Self-Regulatory Organizations; NYSE Arca, Inc.; Order Approving Proposed Rule Change, as Modified by Amendment No. 1, Relating to the Listing and Trading of Shares of the Innovator IBD® 50 Fund Under NYSE Arca Equities Rule 8.600, 17795-17797 [2015-07517]
Download as PDF
Federal Register / Vol. 80, No. 63 / Thursday, April 2, 2015 / Notices
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 20549–1090, on official
business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of such
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–BATS–
2015–24, and should be submitted on or
before April 23, 2015.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.36
Brent J. Fields,
Secretary.
[FR Doc. 2015–07519 Filed 4–1–15; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–74595; File No. SR–
NYSEArca–2015–04]
Self-Regulatory Organizations; NYSE
Arca, Inc.; Order Approving Proposed
Rule Change, as Modified by
Amendment No. 1, Relating to the
Listing and Trading of Shares of the
Innovator IBD® 50 Fund Under NYSE
Arca Equities Rule 8.600
tkelley on DSK3SPTVN1PROD with NOTICES
March 27, 2015.
On January 30, 2015, NYSE Arca, Inc.
(the ‘‘Exchange’’ or ‘‘NYSE Arca’’) 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 to list and trade shares
(‘‘Shares’’) of the Innovator IBD® 50
Fund (‘‘Fund’’). On February 12, 2015,
36 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
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18:52 Apr 01, 2015
Jkt 235001
the Exchange filed Amendment No. 1 to
the proposed rule change, which
amended and replaced the proposal in
its entirety. The proposed rule change
was published for comment in the
Federal Register on February 20, 2015.3
No comments on the proposal have been
received. This order approves the
proposed rule change, as modified by
Amendment No. 1.
I. The Exchange’s Description of the
Proposed Rule Change
The Exchange proposes to list and
trade the Shares under NYSE Arca
Equities Rule 8.600, which governs the
listing and trading of Managed Fund
Shares on the Exchange. The Shares will
be offered by Academy Funds Trust (the
‘‘Trust’’), an open-end management
investment company.4 The Fund will
issue and sell Shares only in ‘‘Creation
Unit’’ size at the NAV next determined
after receipt, on any business day, of an
order in proper form.5
The investment adviser to the Fund
will be Innovator Management LLC (the
‘‘Adviser’’). Penserra Capital
Management LLC will be the Fund’s
sub-adviser (‘‘Sub-Adviser’’). Neither
the Adviser nor the Sub-Adviser is
registered as a broker-dealer. The
Adviser is not affiliated with a brokerdealer. The Sub-Adviser is affiliated
with a broker-dealer and has
implemented a ‘‘fire wall’’ with respect
to such broker-dealer regarding access to
information concerning the composition
of or changes to the Fund’s portfolio.6
3 See Securities Exchange Act Release No. 74278
(February 13, 2015), 80 FR 9294.
4 The Trust is registered under the 1940 Act. On
October 9, 2014 and on December 19, 2014, the
Trust filed with the Commission amendments to its
registration statement on Form N–1A under the
Securities Act of 1933 (15 U.S.C. 77a) (‘‘Securities
Act’’) and under the 1940 Act relating to the Fund
(File Nos. 333–146827 and 811–22135)
(‘‘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. 31248
(September 9, 2014) (File No. 812–14308)
(‘‘Exemptive Order’’).
5 A Creation Unit consists of 25,000 Shares, and
the size of a Creation Unit is subject to change. See
Notice, supra note 3, 80 FR at 9296.
6 Commentary .06 to Rule 8.600 provides that, if
the investment adviser to the investment company
issuing Managed Fund Shares is affiliated with a
broker-dealer, such investment adviser shall erect a
‘‘fire wall’’ between the investment adviser and the
broker-dealer with respect to access to information
concerning the composition and/or changes to such
investment company portfolio. In addition,
Commentary .06 requires that personnel who make
decisions on the open-end fund’s portfolio
composition must be subject to procedures
designed to prevent the use and dissemination of
material nonpublic information regarding the openend fund’s portfolio. Commentary .06 to Rule 8.600
is similar to Commentary .03(a)(i) and (iii) to NYSE
Arca Equities Rule 5.2(j)(3); however, Commentary
.06 in connection with the establishment of a ‘‘fire
PO 00000
Frm 00082
Fmt 4703
Sfmt 4703
17795
U.S. Bank, N.A.(the ‘‘Administrator’’ or
‘‘Custodian’’) will serve as the
administrator, custodian and transfer
agent for the Fund. Quasar Distributors,
LLC will be the principal underwriter
and distributor of the Shares.
