Issued by North American Company for Life and Health Insurance®

Loomis Sayles Managed Futures Index

Loomis Sayles Managed Futures Index

Momentum-focused index designed to perform well during major market corrections and times of crisis, while also capturing gains in upward trending markets.

Strategy highlights

Monitors markets movement and eliminates noise to focus in on the true trends for all 44 assets.
Calculates a forecast model using momentum, reversion and trend-based forecasting models with the filtered market data.
Dynamically optimize, which includes long and short allocations, to seek the highest returns while controlling for volatility.

Cumulative returns

The index performance shown is hypothetical and for illustrative purposes only and does not represent the performance of a specific investment product. All data is back-tested data (i.e. calculations of how the index might have performed over that time period had the index existed). The back-tested data includes third-party data and such third-party data may reflect revisions made after the initial publication of the data.

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The North American Company for Life and Health Insurance® fixed indexed annuity product (“Annuity Product”) is not sponsored, endorsed, sold, guaranteed, underwritten, distributed or promoted by Goldman Sachs & Co. or any of its affiliates (including Goldman Sachs Asset Management, L.P.), with the exception of any endorsement, sales, distribution or promotion of this product that may occur through its affiliates that are licensed insurance agencies (excluding such affiliates, individually and collectively, “Goldman Sachs”) or its third party data providers or Loomis, Sayles & Company, L.P. (together with its subsidiaries and affiliates, “Loomis Sayles”). Goldman Sachs is a trademark of Goldman Sachs and has been licensed for use by North American Company for Life and Health Insurance® (“the Company”). Loomis Sayles is a trademark of Loomis Sayles and has been licensed for use by Goldman Sachs. Goldman Sachs is the administrator and calculation agent for the Loomis Sayles Managed Futures Index (the “Index”). While Goldman Sachs may sponsor one or more of the strategies used in the calculation of the Index, Goldman Sachs was not involved in designing or determining the methodology or other intellectual property used to administer the Index. Loomis Sayles determined and designed the methodology, and is the owner of the intellectual property therein, which is licensed to Goldman Sachs for use in administering and calculating the Index.

GOLDMAN SACHS, ITS THIRD PARTY DATA PROVIDERS AND LOOMIS SAYLES MAKE NO REPRESENTATION OR WARRANTY, EXPRESS OR IMPLIED, REGARDING THE ADVISABILITY OF INVESTING IN ANNUITIES GENERALLY OR IN FIXED INDEXED ANNUITIES OR THE INVESTMENT STRATEGY UNDERLYING THE COMPANY’S ANNUITY PRODUCT, PARTICULARLY, THE ABILITY OF THE INDEX TO PERFORM AS INTENDED, THE MERIT (IF ANY) OF OBTAINING EXPOSURE TO THE INDEX OR THE SUITABILITY OF PURCHASING OR HOLDING INTERESTS IN THE ANNUITY PRODUCT. GOLDMAN SACHS AND ITS THIRD PARTY DATA PROVIDERS DO NOT HAVE ANY OBLIGATION TO TAKE THE NEEDS OF THE HOLDERS OF THE ANNUITY PRODUCT INTO CONSIDERATION IN ADMINISTERING OR CALCULATING THE INDEX. LOOMIS SAYLES DOES NOT HAVE ANY OBLIGATIONS TO TAKE THE NEEDS OF THE HOLDERS OF THE ANNUITY PRODUCT INTO CONSIDERATION IN DETERMINING OR DESIGNING THE METHODOLOGY USED TO ADMINISTER THE INDEX. GOLDMAN SACHS AND LOOMIS SAYLES DO NOT GUARANTEE THE ADEQUACY, TIMELINESS, ACCURACY AND/ OR COMPLETENESS OF THE INDEX OR OF THE METHODOLOGY UNDERLYING THE INDEX, THE CALCULATION OF THE INDEX OR ANY DATA SUPPLIED BY IT FOR USE IN CONNECTION WITH THE ANNUITY PRODUCT. GOLDMAN SACHS AND LOOMIS SAYLES HEREBY EXPRESSLY DISCLAIM ALL LIABILITY FOR DETERMINING, COMPOSING OR ANY OTHER ASPECTS OF THE DESIGN OF THE INDEX AND ANY RELATED INTELLECTUAL PROPERTY. GOLDMAN SACHS AND LOOMIS SAYLES HEREBY EXPRESSLY DISCLAIM ALL LIABILITY FOR ANY ERRORS, OMISSIONS, OR INTERRUPTIONS THEREIN OR IN THE CALCULATION THEREOF. GOLDMAN SACHS AND LOOMIS SAYLES EXPRESSLY DISCLAIM ALL LIABILITY FOR ANY SPECIAL, PUNITIVE, INDIRECT OR CONSEQUENTIAL DAMAGE EVEN IF NOTIFIED OF THE POSSIBILITY OF SUCH DAMAGES.

THIRD PARTY DATA IS USED UNDER LICENSE AS A SOURCE OF INFORMATION FOR THE INDEX. THIRD PARTY PROVIDER HAS NO OTHER CONNECTION TO THE INDEX OR GOLDMAN SACHS SERVICES AND DOES NOT SPONSOR, ENDORSE, RECOMMEND OR PROMOTE THE INDEX OR ANY GOLDMAN SACHS SERVICES. THIRD PARTY PROVIDER HAS NO OBLIGATION OR LIABILITY IN CONNECTION WITH THE INDEX OR GOLDMAN SACHS SERVICES. THIRD PARTY PROVIDER DOES NOT GUARANTEE THE ACCURACY AND/OR THE COMPLETENESS OF ANY MARKET DATA LICENSED TO GOLDMAN SACHS AND SHALL NOT HAVE ANY LIABILITY FOR ANY ERRORS, OMISSIONS, OR INTERRUPTIONS THEREIN. THERE ARE NO THIRD-PARTY BENEFICIARIES OF ANY AGREEMENTS OR ARRANGEMENTS BETWEEN THIRD PARTY PROVIDER AND GOLDMAN SACHS.

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The North American Secure HorizonSM and Secure HorizonSM Plus are issued on form NA1015A/ICC21-NA1015A (Contract), AE651A/ICC21-AE651A (Secure Horizon only), AE652A/ICC21-AE652A, AE653A/ICC21-AE653A (Secure Horizon only), AE654A/ICC21-AE654A, AE655A/ICC21-AE655A, AE642A/ICC20-AE642A, AE638A/ICC21-AE638A, LR433A04/AE639A/ICC21-AE639A, AE656A (Secure Horizon Plus only), AE658A (Secure Horizon Plus only), AE659A (Secure Horizon Plus only), AE660A04 (Secure Horizon Plus only) (riders/endorsements) or appropriate state variation. These products, features, and riders may not be available in all states.

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