). Accordingly, the Funds will be able to
disclose at the beginning of the Business Day the
portfolio that will form the basis for the NAV
calculation at the end of the Business Day.
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purchase Shares in Creation Units from
each Fund and redeem Creation Units
from each Fund. Applicants further
state that because the market price of
Shares will be disciplined by arbitrage
opportunities, investors should be able
to sell Shares in the secondary market
at prices that do not vary substantially
from their NAV.
Section 22(d) of the Act and Rule 22c–
1 Under the Act
4. Section 22(d) of the Act, among
other things, prohibits a dealer from
selling a redeemable security, which is
currently being offered to the public by
or through a principal underwriter,
except at a current public offering price
described in the prospectus. Rule 22c–
1 under the Act generally requires that
a dealer selling, redeeming, or
repurchasing a redeemable security do
so only at a price based on its NAV.
Applicants state that secondary market
trading in Shares will take place at
negotiated prices, not at a current
offering price described in the
prospectus, and not at a price based on
NAV. Thus, purchases and sales of
Shares in the secondary market will not
comply with section 22(d) of the Act
and rule 22c–1 under the Act.
Applicants request an exemption under
section 6(c) from these provisions.
5. Applicants assert that the concerns
sought to be addressed by section 22(d)
of the Act and rule 22c–1 under the Act
with respect to pricing are equally
satisfied by the proposed method of
pricing Shares. Applicants maintain that
while there is little legislative history
regarding section 22(d), its provisions,
as well as those of rule 22c–1, appear to
have been designed to (a) prevent
dilution caused by certain risklesstrading schemes by principal
underwriters and contract dealers, (b)
prevent unjust discrimination or
preferential treatment among buyers
resulting from sales at different prices,
and (c) assure an orderly distribution of
investment company shares by
eliminating price competition from
dealers offering shares at less than the
published sales price and repurchasing
shares at more than the published
redemption price.
6. Applicants believe that none of
these purposes will be thwarted by
permitting Shares to trade in the
secondary market at negotiated prices.
Applicants state that (a) secondary
market trading in Shares does not
involve the Funds as parties and cannot
result in dilution of an investment in
Shares, and (b) to the extent different
prices exist during a given trading day,
or from day to day, such variances occur
as a result of third-party market forces,
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such as supply and demand. Therefore,
applicants assert that secondary market
transactions in Shares will not lead to
discrimination or preferential treatment
among purchasers. Finally, applicants
contend that the proposed distribution
system will be orderly because arbitrage
activity will ensure that the difference
between the market price of Shares and
their NAV remains narrow.
Section 22(e) of the Act
7. Section 22(e) generally prohibits a
registered investment company from
suspending the right of redemption or
postponing the date of payment of
redemption proceeds for more than
seven days after the tender of a security
for redemption. The principal reason for
the requested exemption is that
settlement of redemptions for the
International Funds is contingent not
only on the settlement cycle of the
United States markets, but also on
currently practicable delivery cycles in
local markets for underlying foreign
securities held by the International
Funds. Applicants state that local
market delivery cycles for transferring
certain foreign securities to investors
redeeming Creation Units, together with
local market holiday schedules, will
under certain circumstances require a
delivery process in excess of seven
calendar days for the International
Funds. Applicants request relief under
section 6(c) of the Act from section 22(e)
in such circumstances to allow the
International Funds to pay redemption
proceeds up to 12 calendar days after
the tender of any Creation Unit for
redemption. At all other times and
except as disclosed in the relevant SAI,
applicants expect that each
International Fund will be able to
deliver redemption proceeds within
seven days.7 With respect to Future
Funds that are International Funds,
applicants seek the same relief from
section 22(e) only to the extent that
circumstances similar to those described
in the application exist.
8. Applicants state that section 22(e)
was designed to prevent unreasonable,
undisclosed and unforeseen delays in
the payment of redemption proceeds.
Applicants assert that the requested
relief will not lead to the problems that
section 22(e) was designed to prevent.
Applicants state that the SAI for each
International Fund will disclose those
local holidays (over the period of at
7 Rule 15c6–1 under the Exchange Act requires
that most securities transactions be settled within
three business days of the trade. Applicants
acknowledge that no relief obtained from the
requirements of section 22(e) will affect any
obligations applicants may have under rule
15c6–1.
