Self-Regulatory Organizations; Cboe BZX Exchange, Inc.; Order Granting Approval of Proposed Rule Change, as Modified by Amendment No. 1, To List and Trade Shares of the JPMorgan Large Cap Growth ETF Under Rule 14.11(k), Managed Portfolio Shares, 41263-41265 [2020-14742]
Download as PDF
Federal Register / Vol. 85, No. 132 / Thursday, July 9, 2020 / Notices
jbell on DSKJLSW7X2PROD with NOTICES
an additional $93,131 for outside legal
services in connection with seeking
Commission approval of affiliated joint
transactions. Thus, the staff estimates
that the total annual cost burden
imposed by the exemptive application
requirements of rule 17d–1 is
$2,142,013.2
We estimate that funds currently do
not rely on the exemption from the term
‘‘financial interest’’ with respect to any
interest that the fund’s board of
directors (including a majority of the
directors who are not interested persons
of the fund) finds to be not material.
Accordingly, we estimate that annually
there will be no transactions under rule
17d–1 that will result in this aspect of
the collection of information.
Based on these calculations, the total
annual hour burden is estimated to be
3,542 hours and the total annual cost
burden is estimated to be $2,142,013.
The estimate of average burden hours
is made solely for the purposes of the
Paperwork Reduction Act. The estimate
is not derived from a comprehensive or
even a representative survey or study of
the costs of Commission rules.
Complying with these collections of
information requirement is necessary to
obtain the benefit of relying on rule
17d–1. Responses will not be kept
confidential. An agency may not
conduct or sponsor, and a person is not
required to respond to, a collection of
information unless it displays a
currently valid control number.
The public may view background
documentation for this information
collection at the following website:
www.reginfo.gov. Find this particular
information collection by selecting
‘‘Currently under 30-day Review—Open
for Public Comments’’ or by using the
search function. Written comments and
recommendations for the proposed
information collection should be sent
within 30 days of publication of this
notice to (i) www.reginfo.gov/public/do/
PRAMain and (ii) David Bottom,
Director/Chief Information Officer,
Securities and Exchange Commission,
c/o Cynthia Roscoe, 100 F Street NE,
Washington, DC 20549, or by sending an
email to: PRA_Mailbox@sec.gov.
Dated: July 2, 2020.
J. Matthew DeLesDernier,
Assistant Secretary.
[FR Doc. 2020–14750 Filed 7–8–20; 8:45 am]
BILLING CODE 8011–01–P
2 The estimate is based on the following
calculation: $93,131 × 23 funds = $2,142,013.
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SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–89217; File No. SR–
CboeBZX–2020–029]
Self-Regulatory Organizations; Cboe
BZX Exchange, Inc.; Order Granting
Approval of Proposed Rule Change, as
Modified by Amendment No. 1, To List
and Trade Shares of the JPMorgan
Large Cap Growth ETF Under Rule
14.11(k), Managed Portfolio Shares
July 2, 2020.
I. Introduction
On March 25, 2020, Cboe BZX
Exchange, Inc. (‘‘Exchange’’ or ‘‘BZX’’)
filed with the Securities and Exchange
Commission (‘‘Commission’’), pursuant
to Section 19(b)(1) 1 of the Securities
Exchange Act of 1934 (‘‘Act’’) 2 and Rule
19b–4 thereunder,3 a proposed rule
change to list and trade shares of the
JPMorgan Large Cap Growth ETF under
Rule 14.11(k), Managed Portfolio
Shares. The proposed rule change was
published for comment in the Federal
Register on Apri1 9, 2020.4 On April 29,
2020, the Exchange filed Amendment
No. 1 to the proposed rule change.5 On
May 15, 2020, pursuant to Section
19(b)(2) of the Act,6 the Commission
designated a longer period within which
to approve the proposed rule change,
disapprove the proposed rule change, or
institute proceedings to determine
whether to disapprove the proposed
rule change.7 The Commission has
received no comments on the proposed
rule change. This order approves the
proposed rule change, as modified by
Amendment No. 1.
U.S.C.78s(b)(1).
U.S.C. 78a.
3 17 CFR 240.19b–4.
4 See Securities Exchange Act Release No. 88551
(April 3, 2020), 85 FR 19971 (‘‘Notice’’).
5 In Amendment No. 1, the Exchange added the
word ‘‘each’’ to clarify that the Adviser has
implemented and will maintain a ‘‘fire wall’’ with
respect to each affiliate broker-dealer regarding
access to information concerning the composition
and/or changes to the Fund’s portfolio and Creation
Basket (as defined below). Because the change in
Amendment No. 1 clarifies a statement in the
proposal and does not materially alter the substance
of the proposed rule change or raise any novel
regulatory issues, Amendment No. 1 is not subject
to notice and comment. Amendment No. 1 is
available on the Commission’s website at https://
www.sec.gov/comments/sr-cboebzx-2020-029/
srcboebzx2020029-7135317-216172.pdf.
