07/05/2025 - Fidelity & Guaranty Life Insurance Co.: 1Q25 Financial Supplement

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( [ K L E L W





‌ANNUITIES & LIFE, INC.

4 X D U W H U O \ ) L Q D Q F L D O

6 X S S O H P H Q W



) L U V W 4 X D U W H U

7 K H I L Q D Q F L D O V W D W H P H Q W V D Q G I L Q D Q F L D O H [ K

7 K H V H I L Q D Q F L D O V W D W H P H Q W V D Q G H [ K L E L W V V

& R P S D Q \ V S H U L R G L F U H S R U W V R Q ) R U P . ) R

$ O O G R O O D U D P R X Q W V D U H S U H V H Q W H G L Q P L O O L

Financial Highlights3

‌Financial Results

Adjusted Net Earnings - Management View5

Consolidated Statements of Operations (GAAP) 4

Adjusted Return on Assets7

Adjusted Net Earnings - Significant Income and Expense Items 6

Interest and Investment Income and Yield8

Assets Under Management Rollforward and Average Assets Under Management 8

Capitalization10

Consolidated Balance Sheets (GAAP) 9

Return on Equity Attributable to Common Shareholders 10

Summary of Invested Assets by Asset Class11

Investment Summary

Credit Quality of Fixed Maturity Securities, Asset-Backed Securities and Collateral Loan Obligations and Loan-Backed Private Originations 12

GAAP Net Reserve Summary13

Product Summary

Annuity Liability Characteristics14

Annuity Account Balance Rollforward 13

Top 5 Reinsurers 14

Ratings Overview15

Additional Information

Non-GAAP Reconciliations17

Shareholder Information 16

Non-GAAP Measures Definitions 21

‌Financial Highlights‌

Three months ended

Year ended

March 31,

December 31,

September 30,

June 30,

March 31,

December 31,

December 31,

2025

2024

2024

2024

2024

2024

2023

SELECTED CONSOLIDATED STATEMENT OF OPERATIONS DATA

Net earnings (loss) attributable to F&G

$ (21)

$ 327

$ (6)

$ 203

$ 115

$ 639

$ (58)

Net earnings (loss) attributable to common shareholders

(25)

323

(10)

198

111

622

(58)

Net earnings (loss) attributable to common shareholders per diluted share ²

(0.20)

2.50

(0.08)

1.55

0.88

4.88

(0.47)

Weighted-average diluted shares outstanding (in millions)

RELATED NON-GAAP MEASURES ¹

126

131

124

131

130

131

124

Adjusted net earnings attributable to common shareholders

91

143

156

139

108

546

335

Adjusted net earnings attributable to common shareholders per diluted share ²

0.72

1.12

1.22

1.10

0.86

4.30

2.68

Adjusted weighted-average diluted shares outstanding (in millions)

132

131

131

131

130

131

125

Adjusted return on assets attributable to common shareholders

0.68%

1.06%

1.05%

0.98%

0.87%

1.06%

0.73%

Adjusted return on average common shareholder equity, excluding AOCI

9.7%

10.3%

9.1%

8.4%

7.4%

10.3%

6.5%

SELECTED CONSOLIDATED BALANCE SHEET DATA

Total assets

88,007

84,931

84,123

78,368

74,300

84,931

70,050

Total liabilities

83,522

80,855

79,648

74,580

70,617

80,855

66,947

Total equity

4,485

4,076

4,475

3,788

3,683

4,076

3,103

Total equity, excluding AOCI

6,219

5,999

5,706

5,741

5,566

5,999

5,093

Common shares outstanding (in millions)

135

127

126

126

126

127

126

RELATED NON-GAAP MEASURES ¹

Total F&G equity attributable to common shareholders, excluding AOCI

5,847

5,624

5,327

5,357

5,179

5,624

5,093

Book value per common share

30.47

29.14

32.51

27.02

26.16

29.14

24.63

Book value per common share, excluding AOCI

43.31

44.28

42.28

42.52

41.10

44.28

40.42

Assets under management ("AUM")

54,546

53,817

52,464

52,208

49,787

53,817

49,103

Average assets under management ("AAUM") YTD

53,877

51,574

50,970

50,181

49,400

51,574

46,044

AUM before flow reinsurance

SALES ¹

67,398

65,274

62,875

61,370

58,020

65,274

55,928

Indexed annuities ("FIA/RILA")

$ 1,461

$ 1,797

$ 1,847

$ 1,648

$ 1,437

$ 6,729

$ 4,699

Fixed rate annuities ("MYGA")

562

648

1,655

1,475

1,327

5,105

5,066

Total annuity

2,023

2,445

3,502

3,123

2,764

11,834

9,765

Indexed universal life ("IUL")

43

41

39

44

42

166

156

Funding agreements ("FABN/FHLB")

525

-

-

915

105

1,020

1,256

Pension risk transfer ("PRT")

311

983

337

338

584

2,242

1,976

Gross sales

2,902

3,469

3,878

4,420

3,495

15,262

13,153

Sales attributable to flow reinsurance to third parties

(721)

(1,031)

(1,492)

(975)

(1,193)

(4,691)

(3,915)

Net sales

$ 2,181

$ 2,438

$ 2,386

$ 3,445

$ 2,302

$ 10,571

$ 9,238

¹ Refer to "Non-GAAP Reconciliations" and "Non-GAAP Measures Definitions" in the additional information section.

