Self-Regulatory Organizations; The NASDAQ Stock Market LLC; Order Approving a Proposed Rule Change, as Modified by Amendment No. 1 Thereto, To List and Trade of Shares of the First Trust Enhanced Short Maturity ETF of First Trust Exchange-Traded Fund IV, 34805-34808 [2014-14202]
Download as PDF
Federal Register / Vol. 79, No. 117 / Wednesday, June 18, 2014 / Notices
remainder of the definition of ADV
would remain unchanged.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
The Exchange has not solicited, and
does not intend to solicit, comments on
this proposed rule change. The
Exchange has not received any
unsolicited written comments from
Members or other interested parties.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The foregoing rule change has become
effective pursuant to Section 19(b)(3)(A)
of the Act 11 and Rule 19b–4(f)(2) 12
thereunder. At any time within 60 days
of the filing of such proposed rule
change, the Commission summarily may
temporarily suspend such rule change if
it appears to the Commission that such
action is necessary or appropriate in the
public interest, for the protection of
investors, or otherwise in furtherance of
the purposes of the Act.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
emcdonald on DSK67QTVN1PROD with NOTICES
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an email to rule-comments@
sec.gov. Please include File Number SR–
EDGX–2014–16 on the subject line.
Paper Comments
• Send paper comments in triplicate
to Secretary, Securities and Exchange
Commission, 100 F Street NE.,
Washington, DC 20549–1090.
All submissions should refer to File
Number SR–EDGX–2014–16. This file
number should be included on the
subject line if email is used. To help the
Commission process and review your
comments more efficiently, please use
only one method. The Commission will
post all comments on the Commission’s
Internet Web site (https://www.sec.gov/
rules/sro.shtml). Copies of the
submission, all subsequent
amendments, all written statements
with respect to the proposed rule
change that are filed with the
Commission, and all written
communications relating to the
proposed rule change between the
Commission and any person, other than
those that may be withheld from the
public in accordance with the
provisions of 5 U.S.C. 552, will be
available for Web site viewing and
printing in the Commission’s Public
Reference Room, 100 F Street NE.,
Washington, DC 20549, on official
business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of the
filing also will be available for
inspection and copying at the principal
office of the Exchange. All comments
received will be posted without change;
the Commission does not edit personal
identifying information from
submissions. You should submit only
information that you wish to make
available publicly. All submissions
should refer to File Number SR–EDGX–
2014–16, and should be submitted on or
before July 9, 2014.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.13
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2014–14197 Filed 6–17–14; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–72382; File No. SR–
NASDAQ–2014–041]
Self-Regulatory Organizations; The
NASDAQ Stock Market LLC; Order
Approving a Proposed Rule Change,
as Modified by Amendment No. 1
Thereto, To List and Trade of Shares
of the First Trust Enhanced Short
Maturity ETF of First Trust ExchangeTraded Fund IV
June 12, 2014.
I. Introduction
On April 11, 2014, The NASDAQ
Stock Market LLC (‘‘Exchange’’ or
‘‘Nasdaq’’) filed with the Securities and
Exchange Commission (‘‘Commission’’),
pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act’’) 1 and Rule 19b–4 thereunder,2 a
proposed rule change relating to the
listing and trading of shares (‘‘Shares’’)
of the First Trust Enhanced Short
Maturity ETF (‘‘Fund’’) of First Trust
Exchange-Traded Fund IV (‘‘Trust’’). On
April 24, 2014, the Exchange filed
Amendment No. 1 to the proposed rule
13 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
11 15
U.S.C. 78s(b)(3)(A).
12 17 CFR 240.19b–4(f)(2).
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34805
change.3 The Commission published for
comment in the Federal Register notice
of the proposed rule change, as
modified by Amendment No. 1 thereto,
on May 1, 2014.4 The Commission
received no comments on the proposed
rule change. This order approves the
proposed rule change, as modified by
Amendment No. 1 thereto.
II. Description of the Proposed Rule
Change
The Exchange proposes to list and
trade Shares pursuant to Nasdaq Rule
5735, which governs the listing and
trading of Managed Fund Shares.5 The
Exchange deems the Shares to be equity
securities, rendering trading in the
Shares subject to the Exchange’s
existing rules governing the trading of
equity securities.6
The Shares will be offered by the
Trust, which is organized as a
Massachusetts business trust and is
registered with the Commission as an
investment company.7 First Trust
Advisors L.P. is the investment adviser
(‘‘Adviser’’) to the Fund. First Trust
Portfolios L.P. is the principal
underwriter and distributor of the
Shares (‘‘Distributor’’). The Bank of New
York Mellon Corporation will act as the
administrator, accounting agent,
custodian, and transfer agent to the
Fund. The Adviser is affiliated with the
3 In Amendment No. 1, the Exchange: (1) Clarified
that the Fund (defined below) will limit its
investments in asset-backed securities and nonagency mortgage-backed securities (in the aggregate)
to 20% of its net assets; (2) modified its description
of how asset-backed or mortgage-backed securities
will be priced in certain circumstances; and (3)
made certain grammatical corrections.
4 See Securities Exchange Act Release No. 72030
(April 25, 2014), 79 FR 24765 (‘‘Notice’’).
5 Under Nasdaq’s Rules, a Managed Fund Share
is a security that (a) represents an interest in a
registered investment company (‘‘Investment
Company’’) organized as an open-end management
investment company or similar entity, that invests
in a portfolio of securities selected by the
Investment Company’s investment adviser
consistent with the Investment Company’s
investment objectives and policies; (b) is issued in
a specified aggregate minimum number in return for
a deposit of a specified portfolio of securities and/
or a cash amount with a value equal to the next
determined net asset value; and (c) when aggregated
in the same specified minimum number, may be
redeemed at a holder’s request, which holder will
be paid a specified portfolio of securities and/or
cash with a value equal to the next determined net
asset value. See Nasdaq Rule 5735(c)(1).