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least one year following the date of the
SAI), if any, that are expected to prevent
the delivery of redemption proceeds in
seven calendar days, and the maximum
number of days needed to deliver the
proceeds for the relevant International
Fund.
Sections 17(a)(1) and (2) of the Act
9. Sections 17(a)(1) and (2) of the Act
generally prohibit an affiliated person of
a registered investment company, or an
affiliated person of such a person
(‘‘second tier affiliate’’), from selling any
security to or purchasing any security
from the company. Section 2(a)(3) of the
Act defines ‘‘affiliated person’’ to
include any person directly or indirectly
owning, controlling, or holding with
power to vote 5% or more of the
outstanding voting securities of the
other person and any person directly or
indirectly controlling, controlled by, or
under common control with, the other
person. Section 2(a)(9) of the Act
provides that a control relationship will
be presumed where one person owns
more than 25% of another person’s
voting securities. The Funds may be
deemed to be controlled by the Advisor
or an entity controlling, controlled by or
under common control with the Advisor
and hence affiliated persons of each
other. In addition, the Funds may be
deemed to be under common control
with any other registered investment
company (or series thereof) advised by
the Advisor or an entity controlling,
controlled by or under common control
with the Advisor (an ‘‘Affiliated Fund’’).
10. Applicants request an exemption
from section 17(a), under sections 6(c)
and 17(b), to permit in-kind purchases
and redemptions by persons that are
affiliated persons or second tier
affiliates of the Funds solely by virtue
of one or more of the following: (1)
holding 5% or more, or more than 25%,
of the outstanding Shares of the
respective Trust or one or more Funds;
(2) an affiliation with a person with an
ownership interest described in (1); or
(3) holding 5% or more, or more than
25%, of the shares of one or more
Affiliated Funds.
11. Applicants contend that no useful
purpose would be served by prohibiting
these affiliated persons or second tier
affiliates of a Fund from purchasing or
redeeming Creation Units through ‘‘inkind’’ transactions. The deposit
procedure for in-kind purchases and the
redemption procedure for in-kind
redemptions will be the same for all
purchases and redemptions. Deposit
Securities and Fund Securities will be
valued under the same objective
standards applied to valuing Portfolio
Securities. Therefore, applicants state
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that in-kind purchases and redemptions
will afford no opportunity for the
affiliated persons and second tier
affiliates described above to effect a
transaction detrimental to the other
holders of Shares. Applicants also
believe that in-kind purchases and
redemptions will not result in abusive
self-dealing or overreaching by these
persons of the Fund.
Applicants’ Conditions
The applicants agree that any order of
the Commission granting the requested
relief will be subject to the following
conditions:
1. Each Prospectus will clearly
disclose that, for purposes of the Act,
Shares are issued by the Fund, which is
a registered investment company and
that the acquisition of Shares by
investment companies and companies
relying on sections 3(c)(1) or 3(c)(7) of
the Act is subject to the restrictions of
section 12(d)(1) of the Act, except as
permitted by an exemptive order that
permits registered investment
companies to invest in a Fund beyond
the limits in section 12(d)(1), subject to
certain terms and conditions, including
that the registered investment company
enter into an agreement with the Fund
regarding the terms of the investment.
2. As long as the Funds operate in
reliance on the requested order, the
Shares of the Funds will be listed on a
Stock Exchange.
3. Neither the Trusts nor any Fund
will be advertised or marketed as an
open-end investment company or a
mutual fund. Each Fund’s Prospectus
will prominently disclose that the Fund
is an actively managed exchange-traded
fund. Each Prospectus will prominently
disclose that the Shares are not
individually redeemable shares and will
disclose that the owners of the Shares
may acquire those Shares from the Fund
and tender those Shares for redemption
to the Fund in Creation Units only. Any
advertising material that describes the
purchase or sale of Creation Units or
refers to redeemability will prominently
disclose that the Shares are not
individually redeemable and that
owners of the Shares may acquire those
Shares from the Fund and tender those
Shares for redemption to the Fund in
Creation Units only.
4. The Web site for the Funds, which
is and will be publicly accessible at no
charge, will contain the following
information, on a per Share basis, for
each Fund: (a) the prior Business Day’s
NAV and the Bid/Ask Price, and a
calculation of the premium or discount
of the Bid/Ask Price against the NAV;
and (b) data in chart format displaying
the frequency distribution of discounts
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57705
and premiums of the daily Bid/Ask
Price against the NAV, within
appropriate ranges, for each of the four
previous calendar quarters (or for the
life of the Fund, if shorter).