² Beginning in 2024, diluted share count reflects the effect of 5 million common shares issuable upon the conversion of the FNF 6.875% Series A Mandatory Convertible Preferred Stock, par value $0.001 par value per share, when their effect was dilutive. For time periods when dilutive, the weighted average number of diluted shares includes assumed issuance of common shares upon conversion of the preferred stock, as well as the preferred stock dividends are not deducted from net earnings (loss) or adjusted net earnings (loss).

‌Consolidated Statements of Operations (GAAP)‌

Revenues

Three months ended

March 31, December 31, September 30,

2025 ¹ 2024 ¹ 2024 ¹

June 30,

2024 ¹

March 31,

2024 ¹

Year ended

December 31, December 31,

2024 ¹ 2023

Life insurance premiums and other fees

$ 489 $ 1,149 $ 506

$ 487

$ 718

$ 2,860

$ 2,413

Interest and investment income

666 707 712

684

616

2,719

2,211

Owned distribution revenues

16 20 20

18

23

81

-

Recognized gains and (losses), net

(263) (317) 206

(17)

212

84 (124)

Total revenues

908 1,559 1,444

1,172

1,569

5,744

4,500

Benefits and expenses

Benefits and other changes in policy reserves

524 927 1,095

608

1,161

3,791

3,553

Market risk benefit (gains) losses

109 (105) 71

20

(11)

(25) 95

Depreciation and amortization

153 152 147

147

123

569

412

Personnel costs

67 81 80

69

66

296

232

Other operating expenses

41 54 45

46

58

203

146

Interest expense

40 38 36

28

30

132

97

Total benefits and expenses

934 1,147 1,474

918

1,427

4,966

4,535

Earnings (loss) before income taxes

(26) 412 (30)

254

142

778 (35)

Income tax expense (benefit)

(5) 85 (25)

50

26

136

23

Net earnings (loss)

(21) 327 (5)

204

116

642 (58)

Less: Non-controlling interests

- - 1

1

1

3

-

Net earnings (loss) attributable to F&G

(21) 327 (6)

203

115

639 (58)

Less: Preferred stock dividend

4 4 4

5

4

17

-

Net earnings (loss) attributable to F&G common shareholders

$ (25) $ 323 $ (10)

$ 198

$ 111

$ 622 $ (58)

Net earnings (loss) attributable to F&G common shareholders per common share

Basic

$ (0.20) $ 2.58 $ (0.08)

$ 1.60

$ 0.90

$ 4.98 $ (0.47)

Diluted

Weighted average common shares used in computing net earnings (loss) per common share

$ (0.20) $ 2.50 $ (0.08)

$ 1.55

$ 0.88

$ 4.88 $ (0.47)

Basic

126 125 124

124

124

125

124

Diluted

126 131 124

131

130

131

124

¹ Reflects majority stake in owned distribution starting in January 2024.

‌Adjusted Net Earnings - Management View ¹‌

March 31,

2025

Three months ended

December 31, September 30,

2024 2024

June 30,

2024

March 31,

2024

Year ended

December 31, December 31,

2024 2023

Interest and investment income - fixed income and other

$ 509

$ 513 $ 514

$ 493

$ 475

$ 1,995

$ 1,728

Interest and investment income - alternatives (including short term mark-to-market)

137

160 150

167

112

589

452

Interest and investment income - variable

19

19 26

6

8

59

6

Adjusted interest and investment income

665

692 690

666

595

2,643

2,186

Cost of funds ²

(428)

(400) (395)

(378)

(355)

(1,528) (1,307)

Product margin

237

292 295

288

240

1,115

879

Flow reinsurance fee income ²

13

13 11

9

8

41

20

Owned distribution margin

7

12 12

9

13

46

11

Operating expenses

(96)

(95) (103)

(97)

(94)

(389) (351)

Interest expense

(41)

(38) (36)

(31)

(30)

(135) (97)

Income tax (expense) benefit

(25)

(37) (19)

(34)

(25)

(115) (127)

Adjusted net earnings

95

147 160

144

112

563

335

Less: Preferred stock dividend

4

4 4

5

4

17

-

Adjusted net earnings attributable to common shareholders

$ 91

$ 143 $ 156

$ 139

$ 108

$ 546

$ 335

Adjusted net earnings per common share

Diluted

$ 0.72

$ 1.12 $ 1.22

$ 1.10

$ 0.86

$ 4.30

$ 2.68

Weighted average common shares used in computing adjusted net earnings per common share

Diluted

132

131 131

131

130

131

125

¹ Refer to "Non-GAAP Reconciliations" and "Non-GAAP Measures Definitions" in the additional information section.

² Periods prior to March 31, 2025 have been recast to reflect updated definitions for cost of funds and flow reinsurance fee income to better align amortization and reimbursement of acquisition costs.

‌Adjusted Net Earnings - Significant Income and Expense Items ¹ ²‌

Each reporting period, we identify significant income and expense items that help explain the trends in our adjusted net earnings, as we believe these items provide further clarity to the financial performance of the business. Those significant income and expense items are reported after taxes.

Three months ended

March 31, 2025

Adjusted net earnings of $91 million for the three months ended March 31, 2025 included income from a $16 million reinsurance true-up adjustment. Investment income from alternative investments was $63 million below management's long-term expected return of approximately 10%.

December 31, 2024

Adjusted net earnings of $143 million for the three months ended December 31, 2024 included income from $7 million of actuarial model refinements and other items. Investment income from alternative investments was $32 million below management's long-term expected return of approximately 10%.

