Fund Description: Hartford Multifactor Global Small Cap ETF, formerly Lattice Global Small Cap 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 Global Small Cap ETF seeks to provide investment results that, before fees and expenses, correspond to the total return performance of the Hartford Risk-Optimized Multifactor Global Small Cap Index, formerly Lattice Risk-Optimized Global Small Cap Strategy Index. INDEX DESCRIPTION: The Hartford Risk-Optimized Multifactor Global Small Cap Index is designed to address risks and opportunities within the global small cap universe by selecting equity securities of companies exhibiting a favorable combination of factor characteristics, including valuation, momentum, and quality. The Index is built with a rules-based, proprietary methodology which employs a multi-layered risk-controlled approach that seeks to address the active risks versus the cap-weighted universe, accounting for country, liquidity and volatility risks. Specifically, the Index seeks to select companies exhibiting attractive risk premia profiles while managing overall volatility levels and active risks. The Index’s components are risk- and factor-adjusted twice annually, with reconstitution and rebalance occurring in March and September. 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 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 advisor believes will help the Fund track the Index. Under normal conditions, at least 40% of the Fund’s holdings will be securities (i) issued by issuers organized or located outside the U.S., (ii) issuers which primarily trade in market located outside the U.S., (iii) issuers doing a substantial amount of business outside the U.S. or (iv) issuers that have at least 50% of their sales or assets outside the U.S. 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). 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.