5. The Prospectus and annual report
for each Fund will also include: (a) the
information listed in condition 4(b), (i)
in the case of the Prospectus, for the
most recently completed year (and the
most recently completed quarter or
quarters, as applicable) and (ii) in the
case of the annual report, for the
immediately preceding five years (or for
the life of the Fund, if shorter), and (b)
calculated on a per Share basis for
one-, five- and ten-year periods (or for
the life of the Fund, if shorter), the
cumulative total return and the average
annual total return based on NAV and
Bid/Ask Price.
6. On each Business Day, before
commencement of trading in Shares on
the Stock Exchange, the Fund will
disclose on its Web site the identities
and quantities of the Portfolio Securities
and other assets held by the Fund that
will form the basis for the Fund’s
calculation of NAV at the end of the
Business Day.
7. The Advisor or Subadvisor, directly
or indirectly, will not cause any
Authorized Participant (or any investor
on whose behalf an Authorized
Participant may transact with the Fund)
to acquire any Deposit Security for the
Fund through a transaction in which the
Fund could not engage directly.
8. The requested order will expire on
the effective date of any Commission
rule under the Act that provides relief
permitting the operation of actively
managed exchange-traded funds.
For the Commission, by the Division of
Investment Management, pursuant to
delegated authority.
Florence E. Harmon,
Acting Secretary.
[FR Doc. E8–23366 Filed 10–2–08; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–58678; File No. SR–Amex–
2008–64]
Self-Regulatory Organizations;
American Stock Exchange LLC; Order
Approving the Adoption of New Rule
478T To Set Forth the Temporary
Procedures That Will Apply To
Disciplinary Proceedings Pending as
of the Closing Date of the Acquisition
of Amex by NYSE Euronext
September 29, 2008.
On July 28, 2008, American Stock
Exchange LLC, a Delaware limited
E:\FR\FM\03OCN1.SGM
03OCN1
Agencies
[Federal Register Volume 73, Number 193 (Friday, October 3, 2008)]
[Notices]
[Pages 57702-57705]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: E8-23366]
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SECURITIES AND EXCHANGE COMMISSION
[Investment Company Act Release No. 28421; 812-13477]
First Trust Advisors L.P., et al.; Notice of Application
September 29, 2008.
AGENCY: Securities and Exchange Commission (``Commission'').
ACTION: Notice of an application for an order under section 6(c) of the
Investment Company Act of 1940 (``Act'') for an exemption from sections
2(a)(32), 5(a)(1), 22(d) and 22(e) of the Act and rule 22c-1 under the
Act and under sections 6(c) and 17(b) of the Act for an exemption from
sections 17(a)(1) and (a)(2) of the Act.
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Applicants: First Trust Advisors L.P. (the ``Advisor''), First Trust
Portfolios L.P. (the ``Distributor'') and First Trust Exchange-Traded
Fund III (the ``Initial Trust'').
Summary of Application: Applicants request an order that permits: (a)
Series of certain open-end management investment companies to issue
shares (``Shares'') redeemable in large aggregations only (``Creation
Units''); (b) secondary market transactions in Shares to occur at
negotiated market prices; (c) certain series to pay redemption
proceeds, under certain circumstances, more than seven days after the
tender of Shares for redemption; and (d) certain affiliated persons of
the series to deposit securities into, and receive securities from, the
series in connection with the purchase and redemption of Creation
Units.
Filing Dates: The application was filed on January 14, 2008, and
amended on July 14, 2008. Applicants have agreed to file an amendment
during the notice period, the substance of which is reflected in the
notice.
Hearing or Notification of Hearing: An order granting the requested
relief will be issued unless the Commission orders a hearing.
Interested persons may request a hearing by writing to the Commission's
Secretary and serving applicants with a copy of the request, personally
or by mail. Hearing requests should be received by the Commission by
5:30 p.m. on October 24, 2008, and should be accompanied by proof of
service on applicants, in the form of an affidavit or, for lawyers, a
certificate of service. Hearing requests should state the nature of the
writer's interest, the reason for the request, and the issues
contested. Persons who wish to be notified of a hearing may request
notification by writing to the Commission's Secretary.