September 30, 2024

Adjusted net earnings of $156 million for the three months ended September 30, 2024 included net expense from $17 million of actuarial assumption updates; partially offset by income from a $14 million tax valuation allowance. Investment income from alternative investments was $41 million below management's long-term expected return of approximately 10%.

June 30, 2024

Adjusted net earnings of $139 million for the three months ended June 30, 2024 included expense from $16 million of actuarial model updates and refinements. Investment income from alternative investments was $20 million below management's long-term expected return of approximately 10%.

March 31, 2024

Adjusted net earnings of $108 million for the three months ended March 31, 2024 included $2 million of other income items. Investment income from alternative investments was $52 million below management's long-term expected return of approximately 10%.

Year ended

December 31, 2024

Adjusted net earnings of $546 million for the year ended December 31, 2024 included net expense from $24 million of actuarial assumption and model updates and other items; partially offset by income from a $14 million of tax valuation allowance. Investment income from alternative investments was $145 million below management's long-term expected return of approximately 10%.

December 31, 2023

Adjusted net earnings of $335 million for the year ended December 31, 2023 included expense from $37 million tax valuation allowance, $10 million of one-time fixed asset impairment charge and

$9 million actuarial industry assumption updates. Investment income from alternative investments was $153 million below management's long-term expected return of approximately 10%.

¹ Refer to Reconciliation of net earnings (loss) to adjusted net earnings attributable to common shareholders on page 17 and Adjusted Net Earnings - Management View on page 5. ² Periods prior to March 31, 2025 have been recast to remove CLO redemption and bond prepayment income from significant income and expense items.

‌Adjusted Return on Assets ¹‌

Annualized year to date

March 31,

2025

December 31,

2024

September 30,

2024

June 30,

2024

March 31,

2024

Adjusted interest and investment income

$ 2,660

$ 2,643

$ 2,601

$ 2,522

$ 2,380

Cost of funds ²

(1,712)

(1,528)

(1,504)

(1,466)

(1,420)

Product margin

948

1,115

1,097

1,056

960

Flow reinsurance fee income ²

52

41

37

34

32

Owned distribution margin

28

46

45

44

52

Expenses (operating, interest and taxes)

(648)

(639)

(625)

(622)

(596)

Adjusted net earnings

$ 380

$ 563

$ 554

$ 512

$ 448

Less: Preferred stock dividend

16

17

17

18

16

Adjusted net earnings attributable to common shareholders (A)

$ 364

$ 546

$ 537

$ 494

$ 432

AAUM YTD (B)

53,877

51,574

50,970

50,181

49,400

March 31,

2025

December 31,

2024

September 30,

2024

June 30,

2024

March 31,

2024

Adjusted interest and investment income

4.94 %

5.12 %

5.10 %

5.03 %

4.82 %

Cost of funds ²

(3.18)%

(2.96)%

(2.95)%

(2.92)%

(2.87)%

Product margin

1.76 %

2.16 %

2.15 %

2.11 %

1.95 %

Flow reinsurance fee income ²

0.10 %

0.08 %

0.07 %

0.06 %

0.06 %

Owned distribution margin

0.05 %

0.09 %

0.09 %

0.09 %

0.10 %

Expenses (operating, interest and taxes)

(1.20)%

(1.24)%

(1.23)%

(1.24)%

(1.21)%

Adjusted return on assets

0.71 %

1.09 %

1.08 %

1.02 %

0.90 %

Less: Preferred stock dividend

0.03 %

0.03 %

0.03 %

0.04 %

0.03 %

Adjusted return on assets attributable to common shareholders (A/B)

0.68 %

1.06 %

1.05 %

0.98 %

0.87 %

¹ Refer to "Non-GAAP Reconciliations" and "Non-GAAP Measures Definitions" in the additional information section.

² Periods prior to March 31, 2025 have been recast to reflect updated definitions for cost of funds and flow reinsurance fee income to better align amortization and reimbursement of acquisition costs.

‌Assets Under Management Rollforward and Average Assets Under Management ¹‌

Three months ended

Year ended

March 31,

December 31,

September 30,

June 30,

March 31,

December 31,

December 31,

2025

2024

2024

2024

2024

2024

2023

AUM at beginning of period

$ 53,817

$ 52,464

$ 52,208

$ 49,787

$ 49,103

$ 49,103

$ 43,568

Net new business asset flows

1,790

2,270

1,726

3,057

2,116

9,169

9,104

Net flow reinsurance to third parties

(1,395)

(1,046)

(1,248)

(930)

(1,407)

(4,631)

(3,961)

Net capital transaction proceeds (disbursements)

334

129

(222)

294

(25)

