Fund Description: Hartford Multifactor U.S. Equity ETF, formerly Lattice U.S. Equity 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 U.S. Equity ETF seeks to provide investment results that, before fees and expenses, correspond to the total return performance of the Hartford Risk-Optimized Multifactor US Equity Index, formerly Lattice Risk-Optimized US Large Cap Equity Strategy Index. INDEX DESCRIPTION: The Hartford Risk-Optimized Multifactor US Equity Index seeks to improve returns through a market cycle relative to traditional cap-weighted U.S. equity market indices and active U.S. equity market strategies. The Index seeks to (i) lower concentration among individual stock exposures, and (ii) enhance returns by improving the factor-attributes of the portfolio along the dimensions of value, quality, and momentum. The Index’s components are risk- and factor-adjusted twice annually, with a reconstitution occurring in March and a rebalance in September. The components of the Index, and the degree to which these components represent certain industries, may change over time. Risk-Optimized refers to the approach the Adviser takes in the development and management of its strategy indexes. Each strategy index 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. 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 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 of U.S. companies. 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.