6 See Notice, supra note 4, 79 FR at 24770.
7 The Trust is registered under the Investment
Company Act of 1940 (‘‘1940 Act’’). See PostEffective Amendment No. 66 to Registration
Statement on Form N–1A for the Trust, dated April
10, 2014 (File Nos. 333–174332 and 811–22559)
(‘‘Registration Statement’’). The Exchange
represents that the Trust has obtained certain
exemptive relief under the 1940 Act. See
Investment Company Act Release No. 30029 (April
10, 2012) (File No. 812–13795) (‘‘Exemptive
Order’’).
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Federal Register / Vol. 79, No. 117 / Wednesday, June 18, 2014 / Notices
Distributor, a broker-dealer. As required
by Nasdaq Rule 5735(g),8 the Adviser
has implemented a firewall with respect
to its broker-dealer affiliate regarding
access to information concerning the
composition of or changes to the
portfolio.9
First Trust Enhanced Short Maturity
ETF 10
The investment objective of the Fund
will be to seek current income,
consistent with preservation of capital
and daily liquidity. Under normal
market conditions,11 the Fund will seek
to achieve its investment objective by
investing in a portfolio of U.S. dollardenominated fixed- and variable-rate 12
instruments (collectively, ‘‘Fixed
Income Securities’’) issued by U.S. and
non-U.S. public- and private-sector
entities. The Fund will hold Fixed
Income Securities of at least 13 nonaffiliated issuers.
emcdonald on DSK67QTVN1PROD with NOTICES
Principal Investments
The Fund intends to achieve its
investment objective by investing, under
8 Nasdaq Rule 5735(g) also requires that Adviser
personnel who make decisions regarding the Fund’s
portfolio be subject to procedures designed to
prevent the use and dissemination of material, nonpublic information regarding the Fund’s portfolio.
9 Additionally, the Exchange represents that, in
the event (a) the Adviser becomes newly affiliated
with a broker-dealer, or (b) any new adviser or subadviser becomes affiliated with a broker-dealer, it
will implement a fire wall with respect to such
broker-dealer regarding access to information
concerning the composition of or changes to the
portfolio, and it will be subject to procedures
designed to prevent the use and dissemination of
material, non-public information regarding such
portfolio.
10 Additional information regarding the Trust, the
Fund, and the Shares, including investment
strategies, risks, creation and redemption
procedures, fees, Fund holdings disclosure policies,
distributions and taxes, among other things, is
included in the Notice and Registration Statements,
as applicable. See Notice and Registration
Statement, supra notes 4 and 7, respectively.
11 According to the Exchange, the term ‘‘under
normal market conditions includes, but is not
limited to, the absence of adverse market,
economic, political or other conditions, including
extreme volatility or trading halts in the fixed
income markets or the financial markets generally;
operational issues causing dissemination of
inaccurate market information; or force majeure
type events such as systems failure, natural or manmade disaster, act of God, armed conflict, act of
terrorism, riot or labor disruption or any similar
intervening circumstance. For temporary defensive
purposes, during the initial invest-up period and
during periods of high cash inflows or outflows, the
Fund may depart from its principal investment
strategies; for example, it may hold a higher than
normal proportion of its assets in cash. During such
periods, the Fund may not be able to achieve its
investment objective. The Fund may adopt a
defensive strategy when the Adviser believes
securities in which the Fund normally invests have
elevated risks due to political or economic factors
and in other extraordinary circumstances.
12 For these purposes, the term ‘‘variable-rate’’
also includes similar terms such as ‘‘floating-rate’’
and ‘‘adjustable-rate.’’
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normal market conditions, at least 80%
of its net assets in a portfolio of U.S.
dollar-denominated Fixed Income
Securities issued by U.S. and non-U.S.
public- and private-sector entities. At
least 80% of the Fund’s net assets will
be invested in Fixed Income Securities
that are, at the time of purchase,
investment grade. Fixed Income
Securities will include the following
types of fixed- and variable-rate debt
securities: corporate 13 and government
bonds and notes; agency securities;
instruments of non-U.S. issuers in
developed markets; privately-issued
securities; 14 asset-backed securities; 15
mortgage-backed securities; 16
municipal bonds; money market
securities; and investment companies 17
(including investment companies
advised by the Adviser) that invest
primarily in the foregoing types of Fixed
Income Securities. The Fund will limit
its investments in asset-backed
securities and non-agency mortgagebacked securities (in the aggregate) to
20% of its net assets.18
Under normal market conditions, the
Fund’s duration 19 is expected to be
below one year and the maturity 20 of
13 While the Fund is permitted to invest without
restriction in corporate bonds, the Adviser expects
that, under normal market conditions, generally,
with respect to at least 75% of the Fund’s portfolio,
a corporate bond will have, at the time of original
issuance, $100 million or more par amount
outstanding to be considered as an eligible
investment.
14 ‘‘Privately-issued securities’’ for these purposes
generally includes Rule 144A securities and, in this
context, may include both mortgage-backed and
non-mortgage Rule 144A securities.
15 Asset-backed securities are Fixed Income
Securities that are backed by a pool of assets. The
Fund currently intends to invest in asset-backed
securities that are consumer asset-backed securities.
16 Mortgage-backed securities are Fixed Income
Securities that are backed by a pool of mortgage
loans. There are a wide variety of mortgage-backed
securities involving commercial or residential,
fixed-rate or adjustable-rate mortgages and
mortgages issued by banks or government agencies.
17 Currently, the Fund anticipates investing only
in registered open-end investment companies that
are listed and traded in the U.S. on registered
exchanges (i.e., other exchange traded funds).
18 See Amendment No. 1, supra note3. There is
no limit applicable to agency mortgage-backed
securities.
19 Duration is a measure of the expected price
volatility of a debt instrument as a result of changes
in market rates of interest, based on, among other
factors, the weighted average timing of the
instrument’s expected principal and interest
payments. Duration differs from maturity in that it
considers a security’s yield, coupon payments,
principal payments, call features and coupon
adjustments in addition to the amount of time until
the security finally matures.