ADDRESSES: Secretary, U.S. Securities and Exchange Commission, 100 F
Street, NE., Washington, DC 20549-1090. Applicants: 100 Warrenville
Rd., Lisle, IL 60532.
FOR FURTHER INFORMATION CONTACT: Bruce R. MacNeil, Senior Counsel, at
(202) 551-6817, or Marilyn Mann, Branch Chief, at (202) 551-6821
(Division of Investment Management, Office of Investment Company
Regulation).
SUPPLEMENTARY INFORMATION: The following is a summary of the
application. The complete application may be obtained for a fee at the
Commission's Public Reference Room, 100 F Street, NE., Washington, DC
20549-1520 (tel. 202-551-5850).
Applicants' Representations
1. The Initial Trust is an open-end management investment company
registered under the Act and organized as a Massachusetts business
trust. The Initial Trust will offer three initial series: the First
Trust BRIC Equal Weight Fund, the First Trust Target Mega Cap Fund, and
the First Trust Target International Mega Cap Fund (the ``Initial
Funds''). Each Initial Fund's investment objective will be to provide
capital appreciation by investing in stocks selected according to a
quantitative screening methodology developed by the Advisor.
2. Applicants request that the order apply to any existing or
future series (``Future Funds'') of any existing or future open-end
management investment companies (``Future Trusts'') that will invest in
equity securities traded in the U.S. markets and/or foreign equity
securities. Any Future Fund will be (a) advised by the Advisor or an
entity controlling, controlled by, or under common control with the
Advisor, and (b) comply with the terms and conditions of the order. The
Initial Funds and Future Funds together are the ``Funds'' and the
Initial Trust and the Future Trusts together are the ``Trusts.'' Funds
that invest all or a portion of their assets in foreign equity
securities are each an ``International Fund.'' Each Fund will operate
as an actively-managed exchange-traded fund (``ETF'').
3. The Advisor is registered as an investment adviser under the
Investment Advisers Act of 1940 (``Advisers Act'') and will serve as
the investment adviser to the Funds. The Advisor may in the future
retain one or more subadvisers (``Subadvisers'') to manage the Funds'
portfolios. Any Subadviser will be registered under the Advisers Act.
The Distributor, a broker-dealer registered under the Securities
Exchange Act of 1934 (``Exchange Act''), will serve as the principal
underwriter and distributor for the Funds.\1\
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\1\ All entities that currently intend to rely on the order are
named as applicants. Any other entity that relies on the order in
the future will comply with the terms and conditions of the
application.
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4. Shares of the Funds will be sold at a price of between $20 and
$50 per Share in Creation Units of between 25,000 and 150,000 Shares.
All orders to purchase Creation Units must be placed with the
Distributor by or through a
[[Page 57703]]
party that has entered into an agreement with a Fund and the
Distributor (``Authorized Participant''). An Authorized Participant
must be either: (a) A broker-dealer or other participant in the
continuous net settlement system of the National Securities Clearing
Corporation (``NSCC''), a clearing agency registered with the
Commission, or (b) a participant in the Depository Trust Company
(``DTC,'' and such participant, ``DTC Participant''). Shares of each
Fund generally will be sold in Creation Units in exchange for an in-
kind deposit by the purchaser of a portfolio of securities designated
by the Advisor (the ``Deposit Securities''), together with the deposit
of a relatively small specified cash payment (``Cash Component''). The
Cash Component is an amount equal to the difference between (a) the net
asset value (``NAV'') per Creation Unit of the Fund and (b) the total
aggregate market value per Creation Unit of the Deposit Securities.\2\
Applicants state that in some circumstances it may not be practicable
or convenient for a Fund to operate exclusively on an ``in-kind''
basis. Each Fund reserves the right to permit, under certain
circumstances, a purchaser of Creation Units to substitute cash in lieu
of depositing some or all of the requisite Deposit Securities.
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\2\ In addition to the list of names and amount of each security
constituting the current Deposit Securities, it is intended that, on
each day that a Fund is open, including as required by section 22(e)
of the Act (``Business Day''), the Cash Component effective as of
the previous Business Day, per outstanding Share of each Fund, will
be made available. The Stock Exchange or a major market data vendor
intends to disseminate widely, every 15 seconds, during regular
trading hours, an approximate amount per Share representing the sum
of the estimated Cash Component effective through and including the
previous Business Day, plus the current value of the Deposit
Securities, on a per Share basis.