6 15 U.S.C. 78s(b)(2).
7 See Securities Exchange Act Release No. 88888,
85 FR 31016 (May 21, 2020). The Commission
designated July 8, 2020, as the date by which the
Commission shall approve or disapprove, or
institute proceedings to determine whether to
disapprove, the proposed rule change.
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1 15
2 15
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41263
II. Description of the Proposed Rule
Change, as Modified by Amendment
No. 1 8
The Exchange proposes to list and
trade shares of the JPMorgan Large Cap
Growth ETF (‘‘Fund’’) under BZX Rule
14.11(k), which governs the listing and
trading of any series of Managed
Portfolio Shares on the Exchange.9 The
shares of the Fund (‘‘Shares’’) will be
issued by J.P. Morgan Exchange-Traded
Fund Trust (‘‘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.10
The investment adviser to the Trust will
be J.P. Morgan Investment Management
Inc. (the ‘‘Adviser’’). JPMorgan
Distribution Services, Inc. will serve as
the distributor of the Fund’s Shares.
A. Description of the Fund
The Exchange states that the Fund’s
holdings will conform to the
permissible investments as set forth in
the Exemptive Application and
Exemptive Order and the holdings will
be consistent with all requirements in
the Exemptive Application and
8 For more information regarding the Fund and
the Shares, see Notice, supra note 4.
9 As defined in BZX Rule 14.11(k)(3)(A), the term
‘‘Managed Portfolio Share’’ means a security that (a)
represents an interest in an investment company
(‘‘Investment Company’’) registered under the
Investment Company Act of 1940 (‘‘1940 Act’’)
organized as an open-end management investment
company, 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 creation unit, or multiples thereof, in return for
a designated portfolio of instruments (and/or an
amount of cash) with a value equal to the next
determined net asset value and delivered to the
Authorized Participant (as defined in the
Investment Company’s Form N–1A filed with the
Commission) through a confidential account; (c)
when aggregated into a redemption unit, or
multiples thereof, may be redeemed for a
designated portfolio of instruments (and/or an
amount of cash) with a value equal to the next
determined net asset value delivered to the
confidential account for the benefit of the
Authorized Participant; and (d) the portfolio
holdings for which are disclosed within at least 60
days following the end of every fiscal quarter.
10 The Trust is registered under the 1940 Act. On
February 3, 2020, the Trust filed a registration
statement on Form N–1A relating to the Fund (File
No. 811–22903) (‘‘Registration Statement’’). The
Trust has submitted an application for exemptive
relief (‘‘Exemptive Application’’) (File No. 812–
15093). The Exchange states that the Exemptive
Application incorporates by reference the terms and
conditions of the exemptive relief granted to
Precidian ETFs Trust, et al. See Investment
Company Act Release No. 33477, May 20, 2019
(‘‘Exemptive Order’’). The Exchange states that it
expects any exemptive relief granted to the Trust to
be substantively identical to the Exemptive Order.
The Exchange represents that the Fund will not be
listed or traded on the Exchange until it receives all
necessary exemptive relief and its Registration
Statement is effective.
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Federal Register / Vol. 85, No. 132 / Thursday, July 9, 2020 / Notices
Exemptive Order.11 According to the
Exchange, the Fund will seek long-term
capital appreciation. The Exchange
states that, typically, in implementing
its strategy, the Fund will invest in
common stocks of companies with a
history of above-average growth or
companies expected to enter periods of
above-average growth.
B. Investment Restrictions
The Fund will not purchase any
securities that are illiquid investments
at the time of purchase and the Fund’s
holdings will be consistent with all
requirements described in the
Exemptive Application and Exemptive
Order.
The Shares will conform to the initial
and continued listing criteria under
BZX Rule 14.11(k). The Fund’s holdings
will be limited to and consistent with
what is permissible under the
Exemptive Order.
The Fund’s investments will be
consistent with its investment objective
and will not be used to enhance
leverage.
III. Discussion and Commission
Findings
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After careful review, the Commission
finds that the proposed rule change, as
modified by Amendment No. 1, is
consistent with the Act and rules and
regulations thereunder applicable to a
national securities exchange.12 In
particular, the Commission finds that
the proposed rule change, as modified
by Amendment No. 1, is consistent with
Section 6(b)(5) of the Act,13 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.
11 Pursuant to the Exemptive Order, the
permissible investments include only the following
instruments that trade on a U.S. exchange
contemporaneously with the Shares: Exchangetraded funds (‘‘ETFs’’) and exchange-traded notes,
common stocks, preferred stocks, American
depositary receipts, real estate investment trusts,
commodity pools, metals trusts, currency trusts,
and futures for which the reference asset the Fund
may invest in directly or, in the case of an index
future, based on an index of a type of asset that the
Fund could invest in directly; as well as cash and
cash equivalents (short-term U.S. Treasury
securities, government money market funds and
repurchase agreements).