20 Maturity is measured relative to the type of
security. For Fixed Income Securities (exclusive of
asset-backed securities and mortgage-backed
securities), maturity shall be calculated using
dollar-weighted average maturity, which is
calculated by taking the average length of time to
maturity. For asset-backed securities and mortgage-
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Sfmt 4703
the Fund’s portfolio is expected to be
below three years.
Other Investments
Under normal market conditions, the
Fund will invest primarily in the Fixed
Income Securities described above to
meet its investment objective. In
addition, the Fund may invest up to
20% of its net assets in floating rate
loans. The floating rate loans in which
the Fund will invest will represent
amounts borrowed by companies or
other entities from banks and other
lenders and a significant portion of such
floating rate loans may be rated below
investment grade or unrated. Floating
rate loans held by the Fund may be
senior or subordinate obligations of the
borrower and may or may not be
secured by collateral.
Investment Restrictions
The Fund will not invest 25% or more
of the value of its total assets in
securities of issuers in any one industry.
This restriction does not apply to (a)
obligations issued or guaranteed by the
U.S. government, its agencies or
instrumentalities or (b) securities of
other investment companies.
The Fund may hold up to an aggregate
amount of 15% of its net assets in
illiquid assets (calculated at the time of
investment), including Rule 144A
securities deemed illiquid by the
Adviser. The Fund will monitor its
portfolio liquidity on an ongoing basis
to determine whether, in light of current
circumstances, an adequate level of
liquidity is being maintained, and will
consider taking appropriate steps in
order to maintain adequate liquidity if,
through a change in values, net assets,
or other circumstances, more than 15%
of the Fund’s net assets are held in
illiquid assets. Illiquid assets include
securities subject to contractual or other
restrictions on resale and other
instruments that lack readily available
markets as determined in accordance
with Commission staff guidance.21
The Fund will not invest in non-U.S.
equity securities.
III. Discussion and Commission’s
Findings
After careful review, the Commission
finds that the proposed rule change, as
modified by Amendment No. 1 thereto,
is consistent with the requirements of
Section 6 of the Act 22 and the rules and
backed securities, maturity shall be calculated using
weighted average life, which is the estimated time
to principal paydown for each underlying
instrument held by the Fund, weighted according
to the relative holdings per instrument.
21 See Notice, supra note 4, 79 FR at 24768, n.26.
22 15 U.S.C. 78f.
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emcdonald on DSK67QTVN1PROD with NOTICES
Federal Register / Vol. 79, No. 117 / Wednesday, June 18, 2014 / Notices
regulations thereunder applicable to a
national securities exchange.23 In
particular, the Commission finds that
the proposal is consistent with Section
6(b)(5) of the Act,24 which requires,
among other things, that the Exchange’s
rules be designed to promote just and
equitable principles of trade, to remove
impediments to and perfect the
mechanism of a free and open market
and a national market system, and, in
general, to protect investors and the
public interest. The Commission notes
that the Fund and the Shares will be
listed and traded on the Exchange
pursuant to the initial and continued
listing criteria in Nasdaq’s Rule 5735.
The Commission finds that the
proposal to list and trade the Shares on
the Exchange is consistent with Section
11A(a)(1)(C)(iii) of the Act,25 which sets
forth Congress’ finding that it is in the
public interest and appropriate for the
protection of investors and the
maintenance of fair and orderly markets
to assure the availability to brokers,
dealers, and investors of information
with respect to quotations for, and
transactions in, securities. Information
regarding market price and trading
volume of the Shares will be continually
available on a real-time basis throughout
the day on brokers’ computer screens
and other electronic services. Quotation
and last-sale information for the Shares
will be available via Nasdaq proprietary
quote and trade services, as well as in
accordance with the Unlisted Trading
Privileges and the Consolidated Tape
Association plans for the Shares.
Intraday executable price quotations on
Fixed Income Securities and other
assets not traded on an exchange will be
available from major broker-dealer firms
or market data vendors, as well as from
automated quotation systems, published
or other public sources, or online
information services. For exchangelisted assets, intraday pricing
information will be available directly
from the applicable listing exchange.
Intraday price information will also be
available through subscription services,
such as Bloomberg, Markit, and
Thomson Reuters, which can be
accessed by authorized participants and
other investors.
The Commission believes that the
proposal to list and trade the Shares is
reasonably designed to promote fair
disclosure of information that may be
necessary to price the Shares
appropriately and to prevent trading
23 In approving this proposed rule change, the
Commission has considered the proposed rule’s
impact on efficiency, competition, and capital
formation. See 15 U.S.C. 78c(f).
24 17 U.S.C. 78f(b)(5).
25 15 U.S.C. 78k–1(a)(1)(C)(iii).
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when a reasonable degree of
transparency cannot be assured. The
NAV of the Shares generally will be
calculated once daily Monday through
Friday as of the close of regular trading
on the New York Stock Exchange,
generally 4:00 p.m., Eastern time. On
each business day, before
commencement of trading in Shares in
the Regular Market Session 26 on the
Exchange, the Fund will disclose on its
Web site the identities and quantities of
the portfolio of securities and other
assets (‘‘Disclosed Portfolio’’ as defined
in Nasdaq Rule 5735(c)(2)) held by the
Fund that will form the basis for the
Fund’s calculation of NAV at the end of
the business day.27 The Exchange will
obtain a representation from the issuer
of the Shares that the NAV per Share
will be calculated daily and that the
NAV and the Disclosed Portfolio will be
made available to all market
participants at the same time.28
Moreover, the Intraday Indicative Value,
available on the NASDAQ OMX
Information LLC proprietary index data
service, will be widely disseminated by
one or more major market data vendors
and broadly displayed at least every 15
seconds during the Regular Market
Session.29 Trading in Shares will be
halted if the circuit breaker parameters
in Nasdaq Rule 4120(a)(11) have been
reached or because of market conditions
or for reasons that, in the view of the
Exchange, make trading in the Shares
inadvisable, and trading in the Shares
will be subject to Nasdaq Rule
5735(d)(2)(D), which sets forth
circumstances under which trading in
the Shares may be halted. The Exchange
states that it has a general policy
prohibiting the distribution of material,
non-public information by its
employees. Further, the Commission
notes that the Reporting Authority that
provides the Disclosed Portfolio must
implement and maintain, or be subject
to, procedures designed to prevent the
use and dissemination of material, nonpublic information regarding the actual
components of the portfolio.30 The
26 See Nasdaq Rule 4120(b)(4) (describing the
three trading sessions on the Exchange: (1) PreMarket Session from 4 a.m. to 9:30 a.m., Eastern
time; (2) Regular Market Session from 9:30 a.m. to
4 p.m. or 4:15 p.m., Eastern time; and (3) PostMarket Session from 4 p.m. or 4:15 p.m. to 8 p.m.,
Eastern time).