176

392

AUM at end of period

$ 54,546

$ 53,817

$ 52,464

$ 52,208

$ 49,787

$ 53,817

$ 49,103

AAUM YTD

$ 53,877

$ 51,574

$ 50,970

$ 50,181

$ 49,400

$ 51,574

$ 46,044

AUM before flow reinsurance

$ 67,398

$ 65,274

$ 62,875

$ 61,370

$ 58,020

$ 65,274

$ 55,928

‌Interest and Investment Income and Yield ¹‌

Three months ended

Year ended

March 31,

December 31,

September 30,

June 30,

March 31,

December 31,

December 31,

2025

2024

2024

2024

2024

2024

2023

Adjusted interest and investment income ²

$ 665

$ 692

$ 690

$ 666

$ 595

$ 2,643

$ 2,186

AAUM QTD

53,877

53,307

52,661

50,864

49,400

51,574

46,044

Yield on AAUM

4.94 %

5.19 %

5.24 %

5.24 %

4.82 %

5.12 %

4.75 %

Less: Alternatives investment income (including short term mark-to-market) ³

137

160

150

167

112

589

452

Less: Variable investment income ⁴

19

19

26

6

8

59

6

Fixed income and other net investment income ² ⁵

$ 509

$ 513

$ 514

$ 493

$ 475

$ 1,995

$ 1,728

AAUM QTD, excluding alternative investments

44,971

44,739

44,100

42,509

41,670

43,305

39,081

Yield on AAUM, excluding alternative investments and variable investment income

4.53 %

4.59 %

4.66 %

4.64 %

4.56 %

4.61 %

4.42 %

¹ Refer to "Non-GAAP Reconciliations" and "Non-GAAP Measures Definitions" in the additional information section. ² Reflects interest and investment income on an adjusted net earnings basis.

³ Comprised of alternative investment income, which includes mark-to-market movement that is reflected in adjusted net earnings, from limited partnerships and limited liability corporations classified as investments in unconsolidated affiliates and non-direct lending and direct lending securitizations classified as fixed maturity securities.

⁴ Includes significant, non-recurring interest and investment income items, which could include call and tender income, commercial loan obligation redemption gains and other miscellaneous investment income.

⁵ Includes interest and investment income from fixed maturity securities (excluding certain asset backed securities considered alternative investments), mortgage loans, equity securities, short-term investments, and long-term investments.

‌Consolidated Balance Sheets (GAAP)‌

Assets

March 31,

2025 ¹

December 31,

2024 ¹

September 30,

2024 ¹

June 30,

2024 ¹

March 31,

2024 ¹

Investments

Fixed maturity securities available for sale, at fair value, (amortized cost of $51,026), net of allowance for credit losses of $80 at March 31, 2025

$ 47,909

$ 46,317

$ 46,909

$ 43,826

$ 42,631

Preferred securities, at fair value

253

270

289

332

381

Equity securities, at fair value

101

145

146

147

138

Derivative investments

702

792

1,401

1,032

1,024

Mortgage loans, net of allowance for credit losses of $73 at March 31, 2025

6,366

5,926

5,626

5,439

5,440

Investments in unconsolidated affiliates (certain investments at fair value of $272 at March 31, 2025)

4,127

3,565

3,666

3,705

3,367

Other long-term investments

587

580

581

574

556

Policy loans

115

104

94

86

78

Short-term investments

549

2,410

681

421

263

Total investments

$ 60,709

$ 60,109

$ 59,393

$ 55,562

$ 53,878

Cash and cash equivalents

3,293

2,264

3,539

3,526

2,372

Reinsurance recoverable, net of allowance for credit losses of $20 at March 31, 2025

14,746

13,369

12,404

11,031

10,112

Goodwill

2,179

2,179

2,179

2,017

2,017

Prepaid expenses and other assets (certain assets held at fair value of $11 million at March 31, 2025)

904

950

942

839

846

Other intangible assets, net

5,721

5,572

5,349

4,952

4,612

Market risk benefits asset

187

189

134

103

95

Income taxes receivable

-

-

2

11

23

Deferred tax asset, net

268

299

181

327

345

Total assets

Liabilities and Equity

$ 88,007

$ 84,931

$ 84,123

$ 78,368

$ 74,300

Contractholder funds

$ 57,823

$ 56,404

$ 55,468

$ 53,602

$ 50,875

Future policy benefits

9,065

8,749

8,268

7,636

7,441

Market risk benefits liability

635

549

603

459

425

Accounts payable and accrued liabilities

2,314

2,219

3,257

2,328

2,237

Income taxes payable

9

5

-

-

-

Notes payable

2,234

2,171

2,038

2,038

1,748

Funds withheld for reinsurance liabilities

11,442

10,758

10,014

8,517

7,891

Total liabilities

$ 83,522

$ 80,855

$ 79,648

$ 74,580

$ 70,617

Equity

Preferred stock $0.001 par value; authorized 25,000,000 shares as of March 31, 2025; outstanding and issued shares of 5,000,000 as of March 31, 2025

-

-

-

-

-

Common stock $0.001 par value; authorized 500,000,000 shares as of March 31, 2025; outstanding and issued shares of 134,707,419 and 135,917,408 as of March 31, 2025, respectively

-

-

-

-

-

Additional paid-in-capital

3,741

3,464

3,456

3,449

3,442

Retained earnings

2,389

2,440

2,145

2,182

2,011

Accumulated other comprehensive income (loss) ("AOCI")

(1,734)

(1,923)

(1,231)

(1,953)

(1,883)

Treasury stock, at cost (1,209,989 shares as of March 31, 2025)

(33)

(30)

(24)

(24)

(24)

Total F&G Annuities & Life, Inc. shareholders' equity

$ 4,363

$ 3,951

$ 4,346

$ 3,654

$ 3,546

Non-controlling interests

122

125

129

134

137

Total equity

$ 4,485

$ 4,076

$ 4,475

$ 3,788

$ 3,683

Total liabilities and equity

$ 88,007

$ 84,931

$ 84,123

$ 78,368

$ 74,300

¹ Reflects majority stake in owned distribution starting in January 2024.

