Self-Regulatory Organizations; The Nasdaq Stock Market LLC; Order Granting Approval of a Proposed Rule Change To Amend Nasdaq Rule 5750 (Proxy Portfolio Shares) To Provide for the Use of Custom Baskets Consistent With the Exemptive Relief Issued Pursuant to the Investment Company Act of 1940 Applicable to a Series of Proxy Portfolio Shares, 57227-57229 [2021-22437]
Download as PDF
Federal Register / Vol. 86, No. 196 / Thursday, October 14, 2021 / Notices
previously inadvertently excluded. The
provisions regarding off-exchange
trading by a Member acting as agent
apply equally to all Members, and each
national securities exchange is required
to include the provision of Rule 19c–1
under the Act in its rules.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
The Exchange neither solicited nor
received comments on 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, it has
become effective pursuant to Section
19(b)(3)(A) of the Act 10 and Rule 19b–
4(f)(6) thereunder).11
A proposed rule change filed under
Rule 19b–4(f)(6) 12 normally does not
become operative prior to 30 days after
the date of the filing. However, Rule
19b–4(f)(6)(iii) 13 permits the
Commission to designate a shorter time
if such action is consistent with the
protection of investors and the public
interest. The Exchange has asked the
Commission to waive the 30-day
operative delay for this filing. The
Commission believes that waiving the
30-day operative delay is consistent
with the protection of investors and the
public interest because such waiver will
allow the Exchange to immediately
update its rules to reflect the
requirements of Rule 19c–1 of the Act.14
Accordingly, the Commission hereby
waives the 30-day operative delay and
designates the proposed rule change as
operative upon filing.15
10 15
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(6). In addition, Rule 19b–
4(f)(6)(iii) requires a self-regulatory organization to
give the Commission written notice of its intent to
file the proposed rule change, along with a brief
description and text of 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.
12 17 CFR 240.19b–4(f)(6).
13 17 CFR 240.19b–4(f)(6)(iii).
14 17 CFR 240.19c–1.
15 For purposes only of waiving the 30-day
operative delay, the Commission has also
considered the proposed rule’s impact on
efficiency, competition, and capital formation. See
15 U.S.C. 78c(f).
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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. If the
Commission takes such action, the
Commission shall institute proceedings
to determine whether the proposed rule
change should be approved or
disapproved.
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–
CboeEDGA–2021–021 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–CboeEDGA–2021–021. 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 website (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 website viewing and
printing in the Commission’s Public
Reference Room, 100 F Street NE,
Washington, DC 20549 on official
business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of the
filing also will be available for
inspection and copying at the principal
office of the Exchange. All comments
received will be posted without change.
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57227
Persons submitting comments are
cautioned that we do not redact or edit
personal identifying information from
comment submissions. You should
submit only information that you wish
to make available publicly. All
submissions should refer to File
Number SR–CboeEDGA–2021–021, and
should be submitted on or before
November 4, 2021.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.16
J. Matthew DeLesDernier,
Assistant Secretary.
[FR Doc. 2021–22277 Filed 10–13–21; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–93277; File No. SR–
NASDAQ–2021–065]
Self-Regulatory Organizations; The
Nasdaq Stock Market LLC; Order
Granting Approval of a Proposed Rule
Change To Amend Nasdaq Rule 5750
(Proxy Portfolio Shares) To Provide for
the Use of Custom Baskets Consistent
With the Exemptive Relief Issued
Pursuant to the Investment Company
Act of 1940 Applicable to a Series of
Proxy Portfolio Shares
October 8, 2021.
I. Introduction
On August 25, 2021, The Nasdaq
Stock Market LLC (‘‘Exchange’’ or
‘‘Nasdaq’’) filed with the Securities and
Exchange Commission (‘‘Commission’’),
pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Exchange Act’’) 1 and Rule 19b–4
thereunder,2 a proposed rule change to
amend Nasdaq Rule 5750 (Proxy
Portfolio Shares) to provide for the use
of custom baskets consistent with the
exemptive relief issued pursuant to the
Investment Company Act of 1940
(‘‘1940 Act’’) 3 applicable to a series of
Proxy Portfolio Shares. The proposed
rule change was published for comment
in the Federal Register on September 2,
2021.4 The Commission has received no
comments on the proposed rule change.
The Commission is approving the
proposed rule change.
16 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
3 15 U.S.C. 80a.
4 See Securities Exchange Act Release No. 92790
(August 27, 2021), 86 FR 49357.