27 Under accounting procedures to be followed by
the Fund, trades made on the prior business day
(‘‘T’’) will be booked and reflected in NAV on the
current business day (‘‘T+1’’). Accordingly, the
Fund 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.
28 See Notice, supra note 4, 79 FR at 24770.
29 See id.
30 See Nasdaq Rule 5735(d)(2)(B)(ii).
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34807
Adviser is affiliated with a broker-dealer
and has implemented a firewall with
respect to that broker-dealer regarding
access to information concerning the
composition and/or changes to the
Fund’s portfolio.31
Further, regarding trading in the
Shares and the exchange-traded
securities held by the Fund, the
Commission notes that the Financial
Industry Regulatory Authority
(‘‘FINRA’’) will communicate as needed
on behalf of the Exchange 32 with other
markets and other entities that are
members of the Intermarket
Surveillance Group (‘‘ISG’’),33 and
FINRA may obtain trading information
regarding trading in the Shares and the
exchange-traded securities held by the
Fund from such markets and other
entities that are members of the ISG,
which includes securities and futures
exchanges, or from markets which the
Exchange has in place a comprehensive
surveillance sharing agreement.34
Moreover, the Exchange states that
FINRA will be able to access on its
behalf, as needed, trade information for
certain Fixed Income Securities held by
the Fund reported to FINRA’s Trade
Reporting and Compliance Engine.35
The Exchange states that trading in the
Shares will be subject to the existing
trading surveillances, administered by
FINRA on behalf of the Exchange,
which are designed to detect violations
of Exchange rules and applicable federal
securities laws, and represents that
these procedures are adequate to
properly monitor Exchange trading of
the Shares in all trading sessions and to
deter and detect violations of Exchange
rules and applicable federal securities
laws.36
In support of this proposal, the
Exchange has made representations,
including:
(1) The Shares will conform to the
initial and continued listing criteria
under Nasdaq Rule 5735.
(2) The Exchange has appropriate
rules to facilitate transactions in the
Shares during all trading sessions.
31 See
note 9, supra and accompanying text.
Exchange states that, while FINRA surveils
trading on the Exchange pursuant to a regulatory
services agreement, the Exchange is responsible for
FINRA’s performance under this regulatory services
agreement. See Notice, supra note 4, 79 FR at
24771, n.34.
33 For a list of the current members of ISG, see
www.isgportal.org. The Exchange states that not all
components of the Disclosed Portfolio may trade on
markets that are members of ISG or with which the
Exchange has in place a comprehensive
surveillance sharing agreement. See id. at 24771,
n.35.
34 See id. at 24771.
35 See id.
36 See id. at 24770–71.
32 The
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(3) The Exchange represents that
trading in the Shares will be subject to
the existing trading surveillances,
administered by FINRA on behalf of the
Exchange, which are designed to detect
violations of Exchange rules and
applicable federal securities laws and
that these procedures are adequate to
properly monitor Exchange trading of
the Shares in all trading sessions and to
deter and detect violations of Exchange
rules and applicable federal securities
laws.
(4) Prior to the commencement of
trading, the Exchange will inform its
members in an Information Circular of
the special characteristics and risks
associated with trading the Shares.
Specifically, the Information Circular
will discuss the following: (a) The
procedures for purchases and
redemptions of Shares in Creation Units
(and that Shares are not individually
redeemable); (b) Nasdaq Rule 2310,
which imposes suitability obligations on
Nasdaq members with respect to
recommending transactions in the
Shares to customers; (c) how
information regarding the Intraday
Indicative Value is disseminated; (d) the
risks involved in trading the Shares
during the Pre-Market and Post-Market
Sessions when an updated Intraday
Indicative Value will not be calculated
or publicly disseminated; (e) the
requirement that members deliver a
prospectus to investors purchasing
newly issued Shares prior to or
concurrently with the confirmation of a
transaction; and (f) trading
information.37
(5) For initial and continued listing,
the Fund will be in compliance with
Rule 10A–3 under the Act.38
(6) While the Fund is permitted to
invest without restriction in corporate
bonds, the Adviser expects that, under
normal market conditions, generally,
with respect to at least 75% of the
Fund’s portfolio, a corporate bond will
have, at the time of original issuance,
$100 million or more par amount
outstanding to be considered as an
eligible investment.
(7) The Fund may hold up to an
aggregate amount of 15% of its net
assets in illiquid assets (calculated at
the time of investment), including Rule
144A securities deemed illiquid by the
Adviser.
(8) The Fund will limit its
investments in asset-backed securities
and non-agency mortgage-backed
securities (in the aggregate) to 20% of its
net assets.
37 See
38 17
id. at 24771.
CFR 240.10A–3.
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(9) The Fund will not invest in nonU.S. equity securities.
(10) A minimum of 100,000 Shares
will be outstanding at the
commencement of trading.
This approval order is based on all of
the Exchange’s representations,
including those set forth in the Notice.
IV. Conclusion
For the foregoing reasons, the
Commission finds that the proposed
rule change is consistent with Section
6(b)(5) of the Act 39 and the rules and
regulations thereunder applicable to a
national securities exchange.