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5. An investor purchasing a Creation Unit from a Fund will be
charged a fee (``Transaction Fee'') to prevent the dilution of the
interests of the remaining shareholders resulting from costs in
connection with the purchase of Creation Units.\3\ The maximum
Transaction Fees relevant to each Fund will be fully disclosed in the
prospectus (``Prospectus'') or statement of additional information
(``SAI'') of such Fund. All orders to purchase Creation Units will be
placed with the Distributor by or through an Authorized Participant and
it will be the Distributor's responsibility to transmit such orders to
the respective Fund's transfer agent. The Distributor also will be
responsible for delivering the Prospectus to those persons purchasing
Creation Units, and for maintaining records of both the orders placed
with it and the confirmations of acceptance furnished by it. In
addition, the Distributor will maintain a record of the instructions
given to a Fund to implement the delivery of Shares.
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\3\ Where a Fund permits a purchaser to substitute cash in lieu
of depositing a portion of the requisite Deposit Securities, the
purchaser may be assessed a higher Transaction Fee to cover the cost
of purchasing such Deposit Securities, including brokerage costs,
and part or all of the spread between the expected bid and the offer
side of the market relating to such Deposit Securities.
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6. Purchasers of Shares in Creation Units may hold such Shares or
may sell such Shares into the secondary market. Shares will be listed
and traded on a national securities exchange as defined in section
2(a)(26) of the Act (``Stock Exchange''). It is expected that one or
more member firms of a listing Stock Exchange will be designated to act
as a specialist and maintain a market for Shares on the Stock Exchange
(the ``Specialist''), or if Nasdaq is the listing Stock Exchange, one
or more member firms of Nasdaq will act as a market maker (``Market
Maker'') and maintain a market for Shares.\4\ Prices of Shares trading
on a Stock Exchange will be based on the current bid/offer market.
Shares sold in the secondary market will be subject to customary
brokerage commissions and charges.
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\4\ If Shares are listed on the Nasdaq, no particular Market
Maker will be contractually obligated to make a market in Shares,
although Nasdaq's listing requirements stipulate that at least two
Market Makers must be registered as Market Makers in Shares to
maintain the listing. Registered Market Makers are required to make
a continuous, two-sided market at all times or be subject to
regulatory sanctions.
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7. Applicants expect that purchasers of Creation Units will include
institutional investors and arbitrageurs (which could include
institutional investors). The Specialist, or Market Maker, in providing
a fair and orderly secondary market for the Shares, also may purchase
Creation Units for use in its market-making activities. Applicants
expect that secondary market purchasers of Shares will include both
institutional investors and retail investors.\5\ Applicants expect that
the price at which the Shares trade will be disciplined by arbitrage
opportunities created by the ability to continually purchase or redeem
Creation Units at their NAV, which should ensure that the Shares will
not trade at a material discount or premium in relation to their NAV.
---------------------------------------------------------------------------
\5\ Shares will be registered in book-entry form only. DTC or
its nominee will be the registered owner of all outstanding Shares.
DTC or DTC Participants will maintain records reflecting beneficial
owners of Shares.
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8. Shares will not be individually redeemable, and owners of Shares
may acquire those Shares from a Fund, or tender such Shares for
redemption to the Fund, in Creation Units only. To redeem, an investor
will have to accumulate enough Shares to constitute a Creation Unit.
Redemption orders must be placed by or through an Authorized
Participant. An investor redeeming a Creation Unit generally will
receive (a) a portfolio of securities designated to be delivered for
Creation Unit redemptions on the date that the request for redemption
is submitted (``Fund Securities''), which may not be identical to the
Deposit Securities required to purchase Creation Units on that date,
and (b) a ``Cash Redemption Payment,'' consisting of an amount
calculated in the same manner as the Cash Component, although the
actual amount of the Cash Redemption Payment may differ from the Cash
Component if the Fund Securities are not identical to the Deposit
Securities on that day. An investor may receive the cash equivalent of
a Fund Security in certain circumstances, such as if the investor is
constrained from effecting transactions in the security by regulation
or policy. A redeeming investor may pay a Transaction Fee, calculated
in the same manner as a Transaction Fee payable in connection with
purchases of Creation Units.