The investment objective of the Fund
will be to seek long-term capital
appreciation. Under normal
circumstances,7 the Fund will invest at
least 80% of its net assets in companies
included in the IBD® 50 Index (‘‘Index’’)
and in U.S. exchange-traded equities.8
Typically, the Fund will hold U.S.
exchange-traded common stocks as well
as U.S. exchange-traded master limited
partnerships (‘‘MLPs’’), real estate
investment trusts (‘‘REITs’’), royalty
trusts and business development
companies (‘‘BDCs’’). It will invest
primarily in U.S. equity securities but
may, to a lesser extent, invest in equity
securities of foreign companies in both
developed and emerging markets,
generally through American depositary
receipts (‘‘ADRs’’). The Fund may invest
in companies of any size.
Other Portfolio Holdings. The Fund
may invest in money market securities
for liquidity and cash management
purposes or if the Adviser or SubAdviser determines that securities
meeting the Fund’s investment objective
and policies are not otherwise readily
available for purchase. Money market
securities include (i) short-term U.S.
government securities; (ii) commercial
paper rated in the highest short-term
rating category by a nationally
recognized statistical ratings
wall’’ between the investment adviser and the
broker-dealer reflects the applicable open-end
fund’s portfolio, not an underlying benchmark
index, as is the case with index-based funds. The
Exchange states that, in the event (a) the Adviser
or the Sub-Adviser becomes a registered brokerdealer or becomes newly affiliated with a brokerdealer, or (b) any new adviser or any sub-adviser
is a registered broker-dealer or becomes affiliated
with a broker-dealer, it will implement a fire wall
with respect to its relevant personnel or its brokerdealer affiliate regarding access to information
concerning the composition and/or changes to the
Fund’s portfolio, and will be subject to procedures
designed to prevent the use and dissemination of
material non-public information regarding such
portfolio.
7 The term ‘‘under normal circumstances’’ means,
without limitation, the absence of extreme volatility
or trading halts in the equity 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.
8 The Index is a computer-generated stock index
published by Investor’s Business Daily® (‘‘IBD®’’).
IBD® uses proprietary fundamental and technical
ratings to compile what IBD® considers the 50
leading growth companies that trade on U.S.
national securities exchanges. Companies included
in the Index must meet minimum earnings, sales,
profit margin, volume and technical requirements.
E:\FR\FM\02APN1.SGM
02APN1
17796
Federal Register / Vol. 80, No. 63 / Thursday, April 2, 2015 / Notices
tkelley on DSK3SPTVN1PROD with NOTICES
organization (‘‘NRSRO’’), such as
Standard & Poor’s or Moody’s, or
determined by the Adviser or SubAdviser to be of comparable quality at
the time of purchase; (iii) short-term
bank obligations (certificates of deposit,
time deposits and bankers’ acceptances)
of U.S. domestic banks, foreign banks
and foreign branches of domestic banks,
and commercial banks with assets of at
least $1 billion as of the end of their
most recent fiscal year; (iv) repurchase
agreements involving such securities;
and (v) money market mutual funds.
The Fund may invest in securities of
other investment companies (other than
BDCs), including shares of the
following: (1) Exchange-traded funds
(‘‘ETFs’’), unit investment trusts, and
closed-end investment companies, each
of which will be listed and traded on a
U.S. national securities exchange, and
(2) non-exchange-listed open-end
investment companies.
II. Discussion
After careful review, the Commission
finds that the proposed rule change is
consistent with the requirements of
Section 6 of the Act and the rules and
regulations thereunder applicable to a
national securities exchange.9 In
particular, the Commission finds that
the proposed rule change is consistent
with Section 6(b)(5) of the Act, which
requires, among other things, that the
Exchange’s rules be 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 a national market system, and, in
general, to protect investors and the
public interest. The Commission also
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,
which sets forth Congress’s 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.
Quotation and last-sale information
for the Shares and U.S. exchange-listed
equity securities will be available via
the Consolidated Tape Association
(‘‘CTA’’) high-speed line, and will be
available from the national securities
exchange on which they are listed.10
9 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).
