Self-Regulatory Organizations; NYSE Arca, Inc.; Notice of Filing and Immediate Effectiveness of Proposed Rule Change Relating to Holdings in Equity Securities by the Peritus High Yield ETF, 36114-36116 [2014-14778]
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36114
Federal Register / Vol. 79, No. 122 / Wednesday, June 25, 2014 / Notices
BILLING CODE 8011–01–P
and basis for, the proposed rule change
and discussed any comments it received
on the proposed rule change. The text
of those statements may be examined at
the places specified in Item IV below.
The Exchange has prepared summaries,
set forth in sections A, B, and C below,
of the most significant parts of such
statements.
SECURITIES AND EXCHANGE
COMMISSION
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
[Release No. 34–72433; File No. SR–
NYSEArca–2014–69]
1. Purpose
proposed rule change (File No. SR–ICC–
2014–06) be, and hereby is, approved.17
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.18
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2014–14781 Filed 6–24–14; 8:45 am]
Self-Regulatory Organizations; NYSE
Arca, Inc.; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change Relating to Holdings in
Equity Securities by the Peritus High
Yield ETF
June 19, 2014.
Pursuant to Section 19(b)(1) 1 of the
Securities Exchange Act of 1934
(‘‘Act’’) 2 and Rule 19b–4 thereunder,3
notice is hereby given that, on June 10,
2014, NYSE Arca, Inc. (‘‘Exchange’’ or
‘‘NYSE Arca’’) filed with the Securities
and Exchange Commission
(‘‘Commission’’) the proposed rule
change as described in Items I and II
below, which Items have been prepared
by the Exchange. The Commission is
publishing this notice to solicit
comments on the proposed rule change
from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to reflect a
change to the holdings to be
implemented by the Peritus High Yield
ETF to achieve its investment objective
with respect to holdings in equity
securities. The text of the proposed rule
change is available on the Exchange’s
Web site at www.nyse.com, at the
principal office of the Exchange, and at
the Commission’s Public Reference
Room.
mstockstill on DSK4VPTVN1PROD with NOTICES
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,
17 In approving the proposed rule change, the
Commission considered the proposal’s impact on
efficiency, competition and capital formation. 15
U.S.C. 78c(f).
18 17 CFR 200.30–3(a)(12).
1 15 U.S.C. 78s(b)(1).
2 15 U.S.C. 78a.
3 17 CFR 240.19b–4.
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The Commission has approved a
proposal to list and trade on the
Exchange shares (‘‘Shares’’) of the
Peritus High Yield ETF (‘‘Fund’’) under
NYSE Arca Equities Rule 8.600,4 which
governs the listing and trading of
Managed Fund Shares.5
The Shares are offered by
AdvisorShares Trust (the ‘‘Trust’’), a
statutory trust organized under the laws
of the State of Delaware and registered
with the Commission as an open-end
management investment company.6 The
Fund’s Shares are currently listed and
traded on the Exchange under NYSE
Arca Equities Rule 8.600.
The investment adviser to the Fund is
AdvisorShares Investments, LLC (the
‘‘Adviser’’). Peritus I Asset Management,
LLC is the Fund’s sub-adviser (‘‘Peritus’’
or the ‘‘Sub-Adviser’’).
4 See Securities Exchange Act Release No. 63329
(November 17, 2010), 75 FR 71760 (November 24,
2010) (SR–NYSEArca–2010–86) (the ‘‘Prior Order’’).
The notice with respect to the Prior Order was
published in Securities Exchange Act Release No.
63041 (October 5, 2010), 75 FR 62905 (October 13,
2010) (‘‘Prior Notice’’ and, together with the Prior
Order, the ‘‘Prior Release’’).
5 A Managed Fund Share is a security that
represents an interest in an investment company
registered under the Investment Company Act of
1940 (15 U.S.C. 80a–1) (‘‘1940 Act’’) organized as
an open-end investment company or similar entity
that invests in a portfolio of securities selected by
its investment adviser consistent with its
investment objectives and policies. In contrast, an
open-end investment company that issues
Investment Company Units, listed and traded on
the Exchange under NYSE Arca Equities Rule
5.2(j)(3), seeks to provide investment results that
correspond generally to the price and yield
performance of a specific foreign or domestic stock
index, fixed income securities index or combination
thereof.