9. Neither a Trust nor any individual Fund will be marketed or
otherwise held out as an ``open-end investment company'' or a ``mutual
fund.'' Instead, each Fund will be marketed as an ``actively-managed
exchange-traded fund.'' All marketing materials that describe the
method of obtaining, buying or selling Shares, or refer to
redeemability, will prominently disclose that Shares are not
individually redeemable and that the owners of Shares may purchase or
redeem Shares from a Fund in Creation Units only. The same approach
will be followed in the SAI, shareholder reports and investor
educational materials issued or circulated in connection with the
Shares. The Funds will provide copies of their annual and semi-annual
shareholder reports to DTC Participants for distribution to beneficial
owners of Shares.
10. The Funds' Web site, which will be publicly available prior to
the public offering of Shares, will include the Prospectus and other
information about the Funds that is updated on a daily basis, including
the mid-point of the bid-ask spread at the time of the calculation of
NAV (``Bid/Ask Price''). On each Business Day, before the commencement
of trading in Shares on the Stock Exchange, each Fund will disclose the
identities and quantities of
[[Page 57704]]
the securities (``Portfolio Securities'') and other assets held in the
Fund portfolio that will form the basis for the Fund's calculation of
NAV at the end of the Business Day.\6\
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\6\ Applicants note that under accounting procedures followed by
the Funds, trades made on the prior Business Day (``T'') will be
booked and reflected in NAV on the current Business Day (``T + 1'').
Accordingly, the Funds will be able to disclose at the beginning of
the Business Day the portfolio that will form the basis for the NAV
calculation at the end of the Business Day.
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Applicants' Legal Analysis
1. Applicants request an order under section 6(c) of the Act
granting an exemption from sections 2(a)(32), 5(a)(1), 22(d) and 22(e)
of the Act and rule 22c-1 under the Act; and under sections 6(c) and
17(b) of the Act granting an exemption from sections 17(a)(1) and
(a)(2) of the Act.
2. Section 6(c) of the Act provides that the Commission may exempt
any person, security or transaction, or any class of persons,
securities or transactions, from any provision of the Act, if and to
the extent that such exemption is necessary or appropriate in the
public interest and consistent with the protection of investors and the
purposes fairly intended by the policy and provisions of the Act.
Section 17(b) of the Act authorizes the Commission to exempt a proposed
transaction from section 17(a) of the Act if evidence establishes that
the terms of the transaction, including the consideration to be paid or
received, are reasonable and fair and do not involve overreaching on
the part of any person concerned, and the proposed transaction is
consistent with the policies of the registered investment company and
the general provisions of the Act.
Sections 5(a)(1) and 2(a)(32) of the Act
3. Section 5(a)(1) of the Act defines an ``open-end company'' as a
management investment company that is offering for sale or has
outstanding any redeemable security of which it is the issuer. Section
2(a)(32) of the Act defines a redeemable security as any security,
other than short-term paper, under the terms of which the holder, upon
its presentation to the issuer, is entitled to receive approximately
his proportionate share of the issuer's current net assets, or the cash
equivalent. Because Shares will not be individually redeemable,
applicants request an order that would permit each Fund, as a series of
an open-end management investment company, to issue Shares that are
redeemable in Creation Units only. Applicants state that investors may
purchase Shares in Creation Units from each Fund and redeem Creation
Units from each Fund. Applicants further state that because the market
price of Shares will be disciplined by arbitrage opportunities,
investors should be able to sell Shares in the secondary market at
prices that do not vary substantially from their NAV.
Section 22(d) of the Act and Rule 22c-1 Under the Act
4. Section 22(d) of the Act, among other things, prohibits a dealer
from selling a redeemable security, which is currently being offered to
the public by or through a principal underwriter, except at a current
public offering price described in the prospectus. Rule 22c-1 under the
Act generally requires that a dealer selling, redeeming, or
repurchasing a redeemable security do so only at a price based on its
NAV. Applicants state that secondary market trading in Shares will take
place at negotiated prices, not at a current offering price described
in the prospectus, and not at a price based on NAV. Thus, purchases and
sales of Shares in the secondary market will not comply with section
22(d) of the Act and rule 22c-1 under the Act. Applicants request an
exemption under section 6(c) from these provisions.
5. Applicants assert that the concerns sought to be addressed by
section 22(d) of the Act and rule 22c-1 under the Act with respect to
pricing are equally satisfied by the proposed method of pricing Shares.