12 In approving this proposed rule change, the
Commission notes that it has considered the
proposed rule’s impact on efficiency, competition,
and capital formation. See 15 U.S.C. 78c(f).
13 15 U.S.C. 78f(b)(5).
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The Commission believes that the
proposal is reasonably designed to
promote fair disclosure of information
that may be necessary to price the
Shares appropriately and to prevent
trading in the Shares when a reasonable
degree of certain pricing transparency
cannot be assured. As such, the
Commission believes the proposal is
reasonably designed to maintain a fair
and orderly market for trading the
Shares. The Commission also finds that
the proposal 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.
Specifically, the Commission notes
that the Exchange has obtained a
representation from the issuer that the
net asset value per Share of the Fund
will be calculated daily and will be
made available to all market
participants at the same time.14
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 the Consolidated Tape
Association high-speed line. In
addition, the Verified Intraday
Indicative Value (‘‘VIIV’’) 15 will be
widely disseminated by the Reporting
Authority and/or one or more major
market data vendors in one-second
intervals during Regular Trading Hours,
and must be disseminated to all market
participants at the same time.16
Moreover, the Fund’s website will
include a form of the prospectus and
additional data relating to net asset
value and other applicable quantitative
information for the Fund, including any
information regarding premiums/
discounts that ETFs registered under the
1940 Act are required to provide or that
are otherwise required under the
Exemptive Order. Such website and
BZX Rule 14.11(k)(4)(A)(ii).
Rule 14.11(k)(3)(B) defines ‘‘Verified
Intraday Indicative Value’’ as the indicative value
of a Managed Portfolio Share based on all of the
holdings of a series of Managed Portfolio Shares as
of the close of business on the prior business day
and, for corporate actions, based on the applicable
holdings as of the opening of business on the
current business day, priced and disseminated in
one second intervals during Regular Trading Hours
(as defined in BZX Rule 1.5(w)) by the Reporting
Authority (as defined in BZX Rule 14.11(k)(3)(H)).
16 See BZX Rule 14.11(k)(4)(B)(i).
PO 00000
information will be publicly available at
no charge.
The Commission also notes that the
Exchange’s rules regarding trading halts
help to ensure the maintenance of fair
and orderly markets for the Shares.
Specifically, pursuant to its rules, the
Exchange may consider all relevant
factors in exercising its discretion to
halt trading in the Shares, and will halt
trading in the Shares under the
conditions specified in BZX Rule 11.18.
Trading may be halted because of
market conditions or for reasons that, in
the view of the Exchange, make trading
in the Shares inadvisable, including (1)
the extent to which trading is not
occurring in the securities and/or the
financial instruments composing the
portfolio; or (2) whether other unusual
conditions or circumstances detrimental
to the maintenance of a fair and orderly
market are present.17 Trading in the
Shares also will be subject to BZX Rule
14.11(k)(4)(B)(iii)(b), which sets forth
additional circumstances under which
trading in the Shares will be halted.
The Commission also believes that the
proposal is reasonably designed to help
prevent fraudulent and manipulative
acts and practices. The Exchange
represents that it has a general policy
prohibiting the distribution of material,
non-public information by its
employees. The Exchange states that the
Adviser is not registered as a brokerdealer, but is affiliated with multiple
broker-dealers and has implemented
and will maintain a ‘‘fire wall’’ with
respect to each such broker-dealer
affiliate regarding access to information
concerning the composition of and/or
changes to the Fund’s portfolio and
Creation Basket.18 Further, the
Commission notes that any person
related to the Fund’s investment adviser
or to the Trust who makes decisions
pertaining to the Fund’s portfolio
composition or has access to
information regarding the Fund’s
portfolio composition or changes thereto
or the Creation Basket must be subject
to procedures designed to prevent the
use and dissemination of material
nonpublic information regarding the
Fund’s portfolio or changes thereto and
the Creation Basket.19 In addition, any
person or entity, including an AP
14 See
15 BZX
Frm 00039
Fmt 4703
Sfmt 4703
17 See
BZX Rule 14.11(k)(4)(B)(iii)(a).
BZX Rule 14.11(k)(3)(E).
19 See BZX Rule 14.11(k)(2)(D). The Exchange
represents that any person related to the Adviser or
the Trust who makes decisions pertaining to the
Fund’s portfolio composition or that has access to
information regarding the Fund’s portfolio or
changes thereto or the Creation Basket will be
subject to procedures designed to prevent the use
and dissemination of material non-public
information regarding such portfolio or changes
thereto and the Creation Basket.