6 The Trust is registered under the 1940 Act. On
October 29, 2012, the Trust filed with the
Commission an amendment to its registration
statement on Form N–1A under the Securities Act
of 1933 (15 U.S.C. 77a) and the 1940 Act relating
to the Fund (File Nos. 333–157876 and 811–22110)
(the ‘‘Registration Statement’’). The description of
the operation of the Trust and the Fund herein is
based, in part, on the Registration Statement. In
addition, the Commission has issued an order
granting certain exemptive relief to the Trust under
the 1940 Act. See Investment Company Act Release
No. 29291 (May 28, 2010) (File No. 812–13677)
(‘‘Exemptive Order’’).
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According to the Registration
Statement and as stated in the Prior
Release, the Fund’s investment objective
is to achieve high current income with
a secondary goal of capital appreciation.
The Sub-Adviser seeks to achieve the
Fund’s investment objective by
selecting, among other investments, a
focused portfolio of high yield debt
securities, which include senior and
subordinated corporate debt obligations
(such as bonds, debentures, notes and
commercial paper). The Fund does not
have any portfolio maturity limitation
and may invest its assets from time to
time primarily in instruments with
short-term, medium-term or long-term
maturities. The Adviser represents that
the investment objective of the Fund is
not changing.
The Fund currently is permitted to
invest no more than 10% of the Fund’s
net assets in equity securities that the
Sub-Adviser believes will yield high
dividends.7
The Exchange proposes to reflect a
change to be implemented by the Fund
with respect to the holdings in equity
securities to increase the percentage of
Fund assets that generally may be
invested in equity securities to no more
than 20% of the Fund’s net assets. Thus,
in addition to the investments
referenced in the Prior Release and the
Leveraged Loan Release, the Fund will
seek to invest generally no more than
20% of its net assets in equity securities
that the Sub-Adviser believes will yield
high dividends.8 According to the
Registration Statement and, as stated in
the Equity Investment Release, equity
securities in which the Fund may invest
will include common stock, preferred
stock, warrants, convertible securities,
rights, master limited partnerships,
depositary receipts (including American
Depositary Receipts (‘‘ADRs’’) and
Global Depositary Receipts (‘‘GDRs’’,
together with ADRs, ‘‘Depositary
7 See Securities Exchange Act Release No. 66818
(April 17, 20120 [sic], 77 FR 24233 (April 23, 2012)
(SR–NYSEArca–2012–33) (notice of filing and
immediate effectiveness of proposed rule change
relating to the Fund’s investment in equity
securities) (‘‘Equity Investment Release’’). The
Exchange also filed a proposed rule change to
reflect a change in the Fund’s holdings to allow
investment of up to 20% of the Fund’s net assets
in leveraged loans. See Securities Exchange Act
Release No. 70284 (August 29, 2013), 78 FR 54715
(September 5, 2013) (SR–NYSEArca–2013–83)
(notice of filing and immediate effectiveness of
proposed rule change relating to Fund investments
in leveraged loans) (‘‘Leveraged Loan Release’’ and,
together with the Prior Release and the Equity
Investment Release, the ‘‘Prior Releases’’).
8 The change to the Fund’s holdings to include
equity securities will be effective upon filing with
the Commission of an amendment to the Trust’s
Registration Statement on Form N–1A, and
shareholders will be notified of such change by
means of such amendment.
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Receipts’’),9 and real estate investment
trusts. Depositary Receipts held by the
Fund may be sponsored or
unsponsored, provided that no more
than 10% of the Fund’s net assets will
be invested in unsponsored Depositary
Receipts. With the exception of
unsponsored Depositary Receipts, all
equity securities held by the Fund will
be listed and traded on U.S national
securities exchanges, all of which are
members of the Intermarket
Surveillance Group (‘‘ISG’’).
Pursuant to the terms of the
Exemptive Order, the Fund will not
invest in options contracts, futures
contracts or swap agreements. The
Fund’s investments will be consistent
with its investment objective and will
not be used to enhance leverage.