Applicants maintain that while there is little legislative history
regarding section 22(d), its provisions, as well as those of rule 22c-
1, appear to have been designed to (a) prevent dilution caused by
certain riskless-trading schemes by principal underwriters and contract
dealers, (b) prevent unjust discrimination or preferential treatment
among buyers resulting from sales at different prices, and (c) assure
an orderly distribution of investment company shares by eliminating
price competition from dealers offering shares at less than the
published sales price and repurchasing shares at more than the
published redemption price.
6. Applicants believe that none of these purposes will be thwarted
by permitting Shares to trade in the secondary market at negotiated
prices. Applicants state that (a) secondary market trading in Shares
does not involve the Funds as parties and cannot result in dilution of
an investment in Shares, and (b) to the extent different prices exist
during a given trading day, or from day to day, such variances occur as
a result of third-party market forces, such as supply and demand.
Therefore, applicants assert that secondary market transactions in
Shares will not lead to discrimination or preferential treatment among
purchasers. Finally, applicants contend that the proposed distribution
system will be orderly because arbitrage activity will ensure that the
difference between the market price of Shares and their NAV remains
narrow.
Section 22(e) of the Act
7. Section 22(e) generally prohibits a registered investment
company from suspending the right of redemption or postponing the date
of payment of redemption proceeds for more than seven days after the
tender of a security for redemption. The principal reason for the
requested exemption is that settlement of redemptions for the
International Funds is contingent not only on the settlement cycle of
the United States markets, but also on currently practicable delivery
cycles in local markets for underlying foreign securities held by the
International Funds. Applicants state that local market delivery cycles
for transferring certain foreign securities to investors redeeming
Creation Units, together with local market holiday schedules, will
under certain circumstances require a delivery process in excess of
seven calendar days for the International Funds. Applicants request
relief under section 6(c) of the Act from section 22(e) in such
circumstances to allow the International Funds to pay redemption
proceeds up to 12 calendar days after the tender of any Creation Unit
for redemption. At all other times and except as disclosed in the
relevant SAI, applicants expect that each International Fund will be
able to deliver redemption proceeds within seven days.\7\ With respect
to Future Funds that are International Funds, applicants seek the same
relief from section 22(e) only to the extent that circumstances similar
to those described in the application exist.
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\7\ Rule 15c6-1 under the Exchange Act requires that most
securities transactions be settled within three business days of the
trade. Applicants acknowledge that no relief obtained from the
requirements of section 22(e) will affect any obligations applicants
may have under rule 15c6-1.
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8. Applicants state that section 22(e) was designed to prevent
unreasonable, undisclosed and unforeseen delays in the payment of
redemption proceeds. Applicants assert that the requested relief will
not lead to the problems that section 22(e) was designed to prevent.
Applicants state that the SAI for each International Fund will disclose
those local holidays (over the period of at
[[Page 57705]]
least one year following the date of the SAI), if any, that are
expected to prevent the delivery of redemption proceeds in seven
calendar days, and the maximum number of days needed to deliver the
proceeds for the relevant International Fund.
Sections 17(a)(1) and (2) of the Act
9. Sections 17(a)(1) and (2) of the Act generally prohibit an
affiliated person of a registered investment company, or an affiliated
person of such a person (``second tier affiliate''), from selling any
security to or purchasing any security from the company. Section
2(a)(3) of the Act defines ``affiliated person'' to include any person
directly or indirectly owning, controlling, or holding with power to
vote 5% or more of the outstanding voting securities of the other
person and any person directly or indirectly controlling, controlled
by, or under common control with, the other person. Section 2(a)(9) of
the Act provides that a control relationship will be presumed where one
person owns more than 25% of another person's voting securities. The
Funds may be deemed to be controlled by the Advisor or an entity
controlling, controlled by or under common control with the Advisor and
hence affiliated persons of each other. In addition, the Funds may be
deemed to be under common control with any other registered investment
company (or series thereof) advised by the Advisor or an entity
controlling, controlled by or under common control with the Advisor (an
``Affiliated Fund'').