1 15
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II. Description
The Exchange proposes to amend
Nasdaq Rule 5750, which permits the
listing and trading of series of Proxy
Portfolio Shares. Nasdaq Rule 5750
currently requires that Proxy Portfolio
Shares be issued and redeemed in a
specified aggregate minimum number in
return for the Proxy Basket 5 and/or
cash.6 The Exchange proposes to amend
the definition of ‘‘Proxy Portfolio Share’’
in Nasdaq Rule 5750(c)(1) to permit
creations and redemptions of shares in
return for a Custom Basket in addition
to the Proxy Basket, to the extent
permitted by a fund’s exemptive relief.7
Further, the Exchange proposes to
define the term ‘‘Custom Basket’’ as a
portfolio of securities that is different
from the Proxy Basket and is otherwise
consistent with the exemptive relief
issued pursuant to the 1940 Act
applicable to a series of Proxy Portfolio
Shares.8 The Exchange also proposes to
amend the definition of ‘‘Reporting
Authority’’ in Nasdaq Rule 5750(c)(3) to
include Custom Baskets among the
types of information for which the
Reporting Authority designated for a
particular series of Proxy Portfolio
Shares will be the official source for
calculating and reporting such
information.9
5 The term ‘‘Proxy Basket’’ means the identities
and quantities of the securities and other assets
included in a basket that is designed to closely track
the daily performance of the Fund Portfolio, as
provided in the exemptive relief under the 1940 Act
applicable to a series of Proxy Portfolio Shares. See
Nasdaq Rule 5750(c)(5). The term ‘‘Fund Portfolio’’
means the identities and quantities of the securities
and other assets held by the investment company
registered under the 1940 Act (‘‘Investment
Company’’) that will form the basis for the
Investment Company’s calculation of net asset
value (‘‘NAV’’) at the end of the business day. See
Nasdaq Rule 5750(c)(2).
6 See Nasdaq Rule 5750(c)(1) (defining the term
‘‘Proxy Portfolio Share’’).
7 See proposed Nasdaq Rule 5750(c)(1) (defining
‘‘Proxy Portfolio Share’’ as a security that: (A)
Represents an interest in an Investment Company
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 specified aggregate minimum number in return for
a deposit of a specified Proxy Basket or Custom
Basket, as applicable, and/or a cash amount with a
value equal to the next determined NAV; (C) when
aggregated in the same specified minimum number,
may be redeemed at a holder’s request, which
holder will be paid a specified Proxy Basket or
Custom Basket, as applicable, and/or a cash amount
with a value equal to the next determined NAV; and
(D) the portfolio holdings for which are disclosed
within at least 60 days following the end of every
fiscal quarter).
8 See proposed Nasdaq Rule 5750(c)(6).
9 See proposed Nasdaq Rule 5750(c)(3) (defining
‘‘Reporting Authority’’ in respect of a particular
series of Proxy Portfolio Shares as the Exchange, an
institution, or a reporting service designated by the
Exchange or by the exchange that lists a particular
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The Exchange proposes to amend
Nasdaq Rule 5750(d) to incorporate
specific initial and continued listing
criteria relating to Custom Baskets.
Specifically, the Exchange proposes to
add a new initial listing requirement to
stipulate that the Exchange will obtain
a representation from the issuer of each
series of Proxy Portfolio Shares that the
issuer and any person acting on behalf
of the series of Proxy Portfolio Shares
will comply with Regulation Fair
Disclosure under the Exchange Act
(‘‘Regulation FD’’),10 including with
respect to any Custom Basket.11 The
Exchange also proposes to add a new
continued listing requirement that, with
respect to each Custom Basket utilized
by a series of Proxy Portfolio Shares,
each business day, before the opening of
trading in the regular market session,12
the Investment Company shall make
publicly available on its website the
composition of any Custom Basket
transacted on the previous business day,
except a Custom Basket that differs from
the applicable Proxy Basket only with
respect to cash.13
Finally, the Exchange proposes to
amend Nasdaq Rules 5750(b)(5) and (6),
which contain requirements that
specified parties must erect and
maintain ‘‘fire walls’’ with respect to
access to information concerning the
Fund Portfolio and Proxy Basket and
enact procedures designed to prevent
the use and dissemination of material
nonpublic information regarding the
Fund Portfolio and Proxy Basket, so that
these requirements would also cover
series of Proxy Portfolio Shares (if the Exchange is
trading such series pursuant to unlisted trading
privileges) as the official source for calculating and
reporting information relating to such series,
including, but not limited to, the Proxy Basket; the
Fund Portfolio; the Custom Basket; the amount of
any cash distribution to holders of Proxy Portfolio
Shares, NAV, or other information relating to the
issuance, redemption or trading of Proxy Portfolio
Shares).