18 See
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09JYN1
Federal Register / Vol. 85, No. 132 / Thursday, July 9, 2020 / Notices
Representative,20 custodian, Reporting
Authority, distributor, or administrator,
who has access to information regarding
the Fund’s portfolio composition or
changes thereto or its Creation Basket,
must be subject to procedures designed
to prevent the use and dissemination of
material nonpublic information
regarding the applicable Fund portfolio
or changes thereto or the Creation
Basket.21 Moreover, if any such person
or entity is registered as a broker-dealer
or affiliated with a broker-dealer, such
person or entity must erect and
maintain a ‘‘fire wall’’ between the
person or entity and the broker-dealer
with respect to access to information
concerning the composition of and/or
changes to such Fund’s portfolio or
Creation Basket.22 Finally, the Exchange
represents that trading of the Shares
through the Exchange will be subject to
the Exchange’s surveillance procedures
for derivative products, including
Managed Portfolio Shares,23 and that its
surveillance procedures are adequate to
properly monitor the trading of the
Shares on the Exchange during all
trading sessions and to deter and detect
violations of Exchange rules and the
applicable federal securities laws.
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. Moreover, prior to the
commencement of trading, the Exchange
will inform its members in an
Information Circular (‘‘Circular’’) of the
special characteristics and risks
associated with trading the Shares.24
In support of this proposal, the
Exchange represents that:
20 See
BZX Rule 14.11(k)(3)(C).
BZX Rule 14.11(k)(2)(E).
22 See id. The Exchange represents that any
person or entity who has access to information
regarding the Fund’s portfolio composition or
changes thereto or the Creation Basket will be
subject to procedures designed to prevent the use
and dissemination of material nonpublic
information regarding the portfolio composition or
changes thereto or the Creation Basket.
23 See BZX Rule 14.11(k)(2)(C), which requires, as
part of the surveillance procedures for Managed
Portfolio Shares, the Fund’s investment adviser to,
upon request by the Exchange or the Financial
Industry Regulatory Authority (‘‘FINRA’’), on behalf
of the Exchange, make available to the Exchange or
FINRA the daily portfolio holdings of each series
of Managed Portfolio Shares.
24 The Exchange represents that the Circular will
discuss the following: (1) Procedures for purchases
and redemptions of Shares; (2) BZX Rule 3.7, which
imposes suitability obligations on Exchange
members with respect to recommending
transactions in the Shares to customers; (3) how
information regarding the VIIV is disseminated; (4)
the requirement that members deliver a prospectus
to investors purchasing newly issued Shares prior
to or concurrently with the confirmation of a
transaction; (5) trading information; and (6) that the
portfolio holdings will be disclosed within at least
60 days following the end of every fiscal quarter.
jbell on DSKJLSW7X2PROD with NOTICES
21 See
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Jkt 250001
(1) The Shares will conform to the
initial and continued listing criteria
under BZX Rule 14.11(k).
(2) A minimum of 100,000 Shares of
the Fund will be outstanding at the
commencement of trading on the
Exchange.
(3) The Exchange or FINRA, on behalf
of the Exchange, or both, will
communicate as needed, and may
obtain trading information, regarding
trading in the Shares, and the
underlying exchange-traded instruments
with other markets and other entities
that are members of the ISG. In addition,
the Exchange may obtain information
regarding trading in the Shares and the
underlying exchange-traded instruments
from markets and other entities with
which the Exchange has in place a
comprehensive surveillance sharing
agreement.
(4) The Exchange has appropriate
rules to facilitate transactions in the
Shares during all trading sessions in
which the Shares trade.
(5) For initial and continued listing,
the Fund will be in compliance with
Rule 10A–3 under the Act.25
(6) The Fund’s holdings will conform
to the permissible investments as set
forth in the Exemptive Application and
Exemptive Order, and investments
made by the Fund will be consistent
with all requirements set forth in the
Exemptive Application and Exemptive
Order. The Fund’s investments will be
consistent with its investment objective
and will not be used to enhance
leverage.
The Exchange represents that all
statements and representations made in
the filing regarding: (1) The description
of the portfolio or reference assets; (2)
limitations on portfolio holdings or
reference assets; (3) dissemination and
availability of the VIIV, reference assets,
and intraday indicative values; and (4)
the applicability of Exchange rules
constitute continued listing
requirements for listing the Shares on
the Exchange. In addition, the Exchange
represents that the issuer will advise the
Exchange of any failure by the Fund to
comply with the continued listing
requirements and, pursuant to its
obligations under Section 19(g)(1) of the
Act, the Exchange will surveil for
compliance with the continued listing
requirements. If the Fund is not in
compliance with the applicable listing
requirements, the Exchange will
commence delisting procedures under
BZX Rule 14.12.