10 See Notice, supra note 3, 80 FR at 9298.
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18:52 Apr 01, 2015
Jkt 235001
The Exchange represents that intra-day
and closing price information relating to
the investments of the Fund will be
available from major market data
vendors and from securities exchanges,
as applicable.11 Further, the Portfolio
Indicative Value, as defined in NYSE
Arca Equities Rule 8.600(c)(3), based on
current information regarding the value
of the securities and other assets in the
Disclosed Portfolio, will be widely
disseminated at least every 15 seconds
during the Core Trading Session by one
or more major market data vendors.12
The Custodian, through the National
Securities Clearing Corporation
(‘‘NSCC’’) will make available on each
business day, prior to the opening of
business on the Exchange (currently
9:30 a.m., Eastern time), the list of the
names and the required number of
shares of each Deposit Security to be
included in the current Fund Deposit 13
(based on information at the end of the
previous business day) for the Fund.14
In addition, a basket composition file,
which includes the security names and
share quantities (as applicable) required
to be delivered in exchange for Shares,
together with estimates and actual cash
components, will be publicly
disseminated daily prior to the opening
of the NYSE via the NSCC.15 The NAV
of the Fund will be calculated at the
close of regular trading (ordinarily 4:00
p.m. Eastern time) every day the New
York Stock Exchange is open for
trading.16 Information regarding market
price and trading of the Shares will be
continually available on a real-time
basis throughout the day on brokers’
computer screens and other electronic
services.17 Information regarding the
previous day’s closing price and trading
volume information for the Shares will
be published daily in the financial
section of newspapers.18
The Commission further 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
11 See id. Price information regarding money
market mutual funds will be available from on-line
sources and from the Web site for the applicable
fund. See id.
12 The Exchange understands that several major
market data vendors display or make widely
available Portfolio Indicative Values taken from
CTA or other data feeds. See id., n.26.
13 The ‘‘Fund Deposit’’ is the consideration for
purchase of Creation Units of the Fund, which
generally will consist of the in-kind deposit of a
designated portfolio of equity securities and an
amount of cash. See id. at 9296–97.
14 See id. at 9297.
15 See id. at 9298.
16 See id. at 9296.
17 See id. at 9298.
18 See id.
PO 00000
Frm 00083
Fmt 4703
Sfmt 4703
appropriately and to prevent trading
when a reasonable degree of
transparency cannot be assured. The
Commission notes that the Exchange
will obtain a representation from the
issuer of the Shares that the NAV per
Share of the Fund will be calculated
daily and that the NAV and the
Disclosed Portfolio will be made
available to all market participants at
the same time. In addition, trading in
the Shares would be subject to NYSE
Arca Equities Rule 8.600(d)(2)(D), which
set forth circumstances under which
trading in the Shares may be halted.
Trading may be halted because of
market conditions or for reasons that, in
the view of the Exchange, make trading
in the Shares inadvisable.19 Further, the
Commission notes that the Adviser, as
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 Fund’s portfolio.20 In
addition, the Exchange may obtain
information regarding trading in the
Shares and underlying exchange-traded
equity securities from markets and other
entities that are members of Intermarket
Surveillance Group (‘‘ISG’’) or with
which the Exchange has in place a
comprehensive surveillance sharing
agreement.21 The Exchange represents
that it prohibits the distribution of
material non-public information by its
employees. The Exchange represents
that the Adviser is not a registered
broker-dealer and is not affiliated with
any broker-dealers. The Exchange
represents that the Sub-Adviser is
affiliated with a broker-dealer and has
implemented a ‘‘fire wall’’ with respect
to such broker-dealer regarding access to
information concerning the composition
of or changes to the Fund’s portfolio.22
19 These may include: (1) The extent to which
trading is not occurring in the securities and/or the
financial instruments comprising the Disclosed
Portfolio of the Fund; or (2) whether other unusual
conditions or circumstances detrimental to the
maintenance of a fair and orderly market are
present. See id.
20 See NYSE Arca Equities Rule 8.600(d)(2)(B)(ii).
21 For a list of the current members of ISG, see
www.isgportal.org. The Exchange notes that not all
components of the Disclosed Portfolio for the Fund
may trade on markets that are members of ISG or
with which the Exchange has in place a
comprehensive surveillance sharing agreement.