10 17 CFR 243.100.
11 See proposed Nasdaq Rule 5750(d)(1)(B)(iii).
Nasdaq Rule 5750(d)(1)(B) currently provides that
the Exchange will obtain a representation from the
issuer of each series of Proxy Portfolio Shares that
the NAV per share for the series will be calculated
daily and that the NAV, the Proxy Basket, and the
Fund Portfolio will be made available to all market
participants at the same time when disclosed. The
current requirements would be designated as
Nasdaq Rule 5750(d)(1)(B)(i) and (ii).
12 ‘‘Regular market session’’ means the trading
session from 9:30 a.m. until 4:00 p.m. or 4:15 p.m.
See Nasdaq Rule 4120(b)(4)(D).
13 See proposed Nasdaq Rule 5750(d)(2)(A)(ii).
Nasdaq Rule 5750(d)(2)(A) currently provides that
the Proxy Basket will be publicly disseminated at
least once daily and will be made available to all
market participants at the same time. This current
requirement would be designated as Nasdaq Rule
5750(d)(2)(A)(i). The Exchange also proposes to
amend the title of Nasdaq Rule 5750(d)(2)(A) to
‘‘Proxy Basket and Custom Basket.’’ See proposed
Nasdaq Rule 5750(d)(2)(A).
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Frm 00106
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Sfmt 4703
information concerning Custom Baskets.
As proposed to be amended, Nasdaq
Rule 5750(b)(5) would require that, if
the investment adviser to the
Investment Company issuing Proxy
Portfolio Shares is registered as a
broker-dealer or is affiliated with a
broker-dealer, such investment adviser
will erect and maintain a ‘‘fire wall’’
between the investment adviser and
personnel of the broker-dealer or brokerdealer affiliate, as applicable, with
respect to access to information
concerning the composition of and/or
changes to the Fund Portfolio, the Proxy
Basket, and/or the Custom Basket, as
applicable. In addition, any person
related to the investment adviser or
Investment Company who makes
decisions pertaining to the Investment
Company’s Fund Portfolio, the Proxy
Basket, and/or the Custom Basket or has
access to nonpublic information
regarding the Fund Portfolio, the Proxy
Basket, and/or the Custom Basket, as
applicable, or changes thereto, must be
subject to procedures designed to
prevent the use and dissemination of
material nonpublic information
regarding the Fund Portfolio, and/or the
Proxy Basket, and/or the Custom Basket,
as applicable, or changes thereto.
Proposed Nasdaq Rule 5750(b)(6) would
require that any person or entity,
including a custodian, Reporting
Authority, distributor, or administrator,
who has access to nonpublic
information regarding the Fund
Portfolio, the Proxy Basket, or the
Custom Basket, as applicable, or
changes thereto, must be subject to
procedures designed to prevent the use
and dissemination of material
nonpublic information regarding the
applicable Fund Portfolio, the Proxy
Basket, or the Custom Basket, as
applicable, or changes thereto.
Moreover, if any such person or entity
is registered as a broker-dealer or
affiliated with a broker-dealer, such
person or entity will erect and maintain
a ‘‘fire wall’’ between the person or
entity and the broker-dealer with
respect to access to information
concerning the composition and/or
changes to such Fund Portfolio, Proxy
Basket, or Custom Basket, as applicable.
III. Discussion and Commission
Findings
After careful review, the Commission
finds that the proposed rule change is
consistent with the Exchange Act and
rules and regulations thereunder
applicable to a national securities
exchange.14 In particular, the
14 In approving this proposed rule change, the
Commission notes that it has considered the
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Commission finds that the proposed
rule change is consistent with Section
6(b)(5) of the Exchange Act,15 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 Exchange previously filed a
proposed rule change to adopt Nasdaq
Rule 5750 to permit the listing and
trading of Proxy Portfolio Shares.16 As
discussed above, under the current rule,
a series of Proxy Portfolio Shares must
create or redeem shares in return for the
Proxy Basket and/or cash. The Exchange
is now proposing to amend Nasdaq Rule
5750 to allow a series of Proxy Portfolio
Shares to create or redeem shares in
return for a Custom Basket, which is a
portfolio of securities that is different
from the Proxy Basket, to the extent
consistent with an issuer’s exemptive
relief under the 1940 Act.17 For the
reasons discussed below, the
Commission finds that the proposed
amendments to Nasdaq Rule 5750 to
provide for the use of Custom Baskets
for Proxy Portfolio Shares, to the extent
permitted by an issuer’s exemptive
relief under the 1940 Act, are consistent
proposed rule’s impact on efficiency, competition,
and capital formation. See 15 U.S.C. 78c(f).