As stated in the Prior Release, on each
business day, before commencement of
trading in Shares in the Core Trading
Session on the Exchange, the Fund
discloses on its Web site the Disclosed
Portfolio, which will include
information relating to equity securities,
among other investments, that will form
the basis for the Fund’s calculation of
net asset value (‘‘NAV’’) at the end of
the business day. For purposes of
calculating NAV, unsponsored
Depositary Receipts are valued on the
basis of the market closing price on the
exchange where the stock of the foreign
issuer that underlies such unsponsored
Depositary Receipts is listed. The intraday, closing and settlement prices for
exchange-listed equity securities held
by the Fund, including exchange-listed
Depositary Receipts are also readily
available from the national securities
exchanges trading such securities.
Pricing information for unsponsored
Depositary Receipts is available from
automated quotation systems, published
or other public sources, or on-line
information services. All
representations made in the Prior
Release regarding the availability of
information relating to the Shares,
trading halts, trading rules, the Portfolio
Indicative Value and surveillance,
among others, will continue to apply to
trading in the Shares.
The Exchange has in place
surveillance procedures that are
adequate to properly monitor trading in
9 According to the Registration Statement, ADRs
and GDRs are certificates evidencing ownership of
shares of a foreign issuer. These certificates are
issued by depositary banks and generally trade on
an established market in the United States or
elsewhere. The underlying shares are held in trust
by a custodian bank or similar financial institution
in the issuer’s home country. The depositary bank
may not have physical custody of the underlying
securities at all times and may charge fees for
various services, including forwarding dividends
and interest and corporate actions.
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18:01 Jun 24, 2014
Jkt 232001
the Shares in all trading sessions and to
deter and detect violations of Exchange
rules and federal securities laws
applicable to trading on the Exchange.
The Exchange may obtain information
via the ISG from other exchanges that
are members of ISG or with which the
Exchange has entered into a
comprehensive surveillance sharing
agreement. No more than 10% of the
Fund’s net assets will be invested in
unsponsored Depositary Receipts. With
the exception of unsponsored
Depositary Receipts, all equity securities
held by the Fund will be listed and
traded on U.S national securities
exchanges.
The Adviser represents that the
proposed change to permit an increased
investment in equity securities, as
described above, is consistent with the
Fund’s investment objective, and will
further assist the Adviser and SubAdviser to achieve such investment
objective. Specifically, by investing an
increased portion of the Fund’s net
assets in equity securities, the Fund will
have additional flexibility to achieve
high current income through
investments in dividend-paying equity
securities, and to achieve the secondary
goal of capital appreciation through
possible price appreciation of such
equity investments. Except for the
change noted above, all other
representations made in the Prior
Releases remain unchanged.10 The Fund
will continue to comply with all initial
and continued listing requirements
under NYSE Arca Equities Rule 8.600.
2. Statutory Basis
The basis under the Act for this
proposed rule change is the requirement
under Section 6(b)(5) 11 that an
exchange have rules that are designed to
prevent fraudulent and manipulative
acts and practices, to promote just and
equitable principles of trade, to remove
impediments to, and perfect the
mechanism of a free and open market
and, in general, to protect investors and
the public interest.
The Exchange believes that the
proposed rule change is designed to
prevent fraudulent and manipulative
acts and practices in that the Shares will
be listed and traded on the Exchange
pursuant to the initial and continued
listing criteria in NYSE Arca Equities
Rule 8.600. The Exchange has in place
surveillance procedures that are
adequate to properly monitor trading in
the Shares in all trading sessions and to
10 See notes 4 and 7, supra. All terms referenced
but not defined herein are defined in the Prior
Release.
11 15 U.S.C. 78f(b)(5).
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36115
deter and detect violations of Exchange
rules and applicable federal securities
laws. The Exchange may obtain
information via the ISG from other
exchanges that are members of ISG or
with which the Exchange has entered
into a comprehensive surveillance
sharing agreement. No more than 10%
of the Fund’s net assets will be invested
in unsponsored Depositary Receipts.
With the exception of unsponsored
Depositary Receipts, all equity securities
held by the Fund will be listed and
traded on U.S national securities
exchanges.
