Fund Description: Hartford Multifactor Emerging Markets ETF, formerly Lattice Emerging Markets Strategy ETF, is an exchange-traded index fund or Index ETF which is a separate investment portfolio of the Lattice Strategies Trust, an open-end investment management company. INVESTMENT OBJECTIVE: The Hartford Multifactor Emerging Markets ETF seeks to provide investment results that, before fees and expenses, correspond to the total return performance of the Hartford Risk-Optimized Multifactor Emerging Markets Index, formerly Lattice Risk-Optimized Advancing Markets Strategy Index. INDEX DESCRIPTION: The Hartford Risk-Optimized Multifactor Emerging Markets Index is designed to balance risks and opportunities within equity markets of emerging economies while emphasizing constituents exhibiting a favorable combination of factor characteristics. The starting universe of the Index is comprised of companies domiciled within emerging market countries representing 70% of the market capitalization of each country. Overall, the strategy-driven index provides risk-balanced exposure to smaller, generally faster-growing emerging economies within a similar risk profile of a capitalization-weighted approach. Risk-Optimized refers to the approach the Adviser takes in the development and management of its strategy indexes. Each strategy index developed seeks to address identified risks within each asset class. For example, country, company, and currency concentrations, valuation insensitivity, and other unmanaged risk factors may be addressed through the index management process. Risk-optimized does not mean lower risk in all cases, but rather refers to the deliberate and intentional re-allocation of specific risks. The Index is built with a rules-based, proprietary methodology employs a multi-layered risk allocation approach that first balances risk across the equities within each individual country and then seeks to balance risk across all countries in the universe. From the risk-balanced baseline, the methodology emphasizes companies with favorable relative value, momentum, and quality/profitability characteristics. The Index’s components are risk- and factor-adjusted twice annually, with reconstitutions occurring in March and September. The components of the Index, and the degree to which these components represent certain industries, may change over time. FUND STRATEGY: A passive or indexing approach is used to try to achieve the Fund’s investment objective. Unlike many investment companies, the Fund does not try to beat the index it tracks and does not seek temporary defensive positions when markets decline or appear overvalued. The Fund generally invests at least 80 percent of its assets in securities of the Index and in depositary receipts (such as American Depositary Receipts (ADRs), Global Depositary Receipts (GDRs) and European Depositary Receipts (EDRs) representing securities of the Index. The Fund may invest the remainder of its assets in certain futures, options and swap contracts, cash and cash equivalents, including money market funds, as well as in securities not included in the Index, but which the Adviser believes will help the Fund track the Index. Under normal conditions the Fund will invest at least 80 percent of its net assets (plus the amount of borrowings for investment purposes) in securities of issuers in emerging markets. Emerging markets are considered to be those countries with economies exhibiting growing liquidity, increasing stability and infrastructure which are not yet considered to be developed markets. The Fund may lend securities representing up to one-third of the value of the Fund’s total assets (including the value of the collateral received) in accordance with the Fund’s securities lending program and guidelines. FUND MANAGEMENT: Lattice Strategies LLC serves as the investment adviser to the Fund. Mellon Capital Management Corp. serves as the sub-adviser to the Fund.