15 15 U.S.C. 78f(b)(5).
16 See Securities Exchange Act Release No. 89110
(June 22, 2020), 85 FR 38461 (June 26, 2020) (SR–
NASDAQ–2020–032) (Notice of Filing and
Immediate Effectiveness to Adopt Nasdaq Rule
5750 to List and Trade Proxy Portfolio Shares)
(‘‘2020 Notice’’). At the time, the Exchange stated
that the proposed rule change to adopt new Nasdaq
Rule 5750 was substantially similar to a proposed
rule change by Cboe BZX Exchange, Inc. (‘‘BZX’’)
to adopt BZX Rule 14.11(m) that the Commission
had recently approved. See id. at 38461 (citing
Securities Exchange Act Release No. 88887 (May
15, 2020), 85 FR 30990 (May 21, 2020) (SR–
CboeBZX–2019–107) (‘‘2020 Order’’)). The
Exchange must file a separate proposed rule change
pursuant to Section 19(b) of the Exchange Act for
each series of Proxy Portfolio Shares. See Nasdaq
Rule 5750(b)(1).
17 In the 2020 Notice, the Exchange identified
several applications for exemptive relief and
subsequent orders granting certain exemptive relief
under the 1940 Act and stated that it believed that
each associated series of shares would qualify as
Proxy Portfolio Shares under proposed Nasdaq Rule
5750. See 2020 Notice, supra note 16, 85 FR at
38461 n.3. The Commission has since granted
exemptive relief under the 1940 Act to certain
series of shares that the Exchange had identified as
qualifying as Proxy Portfolio Shares to permit the
creation or redemption of shares using a Custom
Basket that includes instruments that are not
included, or included with different weightings, in
the fund’s equivalent to a Proxy Basket. See, e.g.,
Fidelity Beach Street Trust, et al., Investment
Company Act Release No. 34350 (August 5, 2021).
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17:44 Oct 13, 2021
Jkt 256001
with Section 6(b)(5) of the Exchange
Act.
The Commission believes that the
proposed changes to Nasdaq Rules
5750(b)(5) and (6) are consistent with
the Exchange Act and are reasonably
designed to help prevent fraudulent and
manipulative acts and practices. The
Commission notes that, because Proxy
Portfolio Shares do not publicly disclose
on a daily basis information about the
holdings of the Fund Portfolio, it is vital
that key information relating to Proxy
Portfolio Shares, including information
relating to Custom Baskets, be kept
confidential prior to its public
disclosure and not be subject to
misuse.18 Accordingly, the Commission
believes that the Exchange’s proposal to
amend Nasdaq Rules 5750(b)(5) and
(6) 19 to apply the current ‘‘fire wall’’
and other requirements contained
therein to those that have access to
information concerning, or make
decisions pertaining to, the composition
of and/or changes to the Custom
Baskets, in addition to the existing
requirements relating to the Fund
Portfolio and the Proxy Basket, is
designed to prevent fraud and
manipulation with respect to Proxy
Portfolio Shares.
The Commission also believes that the
proposed amendments to the initial and
continued listing requirements for Proxy
Portfolio Shares are adequate to ensure
transparency of information relating to
Custom Baskets utilized by a fund and
to ensure that such information is
available to the rest of the market
participants at the same time.
Specifically, prior to the opening of
trading on each business day, the
Investment Company will make
publicly available on its website the
composition of any Custom Basket
transacted on the previous business day,
except a Custom Basket that differs from
the applicable Proxy Basket only with
respect to cash.20 In addition, prior to
the initial listing of the Proxy Portfolio
Shares, the Exchange will be required to
obtain a representation from the issuer
of each series of Proxy Portfolio Shares
that the issuer and any person acting on
behalf of the series of Proxy Portfolio
Shares will comply with Regulation FD,
including with respect to any Custom
Basket.21 These measures help to
18 See
2020 Order, supra note 16, 85 FR at 31002–
03.
19 See
supra Section II, describing proposed
Nasdaq Rules 5750(b)(5) and (6).
20 See proposed Nasdaq Rule 5750(d)(2)(A)(ii).
21 See proposed Nasdaq Rule 5750(d)(1)(B)(iii).
The Commission notes that a fund’s use of, or
conversations with authorized participants about,
Creation Baskets that would result in selective
disclosure of nonpublic information would
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Fmt 4703
Sfmt 4703
57229
mitigate concerns that certain
information regarding the funds will be
available only to select market
participants and thereby helps to
prevent fraud and manipulation.