It is therefore ordered, pursuant to
Section 19(b)(2) of the Act,40 that the
proposed rule change (SR–NASDAQ–
2014–041), as modified by Amendment
No. 1, be, and it hereby is, approved.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.41
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2014–14202 Filed 6–17–14; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–72375; File No. SR–EDGA–
2014–14]
Self-Regulatory Organizations; EDGA
Exchange, Inc.; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change Relating to Amendments
to the EDGA Exchange, Inc. Fee
Schedule
June 12, 2014.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934 (the
‘‘Act’’),1 and Rule 19b–4 thereunder,2
notice is hereby given that on June 2,
2014, EDGA Exchange, Inc. (the
‘‘Exchange’’ or ‘‘EDGA’’) filed with the
Securities and Exchange Commission
(‘‘Commission’’) the proposed rule
change as described in Items I, II and III
below, which items have been prepared
by the self-regulatory organization. The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
39 15
U.S.C. 78f(b)(5).
U.S.C. 78s(b)(2).
41 17 CFR 200.30–3(a)(12).
1 15 U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
40 15
PO 00000
Frm 00094
Fmt 4703
Sfmt 4703
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to amend its
fees and rebates applicable to Members 3
of the Exchange pursuant to EDGA Rule
15.1(a) and (c) (‘‘Fee Schedule’’) to: (i)
Delete Flag RC, which routes to the
National Stock Exchange, Inc. (‘‘NSX’’)
and adds Liquidity; and (ii) make a
corrective change to the definition of
Average Daily Trading Volume (‘‘ADV’’)
to state that ADV includes shared routed
by the Exchange. The text of the
proposed rule change is available on the
Exchange’s Internet Web site at
www.directedge.com, at the Exchange’s
principal office, and at the Public
Reference Room of the Commission.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
self-regulatory organization included
statements concerning the purpose of,
and basis for, the proposed rule change
and discussed any comments it received
on the proposed rule change. The text
of these statements may be examined at
the places specified in Item IV below.
The self-regulatory organization has
prepared summaries, set forth in
sections A, B and C below, of the most
significant aspects of such statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and the
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The Exchange proposes to amend its
Fee Schedule to: (i) Delete Flag RC,
which routes to the NSX and adds
liquidity; and (ii) make a corrective
change to the definition of ADV to state
that ADV includes shared routed by the
Exchange.
Flag RC
The Exchange proposes to amend its
Fee Schedule to delete Flag RC, which
routes to the NSX and adds liquidity, in
response to the NSX’s announcement
that it will cease market operations and
its last day of trading will be Friday,
May 30, 2014.4 The Exchange currently
3 The term ‘‘Member’’ is defined as ‘‘any
registered broker or dealer, or any person associated
with a registered broker or dealer, that has been
admitted to membership in the Exchange. A
Member will have the status of a ‘‘member’’ of the
Exchange as that term is defined in Section 3(a)(3)
of the Act.’’ See Exchange Rule 1.5(n).
4 See Securities Exchange Act Release No. 72107
(May 6, 2014), 79 FR 27017 (May 12, 2014) (SR–
NSX–2014–14) (Notice of Filing and Immediate
E:\FR\FM\18JNN1.SGM
18JNN1
Agencies
[Federal Register Volume 79, Number 117 (Wednesday, June 18, 2014)]
[Notices]
[Pages 34805-34808]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2014-14202]
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SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-72382; File No. SR-NASDAQ-2014-041]
Self-Regulatory Organizations; The NASDAQ Stock Market LLC; Order
Approving a Proposed Rule Change, as Modified by Amendment No. 1
Thereto, To List and Trade of Shares of the First Trust Enhanced Short
Maturity ETF of First Trust Exchange-Traded Fund IV
June 12, 2014.
I. Introduction
On April 11, 2014, The NASDAQ Stock Market LLC (``Exchange'' or
``Nasdaq'') filed with the Securities and Exchange Commission
(``Commission''), pursuant to Section 19(b)(1) of the Securities
Exchange Act of 1934 (``Act'') \1\ and Rule 19b-4 thereunder,\2\ a
proposed rule change relating to the listing and trading of shares
(``Shares'') of the First Trust Enhanced Short Maturity ETF (``Fund'')
of First Trust Exchange-Traded Fund IV (``Trust''). On April 24, 2014,
the Exchange filed Amendment No. 1 to the proposed rule change.\3\ The
Commission published for comment in the Federal Register notice of the
proposed rule change, as modified by Amendment No. 1 thereto, on May 1,
2014.\4\ The Commission received no comments on the proposed rule
change. This order approves the proposed rule change, as modified by
Amendment No. 1 thereto.
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\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
\3\ In Amendment No. 1, the Exchange: (1) Clarified that the
Fund (defined below) will limit its investments in asset-backed
securities and non-agency mortgage-backed securities (in the
aggregate) to 20% of its net assets; (2) modified its description of
how asset-backed or mortgage-backed securities will be priced in
certain circumstances; and (3) made certain grammatical corrections.
\4\ See Securities Exchange Act Release No. 72030 (April 25,
2014), 79 FR 24765 (``Notice'').
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II. Description of the Proposed Rule Change
The Exchange proposes to list and trade Shares pursuant to Nasdaq
Rule 5735, which governs the listing and trading of Managed Fund
Shares.\5\ The Exchange deems the Shares to be equity securities,
rendering trading in the Shares subject to the Exchange's existing
rules governing the trading of equity securities.\6\
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\5\ Under Nasdaq's Rules, a Managed Fund Share is a security
that (a) represents an interest in a registered investment company
(``Investment Company'') organized as an open-end management
investment company or similar entity, that invests in a portfolio of
securities selected by the Investment Company's investment adviser
consistent with the Investment Company's investment objectives and
policies; (b) is issued in a specified aggregate minimum number in
return for a deposit of a specified portfolio of securities and/or a
cash amount with a value equal to the next determined net asset
value; and (c) when aggregated in the same specified minimum number,
may be redeemed at a holder's request, which holder will be paid a
specified portfolio of securities and/or cash with a value equal to
the next determined net asset value. See Nasdaq Rule 5735(c)(1).
\6\ See Notice, supra note 4, 79 FR at 24770.
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The Shares will be offered by the Trust, which is organized as a
Massachusetts business trust and is registered with the Commission as
an investment company.\7\ First Trust Advisors L.P. is the investment
adviser (``Adviser'') to the Fund. First Trust Portfolios L.P. is the
principal underwriter and distributor of the Shares (``Distributor'').
