L&G Russell 2000 US Small Cap Qual. UCITS ETF

The Fund is a passively managed exchange traded Fund that aims to track the performance of the Russell 2000 0.4 Quality Target Exposure Factor Net Tax Index (the " Index "), subject to the deduction of the ongoing charges and other costs associated with operating the Fund. Shares in this Share Class (the " Shares ") are denominated in USD and can be bought and sold on stock exchanges by ordinary investors using an intermediary (e.g. a stockbroker). In normal circumstances, only Authorised Participants may buy and sell Shares directly with the Company. Authorised Participants may redeem their Shares on demand in accordance with the "Dealing Timetable" published on http://www.lgim.com . The index measures the performance of companies which are actively engaged in the small-capitalisation segment of the U.S. equity market. The Index derives its universe from the Russell 2000 Index which includes approximately 2000 of the smallest securities based on a combination of their market capitalisation and current index membership. The Index then applies a quality tilt by adjusting the market cap weight of those constituents with better quality characteristics upwards and adjusting the market cap weights of those with poorer quality characteristics downwards such the target active quality factor exposure, set at 0.4, is achieved. The Fund will primarily invest in an optimised portfolio of equity securities that, as far as possible and practicable, consists of the component securities of the Index in similar proportions to their weightings in the Index. The Fund will utilise optimisation/representative sampling techniques in order to achieve the Fund's investment objective, including by reducing overall transaction costs and taxes. This is generally achieved through the use of quantitative analysis (i.e. application of mathematical rules-based analysis based on the risk and return characteristics of the Index components) with the level of sampling techniques used by the Fund be

Physical replication

PIR compliant

No

PEA compliant

No

PEA-PME compliant

No