The proposed rule change is designed
to promote just and equitable principles
of trade and to protect investors and the
public interest in that the NAV per
Share is calculated daily and that the
NAV and the Disclosed Portfolio is
made available to all market
participants at the same time. In
addition, a large amount of information
is publicly available regarding the Fund
and the Shares, thereby promoting
market transparency. The Portfolio
Indicative Value, as defined in NYSE
Arca Equities Rule 8.600(c)(3), is
disseminated by one or more major
market data vendors at least every 15
seconds during the Exchange’s Core
Trading Session. On each business day,
before commencement of trading in
Shares in the Core Trading Session on
the Exchange, the Fund discloses on its
Web site the Disclosed Portfolio that
will form the basis for the Fund’s
calculation of NAV at the end of the
business day. Information regarding
market price and trading volume of the
Shares is and will be continually
available on a real-time basis throughout
the day on brokers’ computer screens
and other electronic services, and
quotation and last sale information is
available via the Consolidated Tape
Association high-speed line. The intraday, closing and settlement prices for
exchange-listed equity securities held
by the Fund, including exchange-listed
Depositary Receipts are also readily
available from the national securities
exchanges trading such securities.
Pricing information for unsponsored
Depositary Receipts is available from
automated quotation systems, published
or other public sources, or on-line
information services. Trading in Shares
of the Fund will be halted if the circuit
breaker parameters in NYSE Arca
Equities Rule 7.12 have been reached or
because of market conditions or for
reasons that, in the view of the
Exchange, make trading in the Shares
inadvisable. Trading in the Shares is
subject to NYSE Arca Equities Rule
8.600(d)(2)(D), which sets forth
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Federal Register / Vol. 79, No. 122 / Wednesday, June 25, 2014 / Notices
circumstances under which Shares of
the Fund may be halted. The Web site
for the Fund includes a form of the
prospectus for the Fund and additional
data relating to NAV and other
applicable quantitative information. In
addition, as stated in the Prior Notice,
investors have ready access to
information regarding the Fund’s
holdings, the Portfolio Indicative Value,
the Disclosed Portfolio, and quotation
and last sale information for the Shares.
The proposed rule change is designed
to perfect the mechanism of a free and
open market and, in general, to protect
investors and the public interest. As
noted above, the Exchange has in place
surveillance procedures relating to
trading in the Shares and may obtain
information via ISG from other
exchanges that are members of ISG or
with which the Exchange has entered
into a comprehensive surveillance
sharing agreement. In addition, as stated
in the Prior Release, investors have
ready access to information regarding
the Fund’s holdings, the Portfolio
Indicative Value, the Disclosed
Portfolio, and quotation and last sale
information for the Shares.
effective pursuant to Section 19(b)(3)(A)
of the Act 12 and Rule 19b–4(f)(6)(iii)
thereunder.13
At any time within 60 days of the
filing of the 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.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The Exchange does not believe that
the proposed rule change will impose
any burden on competition that is not
necessary or appropriate in furtherance
of the purpose of the Act. The Exchange
believes the proposed rule change, in
permitting the Fund utilize a higher
percentage of U.S. exchange-listed
equity securities as part of its portfolio
to achieve its investment objective, will
enhance competition among issues of
Managed Fund Shares that invest in
fixed income and equity securities.
Paper Comments
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C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
No written comments were solicited
or received with respect to the proposed
rule change.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
Because the foregoing proposed rule
change does not: (i) Significantly affect
the protection of investors or the public
interest; (ii) impose any significant
burden on competition; and (iii) become
operative for 30 days from the date on
which it was filed, or such shorter time
as the Commission may designate, if
consistent with the protection of
investors and the public interest, the
proposed rule change has become
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18:01 Jun 24, 2014
Jkt 232001
IV. Solicitation of Comments
Washington, DC 20549, on official
business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of such
filing will also 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–
NYSEArca–2014–69 and should be
submitted on or before July 16, 2014.
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:
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.14
Kevin M. O’Neill,
Deputy Secretary.
Electronic Comments
BILLING CODE 8011–01–P
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an email to rulecomments@sec.gov. Please include File
Number SR–NYSEArca–2014–69 on the
subject line.
• 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–NYSEArca–2014–69. 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.,
12 15
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(6). In addition, Rule 19b–
4(f)(6) requires a self-regulatory organization to give
the Commission written notice of its intent to file
the proposed rule change at least five business days
prior to the date of filing of the proposed rule
change, or such shorter time as designated by the
Commission. The Exchange has satisfied this
requirement.