The Bank of New York Mellon Corporation will act as the administrator,
accounting agent, custodian, and transfer agent to the Fund. The
Adviser is affiliated with the
[[Page 34806]]
Distributor, a broker-dealer. As required by Nasdaq Rule 5735(g),\8\
the Adviser has implemented a firewall with respect to its broker-
dealer affiliate regarding access to information concerning the
composition of or changes to the portfolio.\9\
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\7\ The Trust is registered under the Investment Company Act of
1940 (``1940 Act''). See Post-Effective Amendment No. 66 to
Registration Statement on Form N-1A for the Trust, dated April 10,
2014 (File Nos. 333-174332 and 811-22559) (``Registration
Statement''). The Exchange represents that the Trust has obtained
certain exemptive relief under the 1940 Act. See Investment Company
Act Release No. 30029 (April 10, 2012) (File No. 812-13795)
(``Exemptive Order'').
\8\ Nasdaq Rule 5735(g) also requires that Adviser personnel who
make decisions regarding the Fund's portfolio be subject to
procedures designed to prevent the use and dissemination of
material, non-public information regarding the Fund's portfolio.
\9\ Additionally, the Exchange represents that, in the event (a)
the Adviser becomes newly affiliated with a broker-dealer, or (b)
any new adviser or sub-adviser becomes affiliated with a broker-
dealer, it will implement a fire wall with respect to such broker-
dealer regarding access to information concerning the composition of
or changes to the portfolio, and it will be subject to procedures
designed to prevent the use and dissemination of material, non-
public information regarding such portfolio.
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First Trust Enhanced Short Maturity ETF 10
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\10\ Additional information regarding the Trust, the Fund, and
the Shares, including investment strategies, risks, creation and
redemption procedures, fees, Fund holdings disclosure policies,
distributions and taxes, among other things, is included in the
Notice and Registration Statements, as applicable. See Notice and
Registration Statement, supra notes 4 and 7, respectively.
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The investment objective of the Fund will be to seek current
income, consistent with preservation of capital and daily liquidity.
Under normal market conditions,\11\ the Fund will seek to achieve its
investment objective by investing in a portfolio of U.S. dollar-
denominated fixed- and variable-rate \12\ instruments (collectively,
``Fixed Income Securities'') issued by U.S. and non-U.S. public- and
private-sector entities. The Fund will hold Fixed Income Securities of
at least 13 non-affiliated issuers.
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\11\ According to the Exchange, the term ``under normal market
conditions includes, but is not limited to, the absence of adverse
market, economic, political or other conditions, including extreme
volatility or trading halts in the fixed income markets or the
financial markets generally; operational issues causing
dissemination of inaccurate market information; or force majeure
type events such as systems failure, natural or man-made disaster,
act of God, armed conflict, act of terrorism, riot or labor
disruption or any similar intervening circumstance. For temporary
defensive purposes, during the initial invest-up period and during
periods of high cash inflows or outflows, the Fund may depart from
its principal investment strategies; for example, it may hold a
higher than normal proportion of its assets in cash. During such
periods, the Fund may not be able to achieve its investment
objective. The Fund may adopt a defensive strategy when the Adviser
believes securities in which the Fund normally invests have elevated
risks due to political or economic factors and in other
extraordinary circumstances.
\12\ For these purposes, the term ``variable-rate'' also
includes similar terms such as ``floating-rate'' and ``adjustable-
rate.''
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Principal Investments
The Fund intends to achieve its investment objective by investing,
under normal market conditions, at least 80% of its net assets in a
portfolio of U.S. dollar-denominated Fixed Income Securities issued by
U.S. and non-U.S. public- and private-sector entities. At least 80% of
the Fund's net assets will be invested in Fixed Income Securities that
are, at the time of purchase, investment grade. Fixed Income Securities
will include the following types of fixed- and variable-rate debt
securities: corporate \13\ and government bonds and notes; agency
securities; instruments of non-U.S. issuers in developed markets;
privately-issued securities; \14\ asset-backed securities; \15\
mortgage-backed securities; \16\ municipal bonds; money market
securities; and investment companies \17\ (including investment
companies advised by the Adviser) that invest primarily in the
foregoing types of Fixed Income Securities. The Fund will limit its
investments in asset-backed securities and non-agency mortgage-backed
securities (in the aggregate) to 20% of its net assets.\18\
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\13\ While the Fund is permitted to invest without restriction
in corporate bonds, the Adviser expects that, under normal market
conditions, generally, with respect to at least 75% of the Fund's
portfolio, a corporate bond will have, at the time of original
issuance, $100 million or more par amount outstanding to be
considered as an eligible investment.
\14\ ``Privately-issued securities'' for these purposes
generally includes Rule 144A securities and, in this context, may
include both mortgage-backed and non-mortgage Rule 144A securities.
\15\ Asset-backed securities are Fixed Income Securities that
are backed by a pool of assets. The Fund currently intends to invest
in asset-backed securities that are consumer asset-backed
securities.
\16\ Mortgage-backed securities are Fixed Income Securities that
are backed by a pool of mortgage loans. There are a wide variety of
mortgage-backed securities involving commercial or residential,
fixed-rate or adjustable-rate mortgages and mortgages issued by
banks or government agencies.
\17\ Currently, the Fund anticipates investing only in
registered open-end investment companies that are listed and traded
in the U.S. on registered exchanges (i.e., other exchange traded
funds).
\18\ See Amendment No. 1, supra note3. There is no limit
applicable to agency mortgage-backed securities.
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Under normal market conditions, the Fund's duration \19\ is
expected to be below one year and the maturity \20\ of the Fund's
portfolio is expected to be below three years.
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\19\ Duration is a measure of the expected price volatility of a
debt instrument as a result of changes in market rates of interest,
based on, among other factors, the weighted average timing of the
instrument's expected principal and interest payments. Duration
differs from maturity in that it considers a security's yield,
coupon payments, principal payments, call features and coupon
adjustments in addition to the amount of time until the security
finally matures.