22 The Exchange also represents that, in the event
that (a) the Adviser or the Sub-Adviser becomes a
registered broker-dealer or becomes newly affiliated
with a broker-dealer, or (b) any new adviser or any
sub-adviser is a registered broker-dealer or becomes
affiliated with a broker-dealer, it will implement a
fire wall with respect to its relevant personnel or
its broker-dealer affiliate regarding access to
information concerning the composition and/or
changes to the Fund’s portfolio, and will be subject
E:\FR\FM\02APN1.SGM
02APN1
tkelley on DSK3SPTVN1PROD with NOTICES
Federal Register / Vol. 80, No. 63 / Thursday, April 2, 2015 / Notices
The Exchange deems the Shares to be
equity securities, thus rendering trading
in the Shares subject to the Exchange’s
existing rules governing the trading of
equity securities. Additionally, in
support of its proposal, the Exchange
has made the following representations:
(1) The Shares will conform to the
initial and continued listing criteria
under NYSE Arca Equities Rule 8.600.
(2) The Exchange has appropriate
rules to facilitate transactions in the
Shares during all trading sessions.
(3) 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.
(4) Financial Industry Regulatory
Authority (‘‘FINRA’’), on behalf of the
Exchange, will communicate as needed
regarding trading in the Shares and
underlying exchange-traded equity
securities with other markets and other
entities that are members of the ISG, and
FINRA, on behalf of the Exchange, may
obtain trading information regarding
trading in the Shares, underlying
exchange-traded equity securities, from
such markets and other entities.
(5) Prior to the commencement of
trading, the Exchange will inform its
Equity Trading Permit Holders in an
Information Bulletin (‘‘Bulletin’’) of the
special characteristics and risks
associated with trading the Shares.
Specifically, the Bulletin will discuss
the following: (1) The procedures for
purchases and redemptions of Shares in
Creation Unit aggregations (and that
Shares are not individually redeemable);
(2) NYSE Arca Equities Rule 9.2(a),
which imposes a duty of due diligence
on its Equity Trading Permit Holders to
learn the essential facts relating to every
customer prior to trading the Shares; (3)
the risks involved in trading the Shares
during the Opening and Late Trading
Sessions when an updated Portfolio
Indicative Value will not be calculated
or publicly disseminated; (4) how
information regarding the Portfolio
Indicative Value is disseminated; (5) the
requirement that Equity Trading Permit
Holders deliver a prospectus to
investors purchasing newly issued
Shares prior to or concurrently with the
confirmation of a transaction; and (6)
trading information.
(6) The Exchange represents that, for
initial and continued listing, the Fund
will be in compliance with Rule 10A–
to procedures designed to prevent the use and
dissemination of material non-public information
regarding such portfolio. See Notice, supra note 3,
80 FR at 9300.
VerDate Sep<11>2014
18:52 Apr 01, 2015
Jkt 235001
3 23 under the Act, as provided by NYSE
Arca Equities Rule 5.3.
(7) The Fund may hold up to an
aggregate amount of 15% of its net
assets (calculated at the time of
investment) in assets deemed illiquid by
the Adviser, consistent with
Commission guidance.
(8) A minimum of 100,000 Shares of
each Fund will be outstanding at the
commencement of trading on the
Exchange.
(9) Not more than 10% of the net
assets of the Fund in the aggregate
invested in exchange-traded equity
securities shall consist of equity
securities whose principal market is not
a member of the ISG or is a market with
which the Exchange does not have a
comprehensive surveillance sharing
agreement.
(10) The Fund will not invest in
options, futures contracts or swaps
agreements.
(11) The Fund will not invest in
leveraged or inverse leveraged (e.g., 2X,
¥2X, 3X or ¥3X) ETFs.
This approval order is based on all of
the Exchange’s representations and
description of the Funds.
For the foregoing reasons, the
Commission finds that the proposed
rule change, as modified by Amendment
No. 1, is consistent with Section 6(b)(5)
of the Act and the rules and regulations
thereunder applicable to a national
securities exchange.
III. Conclusion
It is therefore ordered, pursuant to
Section 19(b)(2) of the Act, that the
proposed rule change (SR–NYSEArca–
2015–04), 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.24
Brent J. Fields,
Secretary.