The Commission notes that, as set
forth in the definition of ‘‘Custom
Basket,’’ a series of Proxy Portfolio
Shares may only utilize Custom Baskets
to the extent consistent with the
exemptive relief issued pursuant to the
1940 Act applicable to such series.22
The Commission further notes that all
series of Proxy Portfolio Shares will
continue to be subject to the existing
rules and procedures that govern the
listing and trading of Proxy Portfolio
Shares and the trading of equity
securities on the Exchange.
IV. Conclusion
It is therefore ordered, pursuant to
Section 19(b)(2) of the Exchange Act 23
that the proposed rule change (SR–
NASDAQ–2021–065), be, and it hereby
is, approved.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.24
J. Matthew DeLesDernier,
Assistant Secretary.
[FR Doc. 2021–22437 Filed 10–13–21; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–93278; File No. SR–NSCC–
2021–007]
Self-Regulatory Organizations;
National Securities Clearing
Corporation; Order Approving the
Proposed Rule Change Relating to
Confidential Information, Market
Disruption Events, and Other Changes
October 8, 2021.
I. Introduction
On June 25, 2021, National Securities
Clearing Corporation (‘‘NSCC’’) filed
with the Securities and Exchange
Commission (‘‘Commission’’) proposed
rule change SR–NSCC–2021–007 (the
‘‘Proposed Rule Change’’) pursuant to
Section 19(b)(1) of the Securities
Exchange Act of 1934 (‘‘Act’’) 1 and Rule
19b–4 thereunder 2 to amend NSCC’s
effectively be limited by the fund’s obligation to
comply with Regulation FD. See, e.g., Fidelity
Beach Street Trust, et al., Investment Company Act
Release No. 34326 (July 9, 2021).
22 See proposed Nasdaq Rule 5750(c)(6).
23 15 U.S.C. 78s(b)(2).
24 17 CFR 200.30–3(a)(12).
1 15 U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
E:\FR\FM\14OCN1.SGM
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Agencies
[Federal Register Volume 86, Number 196 (Thursday, October 14, 2021)]
[Notices]
[Pages 57227-57229]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2021-22437]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-93277; File No. SR-NASDAQ-2021-065]
Self-Regulatory Organizations; The Nasdaq Stock Market LLC; Order
Granting Approval of a Proposed Rule Change To Amend Nasdaq Rule 5750
(Proxy Portfolio Shares) To Provide for the Use of Custom Baskets
Consistent With the Exemptive Relief Issued Pursuant to the Investment
Company Act of 1940 Applicable to a Series of Proxy Portfolio Shares
October 8, 2021.
I. Introduction
On August 25, 2021, The Nasdaq Stock Market LLC (``Exchange'' or
``Nasdaq'') filed with the Securities and Exchange Commission
(``Commission''), pursuant to Section 19(b)(1) of the Securities
Exchange Act of 1934 (``Exchange Act'') \1\ and Rule 19b-4
thereunder,\2\ a proposed rule change to amend Nasdaq Rule 5750 (Proxy
Portfolio Shares) to provide for the use of custom baskets consistent
with the exemptive relief issued pursuant to the Investment Company Act
of 1940 (``1940 Act'') \3\ applicable to a series of Proxy Portfolio
Shares. The proposed rule change was published for comment in the
Federal Register on September 2, 2021.\4\ The Commission has received
no comments on the proposed rule change. The Commission is approving
the proposed rule change.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
\3\ 15 U.S.C. 80a.
\4\ See Securities Exchange Act Release No. 92790 (August 27,
2021), 86 FR 49357.