‌Capitalization ¹‌

Three months ended

March 31,

2025

December 31,

2024

September 30,

2024

June 30,

2024

March 31,

2024

Notes payable

$ 2,234

$ 2,171

$ 2,038

$ 2,038

$ 1,748

Net issuance costs (premium)

36

24

22

22

12

Notes payable (aggregate principal amount) (A)

$ 2,270

$ 2,195

$ 2,060

$ 2,060

$ 1,760

Total equity

4,485

4,076

4,475

3,788

3,683

Less: AOCI

(1,734)

(1,923)

(1,231)

(1,953)

(1,883)

Total equity, excluding AOCI

$ 6,219

$ 5,999

$ 5,706

$ 5,741

$ 5,566

Total Capitalization, excluding AOCI (B)

$ 8,489

$ 8,194

$ 7,766

$ 7,801

$ 7,326

Debt-to-Capitalization, excluding AOCI (A/B)

26.7 %

26.8 %

26.5 %

26.4 %

24.0 %

‌Return on Equity Attributable to Common Shareholders ¹‌

Twelve months ended

March 31,

December 31,

September 30,

June 30,

March 31,

2025

2024

2024

2024

2024

Net earnings (loss) attributable to common shareholders - rolling four quarters (C)

$ 486

$ 622

$ -

$ 316

$ 248

Adjusted net earnings attributable to common shareholders - rolling four quarters (D)

529

546

478

442

382

Average F&G equity attributable to common shareholders - 5 point average (E)

3,722

3,520

3,254

2,939

2,755

Less: Average AOCI - 5 point average

(1,745)

(1,796)

(2,020)

(2,295)

(2,414)

Average F&G equity attributable to common shareholders, excluding AOCI - 5 point average (F)

$ 5,467

$ 5,316

$ 5,274

$ 5,234

$ 5,169

Return on average common shareholder equity (C/E)

13.1 %

17.7 %

- %

10.8 %

9.0 %

Adjusted return on average common shareholder equity, excluding AOCI (D/F)

9.7 %

10.3 %

9.1 %

8.4 %

7.4 %

¹ Refer to "Non-GAAP Reconciliations" and "Non-GAAP Measures Definitions" in the additional information section.

Amortized Cost

Fair Value

Percent

United States Government full faith and credit

$ 208

$ 209

- %

$ 160

$ 158

- %

United States Government sponsored entities

96

94

- %

98

95

- %

United States municipalities, states and territories

1,591

1,370

2 %

1,592

1,346

2 %

Foreign Governments

265

224

- %

231

186

- %

Corporate securities:

Finance, insurance and real estate

9,613

9,038

15 %

9,284

8,611

14 %

Manufacturing, construction and mining

1,595

1,451

3 %

1,299

1,139

2 %

Utilities, energy and related sectors

3,627

3,137

5 %

3,498

2,971

5 %

Wholesale/retail trade

3,682

3,236

5 %

3,694

3,210

5 %

Services, media and other

5,439

4,638

8 %

5,402

4,547

8 %

Hybrid securities

537

512

1 %

604

581

1 %

Non-agency residential mortgage-backed securities

2,684

2,647

4 %

2,763

2,693

5 %

Commercial mortgage-backed securities ²

5,260

5,091

9 %

5,327

5,131

9 %

Asset-backed securities ²

7,199

6,990

12 %

10,478

10,270

17 %

Collateral loan obligations and loan-backed private originations ²

9,230

9,272

15 %

5,299

5,379

9 %

Total fixed maturity securities, available for sale

$ 51,026

$ 47,909

79 %

$ 49,729

$ 46,317

77 %

Equity securities

410

354

1 %

468

415

1 %

Limited partnerships:

Private equity

1,947

1,947

3 %

1,830

1,830

3 %

Real assets

723

719

1 %

444

437

1 %

Credit

1,185

1,185

2 %

1,021

1,021

2 %

Limited partnerships

3,855

3,851

6 %

3,295

3,288

6 %

Commercial mortgage loans

2,788

2,534

4 %

2,705

2,404

4 %

Residential mortgage loans

3,578

3,338

6 %

3,221

2,916

5 %

Other (primarily derivatives, company owned life insurance and unconsolidated owned distribution investments)

1,871

1,680

3 %

1,771

1,753

3 %

Short term investments

549

549

1 %

2,410

2,410

4 %

Total investments ¹

$ 64,077

$ 60,215

100 %

$ 63,599

$ 59,503

100 %

‌Summary of Invested Assets by Asset Class‌

Fixed maturity securities, available for sale

March 31, 2025 December 31, 2024

Amortized Cost Fair Value Percent

¹ Asset duration of 5.0 years and 4.9 years vs. liability duration of 5.8 years and 5.8 years for the periods ending March 31, 2025 and December 31, 2024, respectively.