For the foregoing reasons, the
Commission finds that the proposed
rule change is consistent with Section
PO 00000
25 See
17 CFR 240.10A–3.
Frm 00040
Fmt 4703
Sfmt 4703
41265
6(b)(5) of the Act 26 and Section
11A(a)(1)(C)(iii) of the Act 27 and the
rules and regulations thereunder
applicable to a national securities
exchange.
IV. Conclusion
It is therefore ordered,pursuant to
Section 19(b)(2) of the Act,28 that the
proposed rule change (SR-CboeBZX–
2020–029), 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.29
J. Matthew DeLesDernier,
Assistant Secretary.
[FR Doc. 2020–14742 Filed 7–8–20; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[SEC File No. 270–259, OMB Control No.
3235–0269]
Submission for OMB Review;
Comment Request
Upon Written Request, Copies Available
From: Securities and Exchange
Commission, Office of FOIA Services,
100 F Street NE, Washington, DC
20549–2736
Extension:
Rule 17f–5
Notice is hereby given that, pursuant
to the Paperwork Reduction Act of 1995
(44 U.S.C. 350l–3520), the Securities
and Exchange Commission
(‘‘Commission’’) has submitted to the
Office of Management and Budget
(‘‘OMB’’) requests for extension of the
previously approved collections of
information discussed below.
Rule 17f–5 (17 CFR 270.17f–5) under
the Investment Company Act of 1940
[15 U.S.C. 80a] (the ‘‘Act’’) governs the
custody of the assets of registered
management investment companies
(‘‘funds’’) with custodians outside the
United States. Under rule 17f–5, a fund
or its foreign custody manager (as
delegated by the fund’s board) may
maintain the fund’s foreign assets in the
care of an eligible fund custodian under
certain conditions. If the fund’s board
delegates to a foreign custody manager
authority to place foreign assets, the
fund’s board must find that it is
reasonable to rely on each delegate the
board selects to act as the fund’s foreign
custody manager. The delegate must
26 15
U.S.C. 78f(b)(5).
U.S.C. 78k–1(a)(1)(C)(iii).
28 15 U.S.C. 78s(b)(1).
29 17 CFR 200.30–3(a)(12).
27 15
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Agencies
[Federal Register Volume 85, Number 132 (Thursday, July 9, 2020)]
[Notices]
[Pages 41263-41265]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2020-14742]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-89217; File No. SR-CboeBZX-2020-029]
Self-Regulatory Organizations; Cboe BZX Exchange, Inc.; Order
Granting Approval of Proposed Rule Change, as Modified by Amendment No.
1, To List and Trade Shares of the JPMorgan Large Cap Growth ETF Under
Rule 14.11(k), Managed Portfolio Shares
July 2, 2020.
I. Introduction
On March 25, 2020, Cboe BZX Exchange, Inc. (``Exchange'' or
``BZX'') filed with the Securities and Exchange Commission
(``Commission''), pursuant to Section 19(b)(1) \1\ of the Securities
Exchange Act of 1934 (``Act'') \2\ and Rule 19b-4 thereunder,\3\ a
proposed rule change to list and trade shares of the JPMorgan Large Cap
Growth ETF under Rule 14.11(k), Managed Portfolio Shares. The proposed
rule change was published for comment in the Federal Register on Apri1
9, 2020.\4\ On April 29, 2020, the Exchange filed Amendment No. 1 to
the proposed rule change.\5\ On May 15, 2020, pursuant to Section
19(b)(2) of the Act,\6\ the Commission designated a longer period
within which to approve the proposed rule change, disapprove the
proposed rule change, or institute proceedings to determine whether to
disapprove the proposed rule change.\7\ The Commission has received no
comments on the proposed rule change. This order approves the proposed
rule change, as modified by Amendment No. 1.
---------------------------------------------------------------------------
\1\ 15 U.S.C.78s(b)(1).
\2\ 15 U.S.C. 78a.
\3\ 17 CFR 240.19b-4.
\4\ See Securities Exchange Act Release No. 88551 (April 3,
2020), 85 FR 19971 (``Notice'').
\5\ In Amendment No. 1, the Exchange added the word ``each'' to
clarify that the Adviser has implemented and will maintain a ``fire
wall'' with respect to each affiliate broker-dealer regarding access
to information concerning the composition and/or changes to the
Fund's portfolio and Creation Basket (as defined below). Because the
change in Amendment No. 1 clarifies a statement in the proposal and
does not materially alter the substance of the proposed rule change
or raise any novel regulatory issues, Amendment No. 1 is not subject
to notice and comment. Amendment No. 1 is available on the
Commission's website at https://www.sec.gov/comments/sr-cboebzx-2020-029/srcboebzx2020029-7135317-216172.pdf.
\6\ 15 U.S.C. 78s(b)(2).