---------------------------------------------------------------------------
[[Page 57228]]
II. Description
The Exchange proposes to amend Nasdaq Rule 5750, which permits the
listing and trading of series of Proxy Portfolio Shares. Nasdaq Rule
5750 currently requires that Proxy Portfolio Shares be issued and
redeemed in a specified aggregate minimum number in return for the
Proxy Basket \5\ and/or cash.\6\ The Exchange proposes to amend the
definition of ``Proxy Portfolio Share'' in Nasdaq Rule 5750(c)(1) to
permit creations and redemptions of shares in return for a Custom
Basket in addition to the Proxy Basket, to the extent permitted by a
fund's exemptive relief.\7\ Further, the Exchange proposes to define
the term ``Custom Basket'' as a portfolio of securities that is
different from the Proxy Basket and is otherwise consistent with the
exemptive relief issued pursuant to the 1940 Act applicable to a series
of Proxy Portfolio Shares.\8\ The Exchange also proposes to amend the
definition of ``Reporting Authority'' in Nasdaq Rule 5750(c)(3) to
include Custom Baskets among the types of information for which the
Reporting Authority designated for a particular series of Proxy
Portfolio Shares will be the official source for calculating and
reporting such information.\9\
---------------------------------------------------------------------------
\5\ The term ``Proxy Basket'' means the identities and
quantities of the securities and other assets included in a basket
that is designed to closely track the daily performance of the Fund
Portfolio, as provided in the exemptive relief under the 1940 Act
applicable to a series of Proxy Portfolio Shares. See Nasdaq Rule
5750(c)(5). The term ``Fund Portfolio'' means the identities and
quantities of the securities and other assets held by the investment
company registered under the 1940 Act (``Investment Company'') that
will form the basis for the Investment Company's calculation of net
asset value (``NAV'') at the end of the business day. See Nasdaq
Rule 5750(c)(2).
\6\ See Nasdaq Rule 5750(c)(1) (defining the term ``Proxy
Portfolio Share'').
\7\ See proposed Nasdaq Rule 5750(c)(1) (defining ``Proxy
Portfolio Share'' as a security that: (A) Represents an interest in
an Investment Company 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 specified aggregate minimum number in return for a
deposit of a specified Proxy Basket or Custom Basket, as applicable,
and/or a cash amount with a value equal to the next determined NAV;
(C) when aggregated in the same specified minimum number, may be
redeemed at a holder's request, which holder will be paid a
specified Proxy Basket or Custom Basket, as applicable, and/or a
cash amount with a value equal to the next determined NAV; and (D)
the portfolio holdings for which are disclosed within at least 60
days following the end of every fiscal quarter).
\8\ See proposed Nasdaq Rule 5750(c)(6).
\9\ See proposed Nasdaq Rule 5750(c)(3) (defining ``Reporting
Authority'' in respect of a particular series of Proxy Portfolio
Shares as the Exchange, an institution, or a reporting service
designated by the Exchange or by the exchange that lists a
particular series of Proxy Portfolio Shares (if the Exchange is
trading such series pursuant to unlisted trading privileges) as the
official source for calculating and reporting information relating
to such series, including, but not limited to, the Proxy Basket; the
Fund Portfolio; the Custom Basket; the amount of any cash
distribution to holders of Proxy Portfolio Shares, NAV, or other
information relating to the issuance, redemption or trading of Proxy
Portfolio Shares).
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The Exchange proposes to amend Nasdaq Rule 5750(d) to incorporate
specific initial and continued listing criteria relating to Custom
Baskets. Specifically, the Exchange proposes to add a new initial
listing requirement to stipulate that the Exchange will obtain a
representation from the issuer of each series of Proxy Portfolio Shares
that the issuer and any person acting on behalf of the series of Proxy
Portfolio Shares will comply with Regulation Fair Disclosure under the
Exchange Act (``Regulation FD''),\10\ including with respect to any
Custom Basket.\11\ The Exchange also proposes to add a new continued
listing requirement that, with respect to each Custom Basket utilized
by a series of Proxy Portfolio Shares, each business day, before the
opening of trading in the regular market session,\12\ the Investment
Company shall make publicly available on its website the composition of
any Custom Basket transacted on the previous business day, except a
Custom Basket that differs from the applicable Proxy Basket only with
respect to cash.\13\
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\10\ 17 CFR 243.100.
\11\ See proposed Nasdaq Rule 5750(d)(1)(B)(iii). Nasdaq Rule
5750(d)(1)(B) currently provides that the Exchange will obtain a
representation from the issuer of each series of Proxy Portfolio
Shares that the NAV per share for the series will be calculated
daily and that the NAV, the Proxy Basket, and the Fund Portfolio
will be made available to all market participants at the same time
when disclosed. The current requirements would be designated as
Nasdaq Rule 5750(d)(1)(B)(i) and (ii).
\12\ ``Regular market session'' means the trading session from
9:30 a.m. until 4:00 p.m. or 4:15 p.m. See Nasdaq Rule
4120(b)(4)(D).
\13\ See proposed Nasdaq Rule 5750(d)(2)(A)(ii). Nasdaq Rule
5750(d)(2)(A) currently provides that the Proxy Basket will be
publicly disseminated at least once daily and will be made available
to all market participants at the same time. This current
requirement would be designated as Nasdaq Rule 5750(d)(2)(A)(i). The
Exchange also proposes to amend the title of Nasdaq Rule
5750(d)(2)(A) to ``Proxy Basket and Custom Basket.'' See proposed
Nasdaq Rule 5750(d)(2)(A).
