NOTICE OF SEARCH FOR SYSTEMATIC PUBLIC EQUITY INVESTMENT PRODUCTS

The Comptroller of the City of New York is conducting a search for investment management firms to provide Systematic Public Equity Investment Products. The products should use a stock selection and portfolio construction approach that primarily relies on quantitative signals derived from traditional and alternative data sources. To participate, firms must enter their information into the databases of the Investment Consultants, including CallanDNA, Wilshire Compass, and eVestment Alliance. The search is open to all firms, and participation by minority-owned and women-owned businesses or partnering arrangements with minority-owned and women-owned investment firms are encouraged. The scope of the search, minimum requirements, and evaluation process are described in the Notice of Search available on the Comptroller's website. • The Comptroller is acting on behalf of the New York City Retirement Systems, including the Teachers' Retirement System, the New York City Employees' Retirement System, the New York City Police Pension Fund, and the New York City Fire Pension Fund. • The search is for Systematic Public Equity Investment Products that use quantitative signals and proprietary analytics. • Firms must enter their information into the databases of the Investment Consultants by the deadline stated in the Notice of Search. • There is no fee for entering information into the databases. • The Comptroller encourages participation by minority-owned and women-owned businesses and small and New York City-based businesses.