13 17
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[FR Doc. 2014–14778 Filed 6–24–14; 8:45 am]
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–72432; File No. SR–DTC–
2014–08]
Self-Regulatory Organizations; The
Depository Trust Company; Notice of
Filing of Proposed Rule Change To
Transfer the NIIDS Service to a NonClearing Agency Affiliate
June 19, 2014.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act’’) 1 and Rule 19b–4 thereunder,2
notice is hereby given that on June 5,
2014, The Depository Trust Company
(‘‘DTC’’) 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 primarily by DTC.
The Commission is publishing this
notice to solicit comments on the
proposed rule change from interested
persons.
I. Clearing Agency’s Statement of the
Terms of Substance of the Proposed
Rule Change
The proposed rule change consists of
amendments to DTC’s Operational
Arrangements (‘‘Operational
Arrangements’’) pursuant to which DTC
will transfer its New Issue Information
Dissemination System (‘‘NIIDS’’) service
to a non-clearing agency affiliate of
DTC.3
14 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
3 As more fully described in this proposed rule
change, NIIDS is an information service only and
does not relate to the performance of a clearing or
settlement function.
1 15
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Agencies
[Federal Register Volume 79, Number 122 (Wednesday, June 25, 2014)]
[Notices]
[Pages 36114-36116]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2014-14778]
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SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-72433; File No. SR-NYSEArca-2014-69]
Self-Regulatory Organizations; NYSE Arca, Inc.; Notice of Filing
and Immediate Effectiveness of Proposed Rule Change Relating to
Holdings in Equity Securities by the Peritus High Yield ETF
June 19, 2014.
Pursuant to Section 19(b)(1) \1\ of the Securities Exchange Act of
1934 (``Act'') \2\ and Rule 19b-4 thereunder,\3\ notice is hereby given
that, on June 10, 2014, NYSE Arca, Inc. (``Exchange'' or ``NYSE Arca'')
filed with the Securities and Exchange Commission (``Commission'') the
proposed rule change as described in Items I and II below, which Items
have been prepared by the Exchange. The Commission is publishing this
notice to solicit comments on the proposed rule change from interested
persons.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 15 U.S.C. 78a.
\3\ 17 CFR 240.19b-4.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange proposes to reflect a change to the holdings to be
implemented by the Peritus High Yield ETF to achieve its investment
objective with respect to holdings in equity securities. The text of
the proposed rule change is available on the Exchange's Web site at
www.nyse.com, at the principal office of the Exchange, and at the
Commission's Public Reference Room.
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 those statements may be examined at
the places specified in Item IV below. The Exchange has prepared
summaries, set forth in sections A, B, and C below, of the most
significant parts of such statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
The Commission has approved a proposal to list and trade on the
Exchange shares (``Shares'') of the Peritus High Yield ETF (``Fund'')
under NYSE Arca Equities Rule 8.600,\4\ which governs the listing and
trading of Managed Fund Shares.\5\
---------------------------------------------------------------------------
\4\ See Securities Exchange Act Release No. 63329 (November 17,
2010), 75 FR 71760 (November 24, 2010) (SR-NYSEArca-2010-86) (the
``Prior Order''). The notice with respect to the Prior Order was
published in Securities Exchange Act Release No. 63041 (October 5,
2010), 75 FR 62905 (October 13, 2010) (``Prior Notice'' and,
together with the Prior Order, the ``Prior Release'').
\5\ A Managed Fund Share is a security that represents an
interest in an investment company registered under the Investment
Company Act of 1940 (15 U.S.C. 80a-1) (``1940 Act'') organized as an
open-end investment company or similar entity that invests in a
portfolio of securities selected by its investment adviser
consistent with its investment objectives and policies. In contrast,
an open-end investment company that issues Investment Company Units,
listed and traded on the Exchange under NYSE Arca Equities Rule
5.2(j)(3), seeks to provide investment results that correspond
generally to the price and yield performance of a specific foreign
or domestic stock index, fixed income securities index or
combination thereof.
