Equity Index Fund Profile Information current as of 03/31/2021 Risk/Reward Indicator Lower Risk/Reward Higher Risk/Reward Investment Objective Investment Managers The investment objective of the Equity Index Fund is to replicate the The Equity Index Fund is comprised of the following manager: return of the Standard & Poor’s (S&P) 500 Index. The Equity Index BNY Mellon Fund offers participants exposure to the stocks of large corporations through a passive investment vehicle. Returns on large cap equities Current Allocation have historically exceeded inflation, but with substantial volatility over short and even intermediate holding periods (risk as measured by standard deviation). Investment Guidelines The Equity Index Fund will invest in a portfolio of equity securities of companies listed on the U. S. securities exchanges that replicates the composition and characteristics of the S&P 500 Index. Fees: NYCDCP Fee versus Institutional Fund Fee NYCDCP Equity Index Fund 0.05% Institutional Median Equity Index Fund 0.07% Performance History After Fee Cumulative$IWHU)HH&XPXODWLYH5HWXUQV(QGLQJ0DUFK Returns Ending March 31, 2021 ,QFHSWLRQ 0R 5DQN <U 5DQN <UV 5DQN <UV 5DQN <UV 5DQN <UV 5DQN <UV 5DQN <UV 5DQN ,QFHSWLRQ 'DWH B (TXLW\,QGH[)XQG -DQ 6 3 -DQ ;;;;; After Fee Year-to-Date$IWHU)HH<HDUWR'DWHDQG$QQXDO5HWXUQV(QGLQJ0DUFK and Annual Returns Ending March 31, 2021 <7' B (TXLW\,QGH[)XQG 6 3 ;;;;; Cumulative Returns vs. Benchmark Top Holdings 7RS+ROGLQJV $33/(,1& 0,&5262)7&253 $0$=21&20,1& )$&(%22.,1& $/3+$%(7,1& $/3+$%(7,1& 7(6/$,1& %(5.6+,5(+$7+$:$<,1& -3025*$1&+$6( &2 -2+1621 -2+1621 Disclaimer Note: The past performance of this Fund does not guarantee future results. Historical returns may reflect the performance of previous managers and allocations of the fund. The Fund described in this Investment Profile is not FDIC insured; is not a deposit or obligation of, nor guaranteed by, any financial institution; and is not guaranteed by the New York City Deferred Compensation Plan (“Plan”) or any federal, state or local government agency. The Plan cannot offer investment, financial, tax or legal advice or make investment recommendations.The Plan regularly evaluates the performance of its investment managers and may change managers at any time. Please consider the investment objectives, risks, fees and expenses carefully before investing. The Plan’s investments are in separate account vehicles, not in mutual funds. The Plan’s funds are not listed in the newspaper; rather the daily net asset values are available on the Plan’s website. Equity Index Fund Profile Information current as of 03/31/21 Additional Performance Analysis Three Year Rolling Performance, Information Ratio and Tracking Error Annualized Return vs. Annualized Standard Deviation Annualized Excess Performance 3 Years Ending March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ortfolio Characteristics &KDUDFWHULVWLFV &KDUDFWHULVWLFV 3RUWIROLR 6 3 6KDUSH ,QIRUPDWLRQ 3RUWIROLR 6 3 5DWLR 5DWLR 1XPEHURI+ROGLQJV ,1'8675<6(&725',675,%87,21 (TXLW\ B (QHUJ\ :HLJKWHG$YJ0DUNHW&DS % (TXLW\,QGH[)XQG 0DWHULDOV 0HGLDQ0DUNHW&DS % 6 3 ,QGXVWULDOV 3ULFH7R(DUQLQJV &RQVXPHU'LVFUHWLRQDU\ 3ULFH7R%RRN &RQVXPHU6WDSOHV 3ULFH7R6DOHV +HDOWK&DUH 5HWXUQRQ(TXLW\ )LQDQFLDOV <LHOG ,QIRUPDWLRQ7HFKQRORJ\ %HWD &RPPXQLFDWLRQ6HUYLFHV 56TXDUHG 8WLOLWLHV 5HDO(VWDWH Additional Information 6KDUSH ,QIRUPDWLRQ Note: The benchmark for the Equity5DWLR Index Fund5DWLR is the S&P 500. All performance figures provided are net of fees. Institutional Median Fees are derived from Morningstar universes. B (TXLW\,QGH[)XQG Fund Manager - BNY Mellon 6 3 .