\20\ Maturity is measured relative to the type of security. For
Fixed Income Securities (exclusive of asset-backed securities and
mortgage-backed securities), maturity shall be calculated using
dollar-weighted average maturity, which is calculated by taking the
average length of time to maturity. For asset-backed securities and
mortgage-backed securities, maturity shall be calculated using
weighted average life, which is the estimated time to principal
paydown for each underlying instrument held by the Fund, weighted
according to the relative holdings per instrument.
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Other Investments
Under normal market conditions, the Fund will invest primarily in
the Fixed Income Securities described above to meet its investment
objective. In addition, the Fund may invest up to 20% of its net assets
in floating rate loans. The floating rate loans in which the Fund will
invest will represent amounts borrowed by companies or other entities
from banks and other lenders and a significant portion of such floating
rate loans may be rated below investment grade or unrated. Floating
rate loans held by the Fund may be senior or subordinate obligations of
the borrower and may or may not be secured by collateral.
Investment Restrictions
The Fund will not invest 25% or more of the value of its total
assets in securities of issuers in any one industry. This restriction
does not apply to (a) obligations issued or guaranteed by the U.S.
government, its agencies or instrumentalities or (b) securities of
other investment companies.
The Fund may hold up to an aggregate amount of 15% of its net
assets in illiquid assets (calculated at the time of investment),
including Rule 144A securities deemed illiquid by the Adviser. The Fund
will monitor its portfolio liquidity on an ongoing basis to determine
whether, in light of current circumstances, an adequate level of
liquidity is being maintained, and will consider taking appropriate
steps in order to maintain adequate liquidity if, through a change in
values, net assets, or other circumstances, more than 15% of the Fund's
net assets are held in illiquid assets. Illiquid assets include
securities subject to contractual or other restrictions on resale and
other instruments that lack readily available markets as determined in
accordance with Commission staff guidance.\21\
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\21\ See Notice, supra note 4, 79 FR at 24768, n.26.
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The Fund will not invest in non-U.S. equity securities.
III. Discussion and Commission's Findings
After careful review, the Commission finds that the proposed rule
change, as modified by Amendment No. 1 thereto, is consistent with the
requirements of Section 6 of the Act \22\ and the rules and
[[Page 34807]]
regulations thereunder applicable to a national securities
exchange.\23\ In particular, the Commission finds that the proposal is
consistent with Section 6(b)(5) of the Act,\24\ which requires, among
other things, that the Exchange's rules be designed to promote just and
equitable principles of trade, to remove impediments to and perfect the
mechanism of a free and open market and a national market system, and,
in general, to protect investors and the public interest. The
Commission notes that the Fund and the Shares will be listed and traded
on the Exchange pursuant to the initial and continued listing criteria
in Nasdaq's Rule 5735.
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\22\ 15 U.S.C. 78f.
\23\ In approving this proposed rule change, the Commission has
considered the proposed rule's impact on efficiency, competition,
and capital formation. See 15 U.S.C. 78c(f).
\24\ 17 U.S.C. 78f(b)(5).
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The Commission finds that the proposal to list and trade the Shares
on the Exchange is consistent with Section 11A(a)(1)(C)(iii) of the
Act,\25\ which sets forth Congress' finding that it is in the public
interest and appropriate for the protection of investors and the
maintenance of fair and orderly markets to assure the availability to
brokers, dealers, and investors of information with respect to
quotations for, and transactions in, securities. Information regarding
market price and trading volume of the Shares will be continually
available on a real-time basis throughout the day on brokers' computer
screens and other electronic services. Quotation and last-sale
information for the Shares will be available via Nasdaq proprietary
quote and trade services, as well as in accordance with the Unlisted
Trading Privileges and the Consolidated Tape Association plans for the
Shares. Intraday executable price quotations on Fixed Income Securities
and other assets not traded on an exchange will be available from major
broker-dealer firms or market data vendors, as well as from automated
quotation systems, published or other public sources, or online
information services. For exchange-listed assets, intraday pricing
information will be available directly from the applicable listing
exchange. Intraday price information will also be available through
subscription services, such as Bloomberg, Markit, and Thomson Reuters,
which can be accessed by authorized participants and other investors.
---------------------------------------------------------------------------
\25\ 15 U.S.C. 78k-1(a)(1)(C)(iii).
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The Commission believes that the proposal to list and trade the
Shares is reasonably designed to promote fair disclosure of information
that may be necessary to price the Shares appropriately and to prevent
trading when a reasonable degree of transparency cannot be assured. The
NAV of the Shares generally will be calculated once daily Monday
through Friday as of the close of regular trading on the New York Stock
Exchange, generally 4:00 p.m., Eastern time. On each business day,
before commencement of trading in Shares in the Regular Market Session
\26\ on the Exchange, the Fund will disclose on its Web site the
identities and quantities of the portfolio of securities and other
assets (``Disclosed Portfolio'' as defined in Nasdaq Rule 5735(c)(2))
held by the Fund that will form the basis for the Fund's calculation of
NAV at the end of the business day.\27\ The Exchange will obtain a
representation from the issuer of the Shares that the NAV per Share
will be calculated daily and that the NAV and the Disclosed Portfolio
will be made available to all market participants at the same time.\28\
Moreover, the Intraday Indicative Value, available on the NASDAQ OMX
Information LLC proprietary index data service, will be widely
disseminated by one or more major market data vendors and broadly
displayed at least every 15 seconds during the Regular Market
Session.\29\ Trading in Shares will be halted if the circuit breaker
parameters in Nasdaq Rule 4120(a)(11) have been reached or because of
market conditions or for reasons that, in the view of the Exchange,
make trading in the Shares inadvisable, and trading in the Shares will
be subject to Nasdaq Rule 5735(d)(2)(D), which sets forth circumstances
under which trading in the Shares may be halted. The Exchange states
that it has a general policy prohibiting the distribution of material,
non-public information by its employees. Further, the Commission notes
that the Reporting Authority that provides the Disclosed Portfolio must
implement and maintain, or be subject to, procedures designed to
prevent the use and dissemination of material, non-public information
regarding the actual components of the portfolio.\30\ The Adviser is
affiliated with a broker-dealer and has implemented a firewall with
respect to that broker-dealer regarding access to information
concerning the composition and/or changes to the Fund's portfolio.\31\
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\26\ See Nasdaq Rule 4120(b)(4) (describing the three trading
sessions on the Exchange: (1) Pre-Market Session from 4 a.m. to 9:30
a.m., Eastern time; (2) Regular Market Session from 9:30 a.m. to 4
p.m. or 4:15 p.m., Eastern time; and (3) Post-Market Session from 4
p.m. or 4:15 p.m. to 8 p.m., Eastern time).