---------------------------------------------------------------------------
The Shares are offered by AdvisorShares Trust (the ``Trust''), a
statutory trust organized under the laws of the State of Delaware and
registered with the Commission as an open-end management investment
company.\6\ The Fund's Shares are currently listed and traded on the
Exchange under NYSE Arca Equities Rule 8.600.
---------------------------------------------------------------------------
\6\ The Trust is registered under the 1940 Act. On October 29,
2012, the Trust filed with the Commission an amendment to its
registration statement on Form N-1A under the Securities Act of 1933
(15 U.S.C. 77a) and the 1940 Act relating to the Fund (File Nos.
333-157876 and 811-22110) (the ``Registration Statement''). The
description of the operation of the Trust and the Fund herein is
based, in part, on the Registration Statement. In addition, the
Commission has issued an order granting certain exemptive relief to
the Trust under the 1940 Act. See Investment Company Act Release No.
29291 (May 28, 2010) (File No. 812-13677) (``Exemptive Order'').
---------------------------------------------------------------------------
The investment adviser to the Fund is AdvisorShares Investments,
LLC (the ``Adviser''). Peritus I Asset Management, LLC is the Fund's
sub-adviser (``Peritus'' or the ``Sub-Adviser'').
According to the Registration Statement and as stated in the Prior
Release, the Fund's investment objective is to achieve high current
income with a secondary goal of capital appreciation. The Sub-Adviser
seeks to achieve the Fund's investment objective by selecting, among
other investments, a focused portfolio of high yield debt securities,
which include senior and subordinated corporate debt obligations (such
as bonds, debentures, notes and commercial paper). The Fund does not
have any portfolio maturity limitation and may invest its assets from
time to time primarily in instruments with short-term, medium-term or
long-term maturities. The Adviser represents that the investment
objective of the Fund is not changing.
The Fund currently is permitted to invest no more than 10% of the
Fund's net assets in equity securities that the Sub-Adviser believes
will yield high dividends.\7\
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\7\ See Securities Exchange Act Release No. 66818 (April 17,
20120 [sic], 77 FR 24233 (April 23, 2012) (SR-NYSEArca-2012-33)
(notice of filing and immediate effectiveness of proposed rule
change relating to the Fund's investment in equity securities)
(``Equity Investment Release''). The Exchange also filed a proposed
rule change to reflect a change in the Fund's holdings to allow
investment of up to 20% of the Fund's net assets in leveraged loans.
See Securities Exchange Act Release No. 70284 (August 29, 2013), 78
FR 54715 (September 5, 2013) (SR-NYSEArca-2013-83) (notice of filing
and immediate effectiveness of proposed rule change relating to Fund
investments in leveraged loans) (``Leveraged Loan Release'' and,
together with the Prior Release and the Equity Investment Release,
the ``Prior Releases'').
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The Exchange proposes to reflect a change to be implemented by the
Fund with respect to the holdings in equity securities to increase the
percentage of Fund assets that generally may be invested in equity
securities to no more than 20% of the Fund's net assets. Thus, in
addition to the investments referenced in the Prior Release and the
Leveraged Loan Release, the Fund will seek to invest generally no more
than 20% of its net assets in equity securities that the Sub-Adviser
believes will yield high dividends.\8\ According to the Registration
Statement and, as stated in the Equity Investment Release, equity
securities in which the Fund may invest will include common stock,
preferred stock, warrants, convertible securities, rights, master
limited partnerships, depositary receipts (including American
Depositary Receipts (``ADRs'') and Global Depositary Receipts
(``GDRs'', together with ADRs, ``Depositary
[[Page 36115]]
Receipts''),\9\ and real estate investment trusts. Depositary Receipts
held by the Fund may be sponsored or unsponsored, provided that no more
than 10% of the Fund's net assets will be invested in unsponsored
Depositary Receipts. With the exception of unsponsored Depositary
Receipts, all equity securities held by the Fund will be listed and
traded on U.S national securities exchanges, all of which are members
of the Intermarket Surveillance Group (``ISG'').
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\8\ The change to the Fund's holdings to include equity
securities will be effective upon filing with the Commission of an
amendment to the Trust's Registration Statement on Form N-1A, and
shareholders will be notified of such change by means of such
amendment.