\7\ See Securities Exchange Act Release No. 88888, 85 FR 31016
(May 21, 2020). The Commission designated July 8, 2020, as the date
by which the Commission shall approve or disapprove, or institute
proceedings to determine whether to disapprove, the proposed rule
change.
---------------------------------------------------------------------------
II. Description of the Proposed Rule Change, as Modified by Amendment
No. 1 \8\
---------------------------------------------------------------------------
\8\ For more information regarding the Fund and the Shares, see
Notice, supra note 4.
---------------------------------------------------------------------------
The Exchange proposes to list and trade shares of the JPMorgan
Large Cap Growth ETF (``Fund'') under BZX Rule 14.11(k), which governs
the listing and trading of any series of Managed Portfolio Shares on
the Exchange.\9\ The shares of the Fund (``Shares'') will be issued by
J.P. Morgan Exchange-Traded Fund Trust (``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.\10\ The
investment adviser to the Trust will be J.P. Morgan Investment
Management Inc. (the ``Adviser''). JPMorgan Distribution Services, Inc.
will serve as the distributor of the Fund's Shares.
---------------------------------------------------------------------------
\9\ As defined in BZX Rule 14.11(k)(3)(A), the term ``Managed
Portfolio Share'' means a security that (a) represents an interest
in an investment company (``Investment Company'') registered under
the Investment Company Act of 1940 (``1940 Act'') organized as an
open-end management investment company, 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 creation unit, or
multiples thereof, in return for a designated portfolio of
instruments (and/or an amount of cash) with a value equal to the
next determined net asset value and delivered to the Authorized
Participant (as defined in the Investment Company's Form N-1A filed
with the Commission) through a confidential account; (c) when
aggregated into a redemption unit, or multiples thereof, may be
redeemed for a designated portfolio of instruments (and/or an amount
of cash) with a value equal to the next determined net asset value
delivered to the confidential account for the benefit of the
Authorized Participant; and (d) the portfolio holdings for which are
disclosed within at least 60 days following the end of every fiscal
quarter.
\10\ The Trust is registered under the 1940 Act. On February 3,
2020, the Trust filed a registration statement on Form N-1A relating
to the Fund (File No. 811-22903) (``Registration Statement''). The
Trust has submitted an application for exemptive relief (``Exemptive
Application'') (File No. 812-15093). The Exchange states that the
Exemptive Application incorporates by reference the terms and
conditions of the exemptive relief granted to Precidian ETFs Trust,
et al. See Investment Company Act Release No. 33477, May 20, 2019
(``Exemptive Order''). The Exchange states that it expects any
exemptive relief granted to the Trust to be substantively identical
to the Exemptive Order. The Exchange represents that the Fund will
not be listed or traded on the Exchange until it receives all
necessary exemptive relief and its Registration Statement is
effective.
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A. Description of the Fund
The Exchange states that the Fund's holdings will conform to the
permissible investments as set forth in the Exemptive Application and
Exemptive Order and the holdings will be consistent with all
requirements in the Exemptive Application and
[[Page 41264]]
Exemptive Order.\11\ According to the Exchange, the Fund will seek
long-term capital appreciation. The Exchange states that, typically, in
implementing its strategy, the Fund will invest in common stocks of
companies with a history of above-average growth or companies expected
to enter periods of above-average growth.
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\11\ Pursuant to the Exemptive Order, the permissible
investments include only the following instruments that trade on a
U.S. exchange contemporaneously with the Shares: Exchange-traded
funds (``ETFs'') and exchange-traded notes, common stocks, preferred
stocks, American depositary receipts, real estate investment trusts,
commodity pools, metals trusts, currency trusts, and futures for
which the reference asset the Fund may invest in directly or, in the
case of an index future, based on an index of a type of asset that
the Fund could invest in directly; as well as cash and cash
equivalents (short-term U.S. Treasury securities, government money
market funds and repurchase agreements).
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B. Investment Restrictions
The Fund will not purchase any securities that are illiquid
investments at the time of purchase and the Fund's holdings will be
consistent with all requirements described in the Exemptive Application
and Exemptive Order.
The Shares will conform to the initial and continued listing
criteria under BZX Rule 14.11(k). The Fund's holdings will be limited
to and consistent with what is permissible under the Exemptive Order.
The Fund's investments will be consistent with its investment
objective and will not be used to enhance leverage.
III. Discussion and Commission Findings
After careful review, the Commission finds that the proposed rule
change, as modified by Amendment No. 1, is consistent with the Act and
rules and regulations thereunder applicable to a national securities
exchange.\12\ In particular, the Commission finds that the proposed
rule change, as modified by Amendment No. 1, is consistent with Section
6(b)(5) of the Act,\13\ 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.
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\12\ In approving this proposed rule change, the Commission
notes that it has considered the proposed rule's impact on
efficiency, competition, and capital formation. See 15 U.S.C.
78c(f).
\13\ 15 U.S.C. 78f(b)(5).