\27\ Under accounting procedures to be followed by the Fund,
trades made on the prior business day (``T'') will be booked and
reflected in NAV on the current business day (``T+1''). Accordingly,
the Fund 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.
\28\ See Notice, supra note 4, 79 FR at 24770.
\29\ See id.
\30\ See Nasdaq Rule 5735(d)(2)(B)(ii).
\31\ See note 9, supra and accompanying text.
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Further, regarding trading in the Shares and the exchange-traded
securities held by the Fund, the Commission notes that the Financial
Industry Regulatory Authority (``FINRA'') will communicate as needed on
behalf of the Exchange \32\ with other markets and other entities that
are members of the Intermarket Surveillance Group (``ISG''),\33\ and
FINRA may obtain trading information regarding trading in the Shares
and the exchange-traded securities held by the Fund from such markets
and other entities that are members of the ISG, which includes
securities and futures exchanges, or from markets which the Exchange
has in place a comprehensive surveillance sharing agreement.\34\
Moreover, the Exchange states that FINRA will be able to access on its
behalf, as needed, trade information for certain Fixed Income
Securities held by the Fund reported to FINRA's Trade Reporting and
Compliance Engine.\35\ The Exchange states that trading in the Shares
will be subject to the existing trading surveillances, administered by
FINRA on behalf of the Exchange, which are designed to detect
violations of Exchange rules and applicable federal securities laws,
and represents that these procedures are adequate to properly monitor
Exchange trading of the Shares in all trading sessions and to deter and
detect violations of Exchange rules and applicable federal securities
laws.\36\
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\32\ The Exchange states that, while FINRA surveils trading on
the Exchange pursuant to a regulatory services agreement, the
Exchange is responsible for FINRA's performance under this
regulatory services agreement. See Notice, supra note 4, 79 FR at
24771, n.34.
\33\ For a list of the current members of ISG, see
www.isgportal.org. The Exchange states that not all components of
the Disclosed Portfolio may trade on markets that are members of ISG
or with which the Exchange has in place a comprehensive surveillance
sharing agreement. See id. at 24771, n.35.
\34\ See id. at 24771.
\35\ See id.
\36\ See id. at 24770-71.
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In support of this proposal, the Exchange has made representations,
including:
(1) The Shares will conform to the initial and continued listing
criteria under Nasdaq Rule 5735.
(2) The Exchange has appropriate rules to facilitate transactions
in the Shares during all trading sessions.
[[Page 34808]]
(3) The Exchange represents that trading in the Shares will be
subject to the existing trading surveillances, administered by FINRA on
behalf of the Exchange, which are designed to detect violations of
Exchange rules and applicable federal securities laws and that these
procedures are adequate to properly monitor Exchange trading of the
Shares in all trading sessions and to deter and detect violations of
Exchange rules and applicable federal securities laws.
(4) Prior to the commencement of trading, the Exchange will inform
its members in an Information Circular of the special characteristics
and risks associated with trading the Shares. Specifically, the
Information Circular will discuss the following: (a) The procedures for
purchases and redemptions of Shares in Creation Units (and that Shares
are not individually redeemable); (b) Nasdaq Rule 2310, which imposes
suitability obligations on Nasdaq members with respect to recommending
transactions in the Shares to customers; (c) how information regarding
the Intraday Indicative Value is disseminated; (d) the risks involved
in trading the Shares during the Pre-Market and Post-Market Sessions
when an updated Intraday Indicative Value will not be calculated or
publicly disseminated; (e) the requirement that members deliver a
prospectus to investors purchasing newly issued Shares prior to or
concurrently with the confirmation of a transaction; and (f) trading
information.\37\
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\37\ See id. at 24771.
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(5) For initial and continued listing, the Fund will be in
compliance with Rule 10A-3 under the Act.\38\
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\38\ 17 CFR 240.10A-3.
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(6) While the Fund is permitted to invest without restriction in
corporate bonds, the Adviser expects that, under normal market
conditions, generally, with respect to at least 75% of the Fund's
portfolio, a corporate bond will have, at the time of original
issuance, $100 million or more par amount outstanding to be considered
as an eligible investment.
(7) The Fund may hold up to an aggregate amount of 15% of its net
assets in illiquid assets (calculated at the time of investment),
including Rule 144A securities deemed illiquid by the Adviser.
(8) The Fund will limit its investments in asset-backed securities
and non-agency mortgage-backed securities (in the aggregate) to 20% of
its net assets.
(9) The Fund will not invest in non-U.S. equity securities.
(10) A minimum of 100,000 Shares will be outstanding at the
commencement of trading.
This approval order is based on all of the Exchange's representations,
including those set forth in the Notice.
IV. Conclusion
For the foregoing reasons, the Commission finds that the proposed
rule change is consistent with Section 6(b)(5) of the Act \39\ and the
rules and regulations thereunder applicable to a national securities
exchange.
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\39\ 15 U.S.C. 78f(b)(5).
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It is therefore ordered, pursuant to Section 19(b)(2) of the
Act,\40\ that the proposed rule change (SR-NASDAQ-2014-041), as
modified by Amendment No. 1, be, and it hereby is, approved.
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\40\ 15 U.S.C. 78s(b)(2).
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\41\
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\41\ 17 CFR 200.30-3(a)(12).
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Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2014-14202 Filed 6-17-14; 8:45 am]
BILLING CODE 8011-01-P