\9\ According to the Registration Statement, ADRs and GDRs are
certificates evidencing ownership of shares of a foreign issuer.
These certificates are issued by depositary banks and generally
trade on an established market in the United States or elsewhere.
The underlying shares are held in trust by a custodian bank or
similar financial institution in the issuer's home country. The
depositary bank may not have physical custody of the underlying
securities at all times and may charge fees for various services,
including forwarding dividends and interest and corporate actions.
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Pursuant to the terms of the Exemptive Order, the Fund will not
invest in options contracts, futures contracts or swap agreements. The
Fund's investments will be consistent with its investment objective and
will not be used to enhance leverage.
As stated in the Prior Release, on each business day, before
commencement of trading in Shares in the Core Trading Session on the
Exchange, the Fund discloses on its Web site the Disclosed Portfolio,
which will include information relating to equity securities, among
other investments, that will form the basis for the Fund's calculation
of net asset value (``NAV'') at the end of the business day. For
purposes of calculating NAV, unsponsored Depositary Receipts are valued
on the basis of the market closing price on the exchange where the
stock of the foreign issuer that underlies such unsponsored Depositary
Receipts is listed. The intra-day, closing and settlement prices for
exchange-listed equity securities held by the Fund, including exchange-
listed Depositary Receipts are also readily available from the national
securities exchanges trading such securities. Pricing information for
unsponsored Depositary Receipts is available from automated quotation
systems, published or other public sources, or on-line information
services. All representations made in the Prior Release regarding the
availability of information relating to the Shares, trading halts,
trading rules, the Portfolio Indicative Value and surveillance, among
others, will continue to apply to trading in the Shares.
The Exchange has in place surveillance procedures that are adequate
to properly monitor trading in the Shares in all trading sessions and
to deter and detect violations of Exchange rules and federal securities
laws applicable to trading on the Exchange. The Exchange may obtain
information via the ISG from other exchanges that are members of ISG or
with which the Exchange has entered into a comprehensive surveillance
sharing agreement. No more than 10% of the Fund's net assets will be
invested in unsponsored Depositary Receipts. With the exception of
unsponsored Depositary Receipts, all equity securities held by the Fund
will be listed and traded on U.S national securities exchanges.
The Adviser represents that the proposed change to permit an
increased investment in equity securities, as described above, is
consistent with the Fund's investment objective, and will further
assist the Adviser and Sub-Adviser to achieve such investment
objective. Specifically, by investing an increased portion of the
Fund's net assets in equity securities, the Fund will have additional
flexibility to achieve high current income through investments in
dividend-paying equity securities, and to achieve the secondary goal of
capital appreciation through possible price appreciation of such equity
investments. Except for the change noted above, all other
representations made in the Prior Releases remain unchanged.\10\ The
Fund will continue to comply with all initial and continued listing
requirements under NYSE Arca Equities Rule 8.600.
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\10\ See notes 4 and 7, supra. All terms referenced but not
defined herein are defined in the Prior Release.
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2. Statutory Basis
The basis under the Act for this proposed rule change is the
requirement under Section 6(b)(5) \11\ that an exchange have rules that
are designed to prevent fraudulent and manipulative acts and practices,
to promote just and equitable principles of trade, to remove
impediments to, and perfect the mechanism of a free and open market
and, in general, to protect investors and the public interest.
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\11\ 15 U.S.C. 78f(b)(5).
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The Exchange believes that the proposed rule change is designed to
prevent fraudulent and manipulative acts and practices in that the
Shares will be listed and traded on the Exchange pursuant to the
initial and continued listing criteria in NYSE Arca Equities Rule
8.600. The Exchange has in place surveillance procedures that are
adequate to properly monitor trading in the Shares in all trading
sessions and to deter and detect violations of Exchange rules and
applicable federal securities laws. The Exchange may obtain information
via the ISG from other exchanges that are members of ISG or with which
the Exchange has entered into a comprehensive surveillance sharing
agreement. No more than 10% of the Fund's net assets will be invested
in unsponsored Depositary Receipts. With the exception of unsponsored
Depositary Receipts, all equity securities held by the Fund will be
listed and traded on U.S national securities exchanges.