[FR Doc. 2015–07517 Filed 4–1–15; 8:45 am]
BILLING CODE CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–74600; File No. SR–EDGA–
2015–14]
Self-Regulatory Organizations; EDGA
Exchange, Inc.; Notice of Filing and
Immediate Effectiveness of a Proposed
Rule Change To Amend the Fees for
the BATS One Market Data Product
March 27, 2015.
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 March 17,
2015, EDGA Exchange, Inc. (the
‘‘Exchange’’ or ‘‘EDGA’’) 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 Exchange has
designated the proposed rule change as
one establishing or changing a member
due, fee, or other charge imposed by the
Exchange under Section 19(b)(3)(A)(ii)
of the Act 3 and Rule 19b–4(f)(2)
thereunder,4 which renders the
proposed rule change effective upon
filing with the Commission. 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 filed a proposal to
amend the market data section of its fee
schedule to: (i) Establish a Digital Media
Enterprise Fee for the BATS One Feed;
and (ii) make a non-substantive change
to the description of the BATS One Feed
Enterprise fee.
The text of the proposed rule change
is available at the Exchange’s Web site
at www.batstrading.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
Exchange 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
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 15 U.S.C. 78s(b)(3)(A)(ii).
4 17 CFR 240.19b–4(f)(2).
2 17
23 17
24 17
PO 00000
CFR 240.10A–3.
CFR 200.30–3(a)(57).
Frm 00084
Fmt 4703
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E:\FR\FM\02APN1.SGM
02APN1
Agencies
[Federal Register Volume 80, Number 63 (Thursday, April 2, 2015)]
[Notices]
[Pages 17795-17797]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2015-07517]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-74595; File No. SR-NYSEArca-2015-04]
Self-Regulatory Organizations; NYSE Arca, Inc.; Order Approving
Proposed Rule Change, as Modified by Amendment No. 1, Relating to the
Listing and Trading of Shares of the Innovator IBD[supreg] 50 Fund
Under NYSE Arca Equities Rule 8.600
March 27, 2015.
On January 30, 2015, NYSE Arca, Inc. (the ``Exchange'' or ``NYSE
Arca'') 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 to list and trade shares (``Shares'') of the
Innovator IBD[supreg] 50 Fund (``Fund''). On February 12, 2015, the
Exchange filed Amendment No. 1 to the proposed rule change, which
amended and replaced the proposal in its entirety. The proposed rule
change was published for comment in the Federal Register on February
20, 2015.\3\ No comments on the proposal have been received. This order
approves the proposed rule change, as modified by Amendment No. 1.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
\3\ See Securities Exchange Act Release No. 74278 (February 13,
2015), 80 FR 9294.
---------------------------------------------------------------------------
I. The Exchange's Description of the Proposed Rule Change
The Exchange proposes to list and trade the Shares under NYSE Arca
Equities Rule 8.600, which governs the listing and trading of Managed
Fund Shares on the Exchange. The Shares will be offered by Academy
Funds Trust (the ``Trust''), an open-end management investment
company.\4\ The Fund will issue and sell Shares only in ``Creation
Unit'' size at the NAV next determined after receipt, on any business
day, of an order in proper form.\5\
---------------------------------------------------------------------------
\4\ The Trust is registered under the 1940 Act. On October 9,
2014 and on December 19, 2014, the Trust filed with the Commission
amendments to its registration statement on Form N-1A under the
Securities Act of 1933 (15 U.S.C. 77a) (``Securities Act'') and
under the 1940 Act relating to the Fund (File Nos. 333-146827 and
811-22135) (``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. 31248
(September 9, 2014) (File No. 812-14308) (``Exemptive Order'').
\5\ A Creation Unit consists of 25,000 Shares, and the size of a
Creation Unit is subject to change. See Notice, supra note 3, 80 FR
at 9296.
---------------------------------------------------------------------------
The investment adviser to the Fund will be Innovator Management LLC
(the ``Adviser''). Penserra Capital Management LLC will be the Fund's
sub-adviser (``Sub-Adviser''). Neither the Adviser nor the Sub-Adviser
is registered as a broker-dealer. The Adviser is not affiliated with a
broker-dealer. The Sub-Adviser is affiliated with a broker-dealer and
has implemented a ``fire wall'' with respect to such broker-dealer
regarding access to information concerning the composition of or
changes to the Fund's portfolio.\6\ U.S. Bank, N.A.(the
``Administrator'' or ``Custodian'') will serve as the administrator,
custodian and transfer agent for the Fund. Quasar Distributors, LLC
will be the principal underwriter and distributor of the Shares.