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Finally, the Exchange proposes to amend Nasdaq Rules 5750(b)(5) and
(6), which contain requirements that specified parties must erect and
maintain ``fire walls'' with respect to access to information
concerning the Fund Portfolio and Proxy Basket and enact procedures
designed to prevent the use and dissemination of material nonpublic
information regarding the Fund Portfolio and Proxy Basket, so that
these requirements would also cover information concerning Custom
Baskets. As proposed to be amended, Nasdaq Rule 5750(b)(5) would
require that, if the investment adviser to the Investment Company
issuing Proxy Portfolio Shares is registered as a broker-dealer or is
affiliated with a broker-dealer, such investment adviser will erect and
maintain a ``fire wall'' between the investment adviser and personnel
of the broker-dealer or broker-dealer affiliate, as applicable, with
respect to access to information concerning the composition of and/or
changes to the Fund Portfolio, the Proxy Basket, and/or the Custom
Basket, as applicable. In addition, any person related to the
investment adviser or Investment Company who makes decisions pertaining
to the Investment Company's Fund Portfolio, the Proxy Basket, and/or
the Custom Basket or has access to nonpublic information regarding the
Fund Portfolio, the Proxy Basket, and/or the Custom Basket, as
applicable, or changes thereto, must be subject to procedures designed
to prevent the use and dissemination of material nonpublic information
regarding the Fund Portfolio, and/or the Proxy Basket, and/or the
Custom Basket, as applicable, or changes thereto. Proposed Nasdaq Rule
5750(b)(6) would require that any person or entity, including a
custodian, Reporting Authority, distributor, or administrator, who has
access to nonpublic information regarding the Fund Portfolio, the Proxy
Basket, or the Custom Basket, as applicable, or changes thereto, must
be subject to procedures designed to prevent the use and dissemination
of material nonpublic information regarding the applicable Fund
Portfolio, the Proxy Basket, or the Custom Basket, as applicable, or
changes thereto. Moreover, if any such person or entity is registered
as a broker-dealer or affiliated with a broker-dealer, such person or
entity will erect and maintain a ``fire wall'' between the person or
entity and the broker-dealer with respect to access to information
concerning the composition and/or changes to such Fund Portfolio, Proxy
Basket, or Custom Basket, as applicable.
III. Discussion and Commission Findings
After careful review, the Commission finds that the proposed rule
change is consistent with the Exchange Act and rules and regulations
thereunder applicable to a national securities exchange.\14\ In
particular, the
[[Page 57229]]
Commission finds that the proposed rule change is consistent with
Section 6(b)(5) of the Exchange Act,\15\ 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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\14\ 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).
\15\ 15 U.S.C. 78f(b)(5).
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The Exchange previously filed a proposed rule change to adopt
Nasdaq Rule 5750 to permit the listing and trading of Proxy Portfolio
Shares.\16\ As discussed above, under the current rule, a series of
Proxy Portfolio Shares must create or redeem shares in return for the
Proxy Basket and/or cash. The Exchange is now proposing to amend Nasdaq
Rule 5750 to allow a series of Proxy Portfolio Shares to create or
redeem shares in return for a Custom Basket, which is a portfolio of
securities that is different from the Proxy Basket, to the extent
consistent with an issuer's exemptive relief under the 1940 Act.\17\
For the reasons discussed below, the Commission finds that the proposed
amendments to Nasdaq Rule 5750 to provide for the use of Custom Baskets
for Proxy Portfolio Shares, to the extent permitted by an issuer's
exemptive relief under the 1940 Act, are consistent with Section
6(b)(5) of the Exchange Act.
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\16\ See Securities Exchange Act Release No. 89110 (June 22,
2020), 85 FR 38461 (June 26, 2020) (SR-NASDAQ-2020-032) (Notice of
Filing and Immediate Effectiveness to Adopt Nasdaq Rule 5750 to List
and Trade Proxy Portfolio Shares) (``2020 Notice''). At the time,
the Exchange stated that the proposed rule change to adopt new
Nasdaq Rule 5750 was substantially similar to a proposed rule change
by Cboe BZX Exchange, Inc. (``BZX'') to adopt BZX Rule 14.11(m) that
the Commission had recently approved. See id. at 38461 (citing
Securities Exchange Act Release No. 88887 (May 15, 2020), 85 FR
30990 (May 21, 2020) (SR-CboeBZX-2019-107) (``2020 Order'')). The
Exchange must file a separate proposed rule change pursuant to
Section 19(b) of the Exchange Act for each series of Proxy Portfolio
Shares. See Nasdaq Rule 5750(b)(1).