² Reflects classifications consistent with the NAIC Bond Project, effective 1/1/2025; for further details on our structured credit portfolio, including CLOs, CMBS and ABS, and private origination portfolio see F&G's Spring 2025 Investor Presentation

‌Credit Quality of Fixed Maturity Securities‌

March 31, 2025

NRSRO Rating

NAIC Designation

Fair Value

Percent

AAA/AA/A

1

$ 30,526

64 %

BBB

2

15,312

32 %

BB

3

1,516

3 %

B

4

388

1 %

CCC

5

62

- %

CC and lower

6

105

- %

Total

$ 47,909

100 %

Credit Quality of Asset-Backed Securities

March 31, 2025

NRSRO Rating

NAIC Designation

Fair Value

Percent

AAA/AA/A

1

$ 5,227

75 %

BBB

2

1,513

21 %

BB

3

187

3 %

B

4

7

- %

CCC

5

7

- %

CC and lower

6

49

1 %

Total

$ 6,990

100 %

Credit Quality of Collateral Loan Obligations

and Loan-Backed Private Originations

March

31, 2025

NRSRO Rating

NAIC Designation

Fair Value

Percent

AAA/AA/A

1

$ 6,673

72 %

BBB

2

1,600

17 %

BB

3

800

9 %

B

4

162

2 %

CCC

5

-

- %

CC and lower

6

37

- %

Total

$ 9,272

100 %

‌GAAP Net Reserve Summary‌

Year ended

March 31,

December 31,

September 30,

June 30,

March 31,

December 31,

December 31,

2025

2024

2024

2024

2024

2024

2023

Indexed annuities

$ 30,326

$ 30,141

$ 30,239

$ 29,439

$ 28,741

$ 30,141

$ 27,792

Fixed rate annuities

5,880

6,434

6,508

6,044

5,876

6,434

5,924

Single premium immediate annuity and other

1,562

1,564

1,660

1,606

1,650

1,564

1,699

Indexed universal and other life

2,899

2,813

2,795

2,624

2,542

2,813

2,521

Funding agreements

5,737

5,315

5,325

6,071

5,150

5,315

5,152

Pension risk transfer

6,373

6,066

5,408

4,882

4,670

6,066

4,203

Total product reserves

$ 52,777

$ 52,333

$ 51,935

$ 50,666

$ 48,629

$ 52,333

$ 47,291

‌Annuity Account Balance Rollforward ¹‌

Three months ended

Year ended

March 31,

December 31,

September 30,

June 30,

March 31,

December 31,

December 31,

2025

2024

2024

2024

2024

2024

2023

Annuity balances at beginning of period:

$ 35,553

$ 35,103

$ 34,371

$ 33,545

$ 32,967

$ 32,967

$ 30,403

Net deposits

Indexed annuities

1,070

1,380

1,381

1,680

1,387

5,828

4,739

Fixed rate annuities

204

65

629

446

135

1,275

1,144

Total net deposits

1,274

1,445

2,010

2,126

1,522

7,103

5,883

Surrenders, withdrawals, deaths, etc.

Indexed annuities

(968)

(1,151)

(1,264)

(1,101)

(804)

(4,320)

(2,515)

Fixed rate annuities

(159)

(211)

(249)

(376)

(305)

(1,141)

(1,168)

Total surrenders, withdrawals, deaths, etc.

(1,127)

(1,362)

(1,513)

(1,477)

(1,109)

(5,461)

(3,683)

Net flows

147

83

497

649

413

1,642

2,200

Premium and interest bonuses

26

28

23

25

22

98

87

Fixed interest credited and index credits

253

394

258

201

189

1,042

459

Guaranteed product rider fees

(51)

(55)

(46)

(49)

(46)

(196)

(182)

Ceded inforce reinsurance transactions

(647)

-

-

-

-

-

-

Account balance at end of period

$ 35,281

$ 35,553

$ 35,103

$ 34,371

$ 33,545

$ 35,553

$ 32,967

¹ The rollforward reflects the vested account balance of our indexed annuities and fixed rate annuities, net of reinsurance.

‌Annuity Liability Characteristics‌

Fixed Rate Annuities Account Value

Indexed Annuities Account Value

Surrender Charge Percentages: March 31, 2025

No surrender charge

$ 356

$ 2,396

0.0% < 2.0%

23

406

2.0% < 4.0%

363

1,572

4.0% < 6.0%

663

3,307

6.0% < 8.0%

2,388

5,384

8.0% < 10.0%

1,816

9,849

10.0% or greater

-

6,758

$ 5,609 $ 29,672

Fixed Rate Annuities Account Value

Indexed Annuities Account Value

Credited Rate (Including Bonus Interest) vs. Ultimate Minimum Guaranteed Rate Differential: March 31, 2025

No differential

$ 411

$ 1,234

0.0% - 1.0%

45

964

1.0% - 2.0%

1,104

552

2.0% - 3.0%

1,345

437

3.0% - 4.0%

837

496

4.0% - 5.0%

1,642

24

5.0% - 6.0%

225

-

Allocated to index strategies

-

25,965

$ 5,609

$ 29,672

‌Top 5 Reinsurers‌

March 31, 2025

Financial Strength Rating

Recoverable ¹

Parent Company/Principal Reinsurers Reinsurance

AM Best S&P Fitch Moody's

Aspida Life Re Ltd $ 8,060

A-

-

-

-

Somerset Reinsurance Ltd 3,316

A-

BBB+

-

-

Everlake 1,830

A

-

-

-

Wilton Re 1,067

A+

-

A-

-

Canada Life Reinsurance Co. 76

A+

-

-

-

¹ Reinsurance recoverables do not include unearned ceded premiums that would be recovered in the event of early termination of certain traditional life policies. '-' indicates not rated

‌Ratings Overview‌

A.M. Best

S&P

Fitch

Moody's

Holding Company and Security Ratings

F&G Annuities & Life, Inc.

Issuer Credit / Default Rating

Not Rated

BBB-

BBB

Baa3

Outlook

Stable

Stable

Stable

Senior Unsecured Notes

Not Rated

BBB-

BBB-

Baa3

Junior Subordinated Notes

Not Rated

BB

BB

Ba1

CF Bermuda Holdings Limited

Issuer Credit / Default Rating

Not Rated

BBB-

BBB

Baa3

Outlook

Stable

Stable

Stable

Fidelity & Guaranty Life Holdings, Inc.