---------------------------------------------------------------------------
\6\ Commentary .06 to Rule 8.600 provides that, if the
investment adviser to the investment company issuing Managed Fund
Shares is affiliated with a broker-dealer, such investment adviser
shall erect a ``fire wall'' between the investment adviser and the
broker-dealer with respect to access to information concerning the
composition and/or changes to such investment company portfolio. In
addition, Commentary .06 requires that personnel who make decisions
on the open-end fund's portfolio composition must be subject to
procedures designed to prevent the use and dissemination of material
nonpublic information regarding the open-end fund's portfolio.
Commentary .06 to Rule 8.600 is similar to Commentary .03(a)(i) and
(iii) to NYSE Arca Equities Rule 5.2(j)(3); however, Commentary .06
in connection with the establishment of a ``fire wall'' between the
investment adviser and the broker-dealer reflects the applicable
open-end fund's portfolio, not an underlying benchmark index, as is
the case with index-based funds. The Exchange states that, in the
event (a) the Adviser or the Sub-Adviser becomes a registered
broker-dealer or becomes newly affiliated with a broker-dealer, or
(b) any new adviser or any sub-adviser is a registered broker-dealer
or becomes affiliated with a broker-dealer, it will implement a fire
wall with respect to its relevant personnel or its broker-dealer
affiliate regarding access to information concerning the composition
and/or changes to the Fund's portfolio, and will be subject to
procedures designed to prevent the use and dissemination of material
non-public information regarding such portfolio.
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The investment objective of the Fund will be to seek long-term
capital appreciation. Under normal circumstances,\7\ the Fund will
invest at least 80% of its net assets in companies included in the
IBD[supreg] 50 Index (``Index'') and in U.S. exchange-traded
equities.\8\ Typically, the Fund will hold U.S. exchange-traded common
stocks as well as U.S. exchange-traded master limited partnerships
(``MLPs''), real estate investment trusts (``REITs''), royalty trusts
and business development companies (``BDCs''). It will invest primarily
in U.S. equity securities but may, to a lesser extent, invest in equity
securities of foreign companies in both developed and emerging markets,
generally through American depositary receipts (``ADRs''). The Fund may
invest in companies of any size.
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\7\ The term ``under normal circumstances'' means, without
limitation, the absence of extreme volatility or trading halts in
the equity 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.
\8\ The Index is a computer-generated stock index published by
Investor's Business Daily[supreg] (``IBD[supreg]''). IBD[supreg]
uses proprietary fundamental and technical ratings to compile what
IBD[supreg] considers the 50 leading growth companies that trade on
U.S. national securities exchanges. Companies included in the Index
must meet minimum earnings, sales, profit margin, volume and
technical requirements.
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Other Portfolio Holdings. The Fund may invest in money market
securities for liquidity and cash management purposes or if the Adviser
or Sub-Adviser determines that securities meeting the Fund's investment
objective and policies are not otherwise readily available for
purchase. Money market securities include (i) short-term U.S.
government securities; (ii) commercial paper rated in the highest
short-term rating category by a nationally recognized statistical
ratings
[[Page 17796]]
organization (``NRSRO''), such as Standard & Poor's or Moody's, or
determined by the Adviser or Sub-Adviser to be of comparable quality at
the time of purchase; (iii) short-term bank obligations (certificates
of deposit, time deposits and bankers' acceptances) of U.S. domestic
banks, foreign banks and foreign branches of domestic banks, and
commercial banks with assets of at least $1 billion as of the end of
their most recent fiscal year; (iv) repurchase agreements involving
such securities; and (v) money market mutual funds.
The Fund may invest in securities of other investment companies
(other than BDCs), including shares of the following: (1) Exchange-
traded funds (``ETFs''), unit investment trusts, and closed-end
investment companies, each of which will be listed and traded on a U.S.
national securities exchange, and (2) non-exchange-listed open-end
investment companies.
