Small-Cap Equity Fund Profile - New York City

1 Small-Cap Equity fund ProfileInformation current as of 06/30/21 Lower Risk/RewardHigher Risk/RewardRisk/Reward Indicator investment ObjectiveThe investment objective of the Small-Cap Equity fund is to provide long-term growth of capital by investing primarily in the stocks of smaller companies. Small-Cap stocks offer the opportunity for greater long-term capital appreciation. In the short-term, however, these stocks may display substantial volatility (risk as measured by standard deviation). investment ManagersThe Small-Cap Equity fund is comprised of the following managers: T. rowe Price (Growth), Westwood (Value), Systematic (Value), Wellington (Core) and Rhumbline (Index/Core).

2 Current AllocationInvestment GuidelinesThe Small-Cap Equity fund will invest primarily in small and medium capitalization domestic companies listed on the exchanges or traded on the NASDAQ or over the : NYCDCP Fee versus Institutional fund FeeNYCDCP Small-Cap Equity fund Median Small-Cap Equity fund HistoryAfter Fee Cumulative Returns Ending June 30, 2021 $IWHU )HH &XPXODWLYH 5 HWXUQV (QGLQJ -XQH 0R5 DQN <U5 DQN <UV5 DQN <UV5 DQN <UV5 DQN <UV5 DQN <UV5 DQN <UV5 DQN,QFHSWLRQ,QFHSWLRQ'DWHB6 PDOO &DS (TXLW\ )XQG -DQ 5 XVVHOO -DQ ;;;;;After Fee Year-to-Date and Annual Returns Ending June 30, 2021 $IWHU )HH <HDU WR 'DWH DQG $QQXDO 5 HWXUQV (QGLQJ -XQH <7' B6 PDOO &DS (TXLW\ )XQG 5 XVVHOO ;;;;;Cumulative Returns vs.

3 BenchmarkTop Holdings7RS +ROGLQJV9((9$ 6<67(06 ,1& $ ,1& $7/$66,$1 &253 3/& 3$</2&,7< +2/',1* &253 &283$ 62)7:$5( ,1& +8%6327 ,1& %22= $//(1 +$0,/721 +2/',1*&253 9,$9, 62/87,216 ,1& '$7$'2* ,1& 523(5 7(&+12/2*,(6 ,1& DisclaimerNote: The past performance of this fund does not guarantee future results. Historical returns may reflect the performance of previous managers and allocations of the fund described in this investment Profile is not FDIC insured; is not a deposit or obligation of, nor guaranteed by, any financial institution; and is not guaranteed by the New york city Deferred Compensation Plan ( Plan ) or any federal, state or local government Plan cannot offer investment , financial, tax or legal advice or make investment recommendations.)))))))

4 The Plan regularly evaluates the performance of its investment managers and may change managers at any time. Please consider the investment objectives, risks, fees and expenses carefully before investing. The Plan s investments are in separate account vehicles, not in mutual funds. The Plan s funds are not listed in the newspaper; rather the daily net asset values are available on the Plan s fund ProfileInformation current as of 06/30/21 Additional Performance AnalysisThree Year Rolling Performance, Information Ratio and Tracking ErrorAnnualized Excess PerformanceAnnualized Return vs. Annualized Standard Deviation3 Years Ending June 30, 20217 KHDERYHDQDO\VLVVKRZVWKHSRUWIROLRULVN PHDVXUHGE\VWDQGDUGGHYLDWLRQ YV WKHSRUWIROLRUHWXUQ 7 KHVPDOOFDSHTXLW\IXQGKDVDKLJKHUVWDQGDUGGH YLDWLRQ DQGUHWXUQWKDQWKHXQLYHUVHPHGLDQ DQGWKH5 XVVHOO ,QGH[ 2 QDULVNDGMXVWHGEDVLV WKHVPDOOFDSHTXLW\IXQGKDVEHDWWKHEHQFKPDUN RYHUWKHSDVWWKUHH\HDUV 5 LVN YV 5 HWXUQ IRU <HDUV (QGLQJ -XQH 5 DQN ZLWKLQ H9 86 6 PDOO &DS (TXLW\ 1HW $QQXDOL]HG5 HWXUQ3 HUFHQWLOH5 DQN6 WDQGDUG'HYLDWLRQ3 HUFHQWLOH5 DQN 6 PDOO &DS (TXLW\ )))

5 XQG 5 XVVHOO 0 HGLDQ IRU WKLV 8 QLYHUVH 7 KHDERYHDQDO\VLVVKRZVWKHSRUWIROLRULVN PHDVXUHGE\VWDQGDUGGHYLDWLRQ YV WKHSRUWIROLRUHWXUQ 7 KHVPDOOFDSHTXLW\IXQGKDVDKLJKHUVWDQGDUGGH YLDWLRQ DQGUHWXUQWKDQWKHXQLYHUVHPHGLDQ DQGWKH5 XVVHOO ,QGH[ 2 QDULVNDGMXVWHGEDVLV WKHVPDOOFDSHTXLW\IXQGKDVEHDWWKHEHQFKPDUN RYHUWKHSDVWWKUHH\HDUV Portfolio Characteristics&KDUDFWHULVWLFV3 RUWIROLR5 XVVHOO 1 XPEHU RI +ROGLQJV :HLJKWHG $YJ 0 DUNHW &DS % 0 HGLDQ 0 DUNHW &DS % 3 ULFH 7R (DUQLQJV 3 ULFH 7R %RRN 3 ULFH 7R 6 DOHV 5 HWXUQ RQ (TXLW\ <LHOG %HWD 5 6 TXDUHG &KDUDFWHULVWLFV3 RUWIROLR5 XVVHOO ,1'8675< 6(&725 ',675,%87,21 (TXLW\ (QHUJ\ 0 DWHULDOV ,QGXVWULDOV &RQVXPHU 'LVFUHWLRQDU\ &RQVXPHU 6 WDSOHV +HDOWK &DUH )LQDQFLDOV ,QIRUPDWLRQ 7 HFKQRORJ\ &RPPXQLFDWLRQ 6 HUYLFHV 8 WLOLWLHV 5 HDO (VWDWH 6 KDUSH 5 DWLR,QIRUPDWLRQ5 DWLRB6 PDOO &DS (TXLW\ )XQG 5 XVVHOO Additional InformationNote: The benchmark for the Small-Cap Equity fund is the Russell 2000.)))))]

6 All performance figures provided are net of fees. Institutional Median Fees are de-rived from Morningstar fund Managers: - T. rowe Price - Systematic - Wellington - Westwood - Rhumbli