10. Applicants request an exemption from section 17(a), under
sections 6(c) and 17(b), to permit in-kind purchases and redemptions by
persons that are affiliated persons or second tier affiliates of the
Funds solely by virtue of one or more of the following: (1) holding 5%
or more, or more than 25%, of the outstanding Shares of the respective
Trust or one or more Funds; (2) an affiliation with a person with an
ownership interest described in (1); or (3) holding 5% or more, or more
than 25%, of the shares of one or more Affiliated Funds.
11. Applicants contend that no useful purpose would be served by
prohibiting these affiliated persons or second tier affiliates of a
Fund from purchasing or redeeming Creation Units through ``in-kind''
transactions. The deposit procedure for in-kind purchases and the
redemption procedure for in-kind redemptions will be the same for all
purchases and redemptions. Deposit Securities and Fund Securities will
be valued under the same objective standards applied to valuing
Portfolio Securities. Therefore, applicants state that in-kind
purchases and redemptions will afford no opportunity for the affiliated
persons and second tier affiliates described above to effect a
transaction detrimental to the other holders of Shares. Applicants also
believe that in-kind purchases and redemptions will not result in
abusive self-dealing or overreaching by these persons of the Fund.
Applicants' Conditions
The applicants agree that any order of the Commission granting the
requested relief will be subject to the following conditions:
1. Each Prospectus will clearly disclose that, for purposes of the
Act, Shares are issued by the Fund, which is a registered investment
company and that the acquisition of Shares by investment companies and
companies relying on sections 3(c)(1) or 3(c)(7) of the Act is subject
to the restrictions of section 12(d)(1) of the Act, except as permitted
by an exemptive order that permits registered investment companies to
invest in a Fund beyond the limits in section 12(d)(1), subject to
certain terms and conditions, including that the registered investment
company enter into an agreement with the Fund regarding the terms of
the investment.
2. As long as the Funds operate in reliance on the requested order,
the Shares of the Funds will be listed on a Stock Exchange.
3. Neither the Trusts nor any Fund will be advertised or marketed
as an open-end investment company or a mutual fund. Each Fund's
Prospectus will prominently disclose that the Fund is an actively
managed exchange-traded fund. Each Prospectus will prominently disclose
that the Shares are not individually redeemable shares and will
disclose that the owners of the Shares may acquire those Shares from
the Fund and tender those Shares for redemption to the Fund in Creation
Units only. Any advertising material that describes the purchase or
sale of Creation Units or refers to redeemability will prominently
disclose that the Shares are not individually redeemable and that
owners of the Shares may acquire those Shares from the Fund and tender
those Shares for redemption to the Fund in Creation Units only.
4. The Web site for the Funds, which is and will be publicly
accessible at no charge, will contain the following information, on a
per Share basis, for each Fund: (a) the prior Business Day's NAV and
the Bid/Ask Price, and a calculation of the premium or discount of the
Bid/Ask Price against the NAV; and (b) data in chart format displaying
the frequency distribution of discounts and premiums of the daily Bid/
Ask Price against the NAV, within appropriate ranges, for each of the
four previous calendar quarters (or for the life of the Fund, if
shorter).
5. The Prospectus and annual report for each Fund will also
include: (a) the information listed in condition 4(b), (i) in the case
of the Prospectus, for the most recently completed year (and the most
recently completed quarter or quarters, as applicable) and (ii) in the
case of the annual report, for the immediately preceding five years (or
for the life of the Fund, if shorter), and (b) calculated on a per
Share basis for one-, five- and ten-year periods (or for the life of
the Fund, if shorter), the cumulative total return and the average
annual total return based on NAV and Bid/Ask Price.
6. On each Business Day, before commencement of trading in Shares
on the Stock Exchange, the Fund will disclose on its Web site the
identities and quantities of the Portfolio Securities and other assets
held by the Fund that will form the basis for the Fund's calculation of
NAV at the end of the Business Day.
7. The Advisor or Subadvisor, directly or indirectly, will not
cause any Authorized Participant (or any investor on whose behalf an
Authorized Participant may transact with the Fund) to acquire any
Deposit Security for the Fund through a transaction in which the Fund
could not engage directly.
8. The requested order will expire on the effective date of any
Commission rule under the Act that provides relief permitting the
operation of actively managed exchange-traded funds.
For the Commission, by the Division of Investment Management,
pursuant to delegated authority.
Florence E. Harmon,
Acting Secretary.
[FR Doc. E8-23366 Filed 10-2-08; 8:45 am]
BILLING CODE 8011-01-P