The proposed rule change is designed to promote just and equitable
principles of trade and to protect investors and the public interest in
that the NAV per Share is calculated daily and that the NAV and the
Disclosed Portfolio is made available to all market participants at the
same time. In addition, a large amount of information is publicly
available regarding the Fund and the Shares, thereby promoting market
transparency. The Portfolio Indicative Value, as defined in NYSE Arca
Equities Rule 8.600(c)(3), is disseminated by one or more major market
data vendors at least every 15 seconds during the Exchange's Core
Trading Session. On each business day, before commencement of trading
in Shares in the Core Trading Session on the Exchange, the Fund
discloses on its Web site the Disclosed Portfolio that will form the
basis for the Fund's calculation of NAV at the end of the business day.
Information regarding market price and trading volume of the Shares is
and will be continually available on a real-time basis throughout the
day on brokers' computer screens and other electronic services, and
quotation and last sale information is available via the Consolidated
Tape Association high-speed line. The intra-day, closing and settlement
prices for exchange-listed equity securities held by the Fund,
including exchange-listed Depositary Receipts are also readily
available from the national securities exchanges trading such
securities. Pricing information for unsponsored Depositary Receipts is
available from automated quotation systems, published or other public
sources, or on-line information services. Trading in Shares of the Fund
will be halted if the circuit breaker parameters in NYSE Arca Equities
Rule 7.12 have been reached or because of market conditions or for
reasons that, in the view of the Exchange, make trading in the Shares
inadvisable. Trading in the Shares is subject to NYSE Arca Equities
Rule 8.600(d)(2)(D), which sets forth
[[Page 36116]]
circumstances under which Shares of the Fund may be halted. The Web
site for the Fund includes a form of the prospectus for the Fund and
additional data relating to NAV and other applicable quantitative
information. In addition, as stated in the Prior Notice, investors have
ready access to information regarding the Fund's holdings, the
Portfolio Indicative Value, the Disclosed Portfolio, and quotation and
last sale information for the Shares.
The proposed rule change is designed to perfect the mechanism of a
free and open market and, in general, to protect investors and the
public interest. As noted above, the Exchange has in place surveillance
procedures relating to trading in the Shares and may obtain information
via ISG from other exchanges that are members of ISG or with which the
Exchange has entered into a comprehensive surveillance sharing
agreement. In addition, as stated in the Prior Release, investors have
ready access to information regarding the Fund's holdings, the
Portfolio Indicative Value, the Disclosed Portfolio, and quotation and
last sale information for the Shares.
B. Self-Regulatory Organization's Statement on Burden on Competition
The Exchange does not believe that the proposed rule change will
impose any burden on competition that is not necessary or appropriate
in furtherance of the purpose of the Act. The Exchange believes the
proposed rule change, in permitting the Fund utilize a higher
percentage of U.S. exchange-listed equity securities as part of its
portfolio to achieve its investment objective, will enhance competition
among issues of Managed Fund Shares that invest in fixed income and
equity securities.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
No written comments were solicited or received with respect to the
proposed rule change.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
Because the foregoing proposed rule change does not: (i)
Significantly affect the protection of investors or the public
interest; (ii) impose any significant burden on competition; and (iii)
become operative for 30 days from the date on which it was filed, or
such shorter time as the Commission may designate, if consistent with
the protection of investors and the public interest, the proposed rule
change has become effective pursuant to Section 19(b)(3)(A) of the Act
\12\ and Rule 19b-4(f)(6)(iii) thereunder.\13\
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\12\ 15 U.S.C. 78s(b)(3)(A).
\13\ 17 CFR 240.19b-4(f)(6). In addition, Rule 19b-4(f)(6)
requires a self-regulatory organization to give the Commission
written notice of its intent to file the proposed rule change at
least five business days prior to the date of filing of the proposed
rule change, or such shorter time as designated by the Commission.
The Exchange has satisfied this requirement.
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At any time within 60 days of the filing of the 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:
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-NYSEArca-2014-69 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-NYSEArca-2014-69. 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 such filing will also 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-NYSEArca-2014-69 and should
be submitted on or before July 16, 2014.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\14\
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\14\ 17 CFR 200.30-3(a)(12).
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Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2014-14778 Filed 6-24-14; 8:45 am]
BILLING CODE 8011-01-P