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The Commission believes that the proposal is reasonably designed to
promote fair disclosure of information that may be necessary to price
the Shares appropriately and to prevent trading in the Shares when a
reasonable degree of certain pricing transparency cannot be assured. As
such, the Commission believes the proposal is reasonably designed to
maintain a fair and orderly market for trading the Shares. The
Commission also finds that the proposal 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.
Specifically, the Commission notes that the Exchange has obtained a
representation from the issuer that the net asset value per Share of
the Fund will be calculated daily and will be made available to all
market participants at the same time.\14\ 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 the Consolidated Tape Association high-
speed line. In addition, the Verified Intraday Indicative Value
(``VIIV'') \15\ will be widely disseminated by the Reporting Authority
and/or one or more major market data vendors in one-second intervals
during Regular Trading Hours, and must be disseminated to all market
participants at the same time.\16\ Moreover, the Fund's website will
include a form of the prospectus and additional data relating to net
asset value and other applicable quantitative information for the Fund,
including any information regarding premiums/discounts that ETFs
registered under the 1940 Act are required to provide or that are
otherwise required under the Exemptive Order. Such website and
information will be publicly available at no charge.
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\14\ See BZX Rule 14.11(k)(4)(A)(ii).
\15\ BZX Rule 14.11(k)(3)(B) defines ``Verified Intraday
Indicative Value'' as the indicative value of a Managed Portfolio
Share based on all of the holdings of a series of Managed Portfolio
Shares as of the close of business on the prior business day and,
for corporate actions, based on the applicable holdings as of the
opening of business on the current business day, priced and
disseminated in one second intervals during Regular Trading Hours
(as defined in BZX Rule 1.5(w)) by the Reporting Authority (as
defined in BZX Rule 14.11(k)(3)(H)).
\16\ See BZX Rule 14.11(k)(4)(B)(i).
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The Commission also notes that the Exchange's rules regarding
trading halts help to ensure the maintenance of fair and orderly
markets for the Shares. Specifically, pursuant to its rules, the
Exchange may consider all relevant factors in exercising its discretion
to halt trading in the Shares, and will halt trading in the Shares
under the conditions specified in BZX Rule 11.18. Trading may be halted
because of market conditions or for reasons that, in the view of the
Exchange, make trading in the Shares inadvisable, including (1) the
extent to which trading is not occurring in the securities and/or the
financial instruments composing the portfolio; or (2) whether other
unusual conditions or circumstances detrimental to the maintenance of a
fair and orderly market are present.\17\ Trading in the Shares also
will be subject to BZX Rule 14.11(k)(4)(B)(iii)(b), which sets forth
additional circumstances under which trading in the Shares will be
halted.
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\17\ See BZX Rule 14.11(k)(4)(B)(iii)(a).
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The Commission also believes that the proposal is reasonably
designed to help prevent fraudulent and manipulative acts and
practices. The Exchange represents that it has a general policy
prohibiting the distribution of material, non-public information by its
employees. The Exchange states that the Adviser is not registered as a
broker-dealer, but is affiliated with multiple broker-dealers and has
implemented and will maintain a ``fire wall'' with respect to each such
broker-dealer affiliate regarding access to information concerning the
composition of and/or changes to the Fund's portfolio and Creation
Basket.\18\ Further, the Commission notes that any person related to
the Fund's investment adviser or to the Trust who makes decisions
pertaining to the Fund's portfolio composition or has access to
information regarding the Fund's portfolio composition or changes
thereto or the Creation Basket must be subject to procedures designed
to prevent the use and dissemination of material nonpublic information
regarding the Fund's portfolio or changes thereto and the Creation
Basket.\19\ In addition, any person or entity, including an AP
[[Page 41265]]
Representative,\20\ custodian, Reporting Authority, distributor, or
administrator, who has access to information regarding the Fund's
portfolio composition or changes thereto or its Creation Basket, must
be subject to procedures designed to prevent the use and dissemination
of material nonpublic information regarding the applicable Fund
portfolio or changes thereto or the Creation Basket.\21\ Moreover, if
any such person or entity is registered as a broker-dealer or
affiliated with a broker-dealer, such person or entity must erect and
maintain a ``fire wall'' between the person or entity and the broker-
dealer with respect to access to information concerning the composition
of and/or changes to such Fund's portfolio or Creation Basket.\22\
Finally, the Exchange represents that trading of the Shares through the
Exchange will be subject to the Exchange's surveillance procedures for
derivative products, including Managed Portfolio Shares,\23\ and that
its surveillance procedures are adequate to properly monitor the
trading of the Shares on the Exchange during all trading sessions and
to deter and detect violations of Exchange rules and the applicable
federal securities laws.
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\18\ See BZX Rule 14.11(k)(3)(E).