II. Discussion
After careful review, the Commission finds that the proposed rule
change is consistent with the requirements of Section 6 of the Act and
the rules and regulations thereunder applicable to a national
securities exchange.\9\ In particular, the Commission finds that the
proposed rule change is consistent with Section 6(b)(5) of the Act,
which requires, among other things, that the Exchange's rules be
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 a national
market system, and, in general, to protect investors and the public
interest. The Commission also 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, which sets forth Congress's 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.
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\9\ 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).
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Quotation and last-sale information for the Shares and U.S.
exchange-listed equity securities will be available via the
Consolidated Tape Association (``CTA'') high-speed line, and will be
available from the national securities exchange on which they are
listed.\10\ The Exchange represents that intra-day and closing price
information relating to the investments of the Fund will be available
from major market data vendors and from securities exchanges, as
applicable.\11\ Further, the Portfolio Indicative Value, as defined in
NYSE Arca Equities Rule 8.600(c)(3), based on current information
regarding the value of the securities and other assets in the Disclosed
Portfolio, will be widely disseminated at least every 15 seconds during
the Core Trading Session by one or more major market data vendors.\12\
The Custodian, through the National Securities Clearing Corporation
(``NSCC'') will make available on each business day, prior to the
opening of business on the Exchange (currently 9:30 a.m., Eastern
time), the list of the names and the required number of shares of each
Deposit Security to be included in the current Fund Deposit \13\ (based
on information at the end of the previous business day) for the
Fund.\14\ In addition, a basket composition file, which includes the
security names and share quantities (as applicable) required to be
delivered in exchange for Shares, together with estimates and actual
cash components, will be publicly disseminated daily prior to the
opening of the NYSE via the NSCC.\15\ The NAV of the Fund will be
calculated at the close of regular trading (ordinarily 4:00 p.m.
Eastern time) every day the New York Stock Exchange is open for
trading.\16\ Information regarding market price and trading of the
Shares will be continually available on a real-time basis throughout
the day on brokers' computer screens and other electronic services.\17\
Information regarding the previous day's closing price and trading
volume information for the Shares will be published daily in the
financial section of newspapers.\18\
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\10\ See Notice, supra note 3, 80 FR at 9298.
\11\ See id. Price information regarding money market mutual
funds will be available from on-line sources and from the Web site
for the applicable fund. See id.
\12\ The Exchange understands that several major market data
vendors display or make widely available Portfolio Indicative Values
taken from CTA or other data feeds. See id., n.26.
\13\ The ``Fund Deposit'' is the consideration for purchase of
Creation Units of the Fund, which generally will consist of the in-
kind deposit of a designated portfolio of equity securities and an
amount of cash. See id. at 9296-97.
\14\ See id. at 9297.
\15\ See id. at 9298.
\16\ See id. at 9296.
\17\ See id. at 9298.
\18\ See id.
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The Commission further 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 Commission notes that the Exchange will obtain a
representation from the issuer of the Shares that the NAV per Share of
the Fund will be calculated daily and that the NAV and the Disclosed
Portfolio will be made available to all market participants at the same
time. In addition, trading in the Shares would be subject to NYSE Arca
Equities Rule 8.600(d)(2)(D), which set forth circumstances under which
trading in the Shares may be halted. Trading may be halted because of
market conditions or for reasons that, in the view of the Exchange,
make trading in the Shares inadvisable.\19\ Further, the Commission
notes that the Adviser, as 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 Fund's
portfolio.\20\ In addition, the Exchange may obtain information
regarding trading in the Shares and underlying exchange-traded equity
securities from markets and other entities that are members of
Intermarket Surveillance Group (``ISG'') or with which the Exchange has
in place a comprehensive surveillance sharing agreement.\21\ The
Exchange represents that it prohibits the distribution of material non-
public information by its employees. The Exchange represents that the
Adviser is not a registered broker-dealer and is not affiliated with
any broker-dealers. The Exchange represents that the Sub-Adviser is
affiliated with a broker-dealer and has implemented a ``fire wall''
with respect to such broker-dealer regarding access to information
concerning the composition of or changes to the Fund's portfolio.\22\
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\19\ These may include: (1) The extent to which trading is not
occurring in the securities and/or the financial instruments
comprising the Disclosed Portfolio of the Fund; or (2) whether other
unusual conditions or circumstances detrimental to the maintenance
of a fair and orderly market are present. See id.
\20\ See NYSE Arca Equities Rule 8.600(d)(2)(B)(ii).