\17\ In the 2020 Notice, the Exchange identified several
applications for exemptive relief and subsequent orders granting
certain exemptive relief under the 1940 Act and stated that it
believed that each associated series of shares would qualify as
Proxy Portfolio Shares under proposed Nasdaq Rule 5750. See 2020
Notice, supra note 16, 85 FR at 38461 n.3. The Commission has since
granted exemptive relief under the 1940 Act to certain series of
shares that the Exchange had identified as qualifying as Proxy
Portfolio Shares to permit the creation or redemption of shares
using a Custom Basket that includes instruments that are not
included, or included with different weightings, in the fund's
equivalent to a Proxy Basket. See, e.g., Fidelity Beach Street
Trust, et al., Investment Company Act Release No. 34350 (August 5,
2021).
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The Commission believes that the proposed changes to Nasdaq Rules
5750(b)(5) and (6) are consistent with the Exchange Act and are
reasonably designed to help prevent fraudulent and manipulative acts
and practices. The Commission notes that, because Proxy Portfolio
Shares do not publicly disclose on a daily basis information about the
holdings of the Fund Portfolio, it is vital that key information
relating to Proxy Portfolio Shares, including information relating to
Custom Baskets, be kept confidential prior to its public disclosure and
not be subject to misuse.\18\ Accordingly, the Commission believes that
the Exchange's proposal to amend Nasdaq Rules 5750(b)(5) and (6) \19\
to apply the current ``fire wall'' and other requirements contained
therein to those that have access to information concerning, or make
decisions pertaining to, the composition of and/or changes to the
Custom Baskets, in addition to the existing requirements relating to
the Fund Portfolio and the Proxy Basket, is designed to prevent fraud
and manipulation with respect to Proxy Portfolio Shares.
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\18\ See 2020 Order, supra note 16, 85 FR at 31002-03.
\19\ See supra Section II, describing proposed Nasdaq Rules
5750(b)(5) and (6).
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The Commission also believes that the proposed amendments to the
initial and continued listing requirements for Proxy Portfolio Shares
are adequate to ensure transparency of information relating to Custom
Baskets utilized by a fund and to ensure that such information is
available to the rest of the market participants at the same time.
Specifically, prior to the opening of trading on each business day, the
Investment Company will make publicly available on its website the
composition of any Custom Basket transacted on the previous business
day, except a Custom Basket that differs from the applicable Proxy
Basket only with respect to cash.\20\ In addition, prior to the initial
listing of the Proxy Portfolio Shares, the Exchange will be required to
obtain a representation from the issuer of each series of Proxy
Portfolio Shares that the issuer and any person acting on behalf of the
series of Proxy Portfolio Shares will comply with Regulation FD,
including with respect to any Custom Basket.\21\ These measures help to
mitigate concerns that certain information regarding the funds will be
available only to select market participants and thereby helps to
prevent fraud and manipulation.
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\20\ See proposed Nasdaq Rule 5750(d)(2)(A)(ii).
\21\ See proposed Nasdaq Rule 5750(d)(1)(B)(iii). The Commission
notes that a fund's use of, or conversations with authorized
participants about, Creation Baskets that would result in selective
disclosure of nonpublic information would effectively be limited by
the fund's obligation to comply with Regulation FD. See, e.g.,
Fidelity Beach Street Trust, et al., Investment Company Act Release
No. 34326 (July 9, 2021).
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The Commission notes that, as set forth in the definition of
``Custom Basket,'' a series of Proxy Portfolio Shares may only utilize
Custom Baskets to the extent consistent with the exemptive relief
issued pursuant to the 1940 Act applicable to such series.\22\ The
Commission further notes that all series of Proxy Portfolio Shares will
continue to be subject to the existing rules and procedures that govern
the listing and trading of Proxy Portfolio Shares and the trading of
equity securities on the Exchange.
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\22\ See proposed Nasdaq Rule 5750(c)(6).
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IV. Conclusion
It is therefore ordered, pursuant to Section 19(b)(2) of the
Exchange Act \23\ that the proposed rule change (SR-NASDAQ-2021-065),
be, and it hereby is, approved.
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\23\ 15 U.S.C. 78s(b)(2).
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\24\
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\24\ 17 CFR 200.30-3(a)(12).
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J. Matthew DeLesDernier,
Assistant Secretary.
[FR Doc. 2021-22437 Filed 10-13-21; 8:45 am]
BILLING CODE 8011-01-P