\19\ See BZX Rule 14.11(k)(2)(D). The Exchange represents that
any person related to the Adviser or the Trust who makes decisions
pertaining to the Fund's portfolio composition or that has access to
information regarding the Fund's portfolio or changes thereto or the
Creation Basket will be subject to procedures designed to prevent
the use and dissemination of material non-public information
regarding such portfolio or changes thereto and the Creation Basket.
\20\ See BZX Rule 14.11(k)(3)(C).
\21\ See BZX Rule 14.11(k)(2)(E).
\22\ See id. The Exchange represents that any person or entity
who has access to information regarding the Fund's portfolio
composition or changes thereto or the Creation Basket will be
subject to procedures designed to prevent the use and dissemination
of material nonpublic information regarding the portfolio
composition or changes thereto or the Creation Basket.
\23\ See BZX Rule 14.11(k)(2)(C), which requires, as part of the
surveillance procedures for Managed Portfolio Shares, the Fund's
investment adviser to, upon request by the Exchange or the Financial
Industry Regulatory Authority (``FINRA''), on behalf of the
Exchange, make available to the Exchange or FINRA the daily
portfolio holdings of each series of Managed Portfolio Shares.
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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. Moreover, prior to
the commencement of trading, the Exchange will inform its members in an
Information Circular (``Circular'') of the special characteristics and
risks associated with trading the Shares.\24\
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\24\ The Exchange represents that the Circular will discuss the
following: (1) Procedures for purchases and redemptions of Shares;
(2) BZX Rule 3.7, which imposes suitability obligations on Exchange
members with respect to recommending transactions in the Shares to
customers; (3) how information regarding the VIIV is disseminated;
(4) the requirement that members deliver a prospectus to investors
purchasing newly issued Shares prior to or concurrently with the
confirmation of a transaction; (5) trading information; and (6) that
the portfolio holdings will be disclosed within at least 60 days
following the end of every fiscal quarter.
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In support of this proposal, the Exchange represents that:
(1) The Shares will conform to the initial and continued listing
criteria under BZX Rule 14.11(k).
(2) A minimum of 100,000 Shares of the Fund will be outstanding at
the commencement of trading on the Exchange.
(3) The Exchange or FINRA, on behalf of the Exchange, or both, will
communicate as needed, and may obtain trading information, regarding
trading in the Shares, and the underlying exchange-traded instruments
with other markets and other entities that are members of the ISG. In
addition, the Exchange may obtain information regarding trading in the
Shares and the underlying exchange-traded instruments from markets and
other entities with which the Exchange has in place a comprehensive
surveillance sharing agreement.
(4) The Exchange has appropriate rules to facilitate transactions
in the Shares during all trading sessions in which the Shares trade.
(5) For initial and continued listing, the Fund will be in
compliance with Rule 10A-3 under the Act.\25\
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\25\ See 17 CFR 240.10A-3.
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(6) The Fund's holdings will conform to the permissible investments
as set forth in the Exemptive Application and Exemptive Order, and
investments made by the Fund will be consistent with all requirements
set forth in the Exemptive Application and Exemptive Order. The Fund's
investments will be consistent with its investment objective and will
not be used to enhance leverage.
The Exchange represents that all statements and representations
made in the filing regarding: (1) The description of the portfolio or
reference assets; (2) limitations on portfolio holdings or reference
assets; (3) dissemination and availability of the VIIV, reference
assets, and intraday indicative values; and (4) the applicability of
Exchange rules constitute continued listing requirements for listing
the Shares on the Exchange. In addition, the Exchange represents that
the issuer will advise the Exchange of any failure by the Fund to
comply with the continued listing requirements and, pursuant to its
obligations under Section 19(g)(1) of the Act, the Exchange will
surveil for compliance with the continued listing requirements. If the
Fund is not in compliance with the applicable listing requirements, the
Exchange will commence delisting procedures under BZX Rule 14.12.
For the foregoing reasons, the Commission finds that the proposed
rule change is consistent with Section 6(b)(5) of the Act \26\ and
Section 11A(a)(1)(C)(iii) of the Act \27\ and the rules and regulations
thereunder applicable to a national securities exchange.
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\26\ 15 U.S.C. 78f(b)(5).
\27\ 15 U.S.C. 78k-1(a)(1)(C)(iii).
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IV. Conclusion
It is therefore ordered,pursuant to Section 19(b)(2) of the
Act,\28\ that the proposed rule change (SR-CboeBZX-2020-029), as
modified by Amendment No. 1, be, and it hereby is, approved.
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\28\ 15 U.S.C. 78s(b)(1).
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\29\
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\29\ 17 CFR 200.30-3(a)(12).
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J. Matthew DeLesDernier,
Assistant Secretary.
[FR Doc. 2020-14742 Filed 7-8-20; 8:45 am]
BILLING CODE 8011-01-P