\21\ For a list of the current members of ISG, see
www.isgportal.org. The Exchange notes that not all components of the
Disclosed Portfolio for the Fund may trade on markets that are
members of ISG or with which the Exchange has in place a
comprehensive surveillance sharing agreement.
\22\ The Exchange also represents that, in the event that (a)
the Adviser or the Sub-Adviser becomes a registered broker-dealer or
becomes newly affiliated with a broker-dealer, or (b) any new
adviser or any sub-adviser is a registered broker-dealer or becomes
affiliated with a broker-dealer, it will implement a fire wall with
respect to its relevant personnel or its broker-dealer affiliate
regarding access to information concerning the composition and/or
changes to the Fund's portfolio, and will be subject to procedures
designed to prevent the use and dissemination of material non-public
information regarding such portfolio. See Notice, supra note 3, 80
FR at 9300.
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[[Page 17797]]
The Exchange deems the Shares to be equity securities, thus
rendering trading in the Shares subject to the Exchange's existing
rules governing the trading of equity securities. Additionally, in
support of its proposal, the Exchange has made the following
representations:
(1) The Shares will conform to the initial and continued listing
criteria under NYSE Arca Equities Rule 8.600.
(2) The Exchange has appropriate rules to facilitate transactions
in the Shares during all trading sessions.
(3) 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.
(4) Financial Industry Regulatory Authority (``FINRA''), on behalf
of the Exchange, will communicate as needed regarding trading in the
Shares and underlying exchange-traded equity securities with other
markets and other entities that are members of the ISG, and FINRA, on
behalf of the Exchange, may obtain trading information regarding
trading in the Shares, underlying exchange-traded equity securities,
from such markets and other entities.
(5) Prior to the commencement of trading, the Exchange will inform
its Equity Trading Permit Holders in an Information Bulletin
(``Bulletin'') of the special characteristics and risks associated with
trading the Shares. Specifically, the Bulletin will discuss the
following: (1) The procedures for purchases and redemptions of Shares
in Creation Unit aggregations (and that Shares are not individually
redeemable); (2) NYSE Arca Equities Rule 9.2(a), which imposes a duty
of due diligence on its Equity Trading Permit Holders to learn the
essential facts relating to every customer prior to trading the Shares;
(3) the risks involved in trading the Shares during the Opening and
Late Trading Sessions when an updated Portfolio Indicative Value will
not be calculated or publicly disseminated; (4) how information
regarding the Portfolio Indicative Value is disseminated; (5) the
requirement that Equity Trading Permit Holders deliver a prospectus to
investors purchasing newly issued Shares prior to or concurrently with
the confirmation of a transaction; and (6) trading information.
(6) The Exchange represents that, for initial and continued
listing, the Fund will be in compliance with Rule 10A-3 \23\ under the
Act, as provided by NYSE Arca Equities Rule 5.3.
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\23\ 17 CFR 240.10A-3.
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(7) The Fund may hold up to an aggregate amount of 15% of its net
assets (calculated at the time of investment) in assets deemed illiquid
by the Adviser, consistent with Commission guidance.
(8) A minimum of 100,000 Shares of each Fund will be outstanding at
the commencement of trading on the Exchange.
(9) Not more than 10% of the net assets of the Fund in the
aggregate invested in exchange-traded equity securities shall consist
of equity securities whose principal market is not a member of the ISG
or is a market with which the Exchange does not have a comprehensive
surveillance sharing agreement.
(10) The Fund will not invest in options, futures contracts or
swaps agreements.
(11) The Fund will not invest in leveraged or inverse leveraged
(e.g., 2X, -2X, 3X or -3X) ETFs.
This approval order is based on all of the Exchange's
representations and description of the Funds.
For the foregoing reasons, the Commission finds that the proposed
rule change, as modified by Amendment No. 1, is consistent with Section
6(b)(5) of the Act and the rules and regulations thereunder applicable
to a national securities exchange.
III. Conclusion
It is therefore ordered, pursuant to Section 19(b)(2) of the Act,
that the proposed rule change (SR-NYSEArca-2015-04), as modified by
Amendment No. 1, be, and it hereby is, approved.
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\24\ 17 CFR 200.30-3(a)(57).
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\24\
Brent J. Fields,
Secretary.
[FR Doc. 2015-07517 Filed 4-1-15; 8:45 am]
BILLING CODE CODE 8011-01-P