Issuer Credit / Default Rating

BBB

BBB-

BBB

Not Rated

Outlook

Stable

Stable

Stable

Operating Subsidiary Ratings

Fidelity & Guaranty Life Insurance Company

Financial Strength Rating

A

A-

A-

A3

Outlook

Stable

Stable

Stable

Stable

Fidelity & Guaranty Life Insurance Company of New York

Financial Strength Rating

A

A-

A-

Not Rated

Outlook

Stable

Stable

Stable

F&G Life Re Ltd

Financial Strength Rating

Not Rated

A-

A-

A3

Outlook

Stable

Stable

Stable

F&G Cayman Re Ltd

Financial Strength Rating

Not Rated

Not Rated

A-

Not Rated

Outlook

Stable

‌Shareholder Information NYSE: FG‌

History of Quarterly Common Stock Price

High Low Close

2024

First Quarter

$ 47.54 $ 35.99 $ 40.55

Second Quarter

42.76 35.11 38.05

Third Quarter

45.69 37.08 44.72

Fourth Quarter

48.76 40.10 41.44

2025

First Quarter

47.04 34.70 36.05

History of Quarterly Cash Dividend to Common Shareholders

Ex-Dividend Date

Record Date Payable Date Amount per Share

2024

First Quarter

3/14/2024

3/15/2024

3/29/2024

$

0.21

Second Quarter

6/13/2024

6/14/2024

6/28/2024

$

0.21

Third Quarter

9/13/2024

9/16/2024

9/30/2024

$

0.21

Fourth Quarter

12/16/2024

12/17/2024

12/31/2024

$

0.22

2025

First Quarter

3/14/2025

3/17/2025

3/31/2025

$

0.22

Corporate Headquarters

Research Analyst Coverage

F&G Annuities & Life, Inc.

801 Grand Avenue, Suite 2600 Des Moines, IA 50309

Wes Carmichael Autonomous Research

(646) 561-6250

Investor Contact

wcarmichael@autonomous.com

Lisa Foxworthy-Parker

SVP, Investor and External Relations Investor.relations@fglife.com

(515) 330-3307

Alex Scott

Barclays Capital, Inc.

(212) 526-1561

alex.scott@barclays.com

Transfer Agent

Continental Stock Transfer and Trust Company 1 State Street, 30th Floor

New York, NY 10004

Phone: (212) 509-4000

John Barnidge

Piper Sandler Companies

(312) 281-3412

john.barnidge@psc.com

https://http://www.continentalstock.com

‌Non-GAAP Reconciliations‌

Reconciliation of net earnings (loss) to adjusted net earnings attributable to common shareholders ¹

March 31,

2025

Three months ended

December 31, September 30,

2024 2024

June 30,

2024

March 31,

2024

Year ended

December 31, December 31,

2024 2023

Net earnings (loss) attributable to common shareholders

$ (25)

$ 323 $ (10)

$ 198

$ 111

$ 622 $ (58)

Non-GAAP adjustments

Recognized (gains) and losses, net

Net realized and unrealized (gains) losses on fixed maturity available-for-sale securities, equity securities and other invested assets

15

24 (15)

(37)

(48)

(76) 98

Change in allowance for expected credit losses

22

- 10

21

1

32

48

Change in fair value of reinsurance related embedded derivatives

41

(153) 178

(10)

18

33

128

Change in fair value of other derivatives and embedded derivatives

(49)

96 (127)

8

61

38 (60)

Recognized (gains) losses, net

29

(33) 46

(18)

32

27

214

Market related liability adjustments

103

(233) 145

(71)

(55)

(214) 258

Purchase price amortization

15

21 22

19

22

84

22

Transaction costs, other and non-recurring items

1

19 -

(3)

-

16

3

Non-controlling interest

(2)

(2) (3)

(2)

(3)

(10) -

Income taxes adjustment

(30)

48 (44)

16

1

21 (104)

Adjusted net earnings attributable to common shareholders ¹

$ 91

$ 143 $ 156

$ 139

$ 108

$ 546 $ 335

¹ Refer to Adjusted Net Earnings - Significant Income and Expense Items on page 6.

Reconciliation of interest and investment income to adjusted interest and investment income

March 31,

2025

Three months ended

December 31, September 30,

2024 2024

June 30,

2024

March 31,

2024

Year ended

December 31, December 31,

2024 2023

US GAAP interest and investment income

$ 666

$ 707

$ 712

$ 684

$ 616

$ 2,719

$ 2,211

Adjustments

Recognized (gains) losses, net

1

(10)

(16)

(16)

(17)

(59) (15)

Transaction costs, other and non-recurring items

-

-

-

-

-

-

1

Reclass of dividend income to owned distribution margin

(2)

(5)

(6)

(2)

(4)

(17) (11)

Total adjustments to arrive at adjusted interest and investment income

(1)

(15)

(22)

(18)

(21)

(76) (25)

Adjusted interest and investment income

$ 665

$ 692

$ 690

$ 666

$ 595

$ 2,643 $ 2,186

Reconciliation of benefits and expenses to cost of funds

US GAAP life insurance premiums and other fees

489

1,149

506

487

718

2,860

2,413

US GAAP recognized gains and (losses), net

(263)

(317)

206

(17)

212

84 (124)

US GAAP benefits and other changes in policy reserves

(524)

(927)

(1,095)

(608)

(1,161)

(3,791) (3,553)

US GAAP market risk benefit gains (losses)

(109)

105

(71)

(20)

11

25 (95)

US GAAP depreciation and amortization

(153)

(152)

(147)

(147)

(123)

(569) (412)

US GAAP line items subtotal

$ (560)

$ (142)

$ (601)

$ (305)

$ (343)

$ (1,391) $ (1,771)

Adjustments

Recognized (gains) losses, net

33

(24)

61

(3)

45

79

221

Market related liability adjustments

103

(233)

145

(71)

(55)

(214) 258

Purchase price amortization

14

16

15

14

13

58

22

Reclass of acquisition expenses from operating expenses

(5)

(4)

(4)

(4)

(7)

(19) (17)

Reclass of fee income to flow reinsurance fee income

(13)

(13)

(11)

(9)

(8)

(41) (20)

Total adjustments to arrive at cost of funds

132

(258)

206

(73)

(12)

(137) 464

Cost of funds ¹

Composition of flow reinsurance fee income

$ (428)

$ (400)

$ (395)

$ (378)

$ (355)

$ (1,528) $ (1,307)

Reclass of fee income from cost of funds

13

13

11

9

8

41

20

Flow reinsurance fee income ¹

$ 13

$ 13

$ 11

$ 9

$ 8

$ 41 $ 20

¹ Periods prior to March 31, 2025 have been recast to reflect updated definitions for cost of funds and flow reinsurance fee income to better align amortization and reimbursement of acquisition costs.

Reconciliation of owned distribution revenues to owned distribution margin

March 31,

2025

Three months ended

December 31, September 30,

2024 2024

June 30,

2024

March 31,

2024

Year ended

December 31, December 31,

2024 2023

US GAAP owned distribution revenues

$ 16

$ 20

$ 20

$ 18

$ 23

$ 81

$ -

US GAAP non-controlling interest

-

-

(1)

(1)

(1)

(3) -

US GAAP line items subtotal

16

20

19

17

22

78

-

Adjustments

Non-controlling interest

(2)

(2)

(3)

(2)

(3)

(10) -

Reclass of owned distribution dividend income from interest and investment income

2

5

6

2

4

17

11

Reclass of owned distribution expenses from operating expenses

(9)

(11)

(10)

(8)

(10)

(39) -

Total adjustments to arrive at owned distribution margin

(9)

(8)

(7)

(8)

(9)

(32) 11

Owned distribution margin

$ 7

$ 12

$ 12

$ 9

$ 13

$ 46 $ 11

Reconciliation of operating expenses

US GAAP personnel costs

$ (67)

$ (81)

$ (80)

$ (69)

$ (66)

$ (296) $ (232)

US GAAP other operating expenses

(41)

(54)

(45)

(46)

(58)

(203) (146)

US GAAP line items subtotal

(108)

(135)

(125)

(115)

(124)

(499) (378)

Adjustments

Recognized (gains) losses, net

(5)

1

1

1

4

7

8

Purchase price amortization

1

5

7

5

9

26

-

Transaction costs, other and non-recurring items

2

19

-

-

-

19

2

Reclass of acquisition expenses to cost of funds

5

4

4

4

7

19

17

Reclass of expenses to owned distribution margin

9

11

10

8

10

39

-

Total adjustments to arrive at operating expenses

12

40

22

18

30

110

27

Operating expenses

$ (96)

$ (95)

$ (103)

$ (97)

$ (94)

$ (389) $ (351)

Reconciliation of interest expense

US GAAP interest expense

$ (40)

$ (38)

$ (36)

$ (28)

$ (30)

$ (132) $ (97)

US GAAP line items subtotal

(40)

(38)

(36)

(28)

(30)

(132) (97)

Adjustments

Transaction costs, other and non-recurring items

(1)

-

-

(3)

-

(3) -

Total adjustments to arrive at interest expense

(1)

-

-

(3)

-

(3) -

Interest expense

$ (41)

$ (38)

$ (36)

$ (31)

$ (30)

$ (135) $ (97)

Reconciliation of income tax (expense) benefit to non-GAAP income tax (expense) benefit

March 31,

2025

Three months ended

December 31, September 30,

2024 2024

June 30,

2024

March 31,

2024

Year ended

December 31, December 31,

2024 2023

US GAAP income tax (expense) benefit

$ 5

$ (85)

$ 25

$ (50)

$ (26)

$ (136) $ (23)

Adjustments

Income taxes on non-GAAP adjustments

(30)

48

(44)

16

1

21 (104)

Total adjustments to arrive at adjusted income tax (expense) benefit

(30)

48

(44)

16

1

21 (104)

Adjusted income tax (expense) benefit

$ (25)

$ (37)

$ (19)

$ (34)

$ (25)

$ (115) $ (127)

Reconciliation of total investments to AUM

March 31,

2025

December 31,

2024

September 30,

2024

June 30,

2024

March 31,

2024

Year ended December 31, December 31,

2024 2023

US GAAP total investments

$ 60,709

$ 60,109

$ 59,393

$ 55,562

$ 53,878

$ 60,109

$ 52,289

US GAAP cash and cash equivalents

3,293

2,264

3,539

3,526

2,372

2,264

1,563

Less: US GAAP derivative investments

702

792

1,401

1,032

1,024

792

797

US GAAP line items subtotal

63,300

61,581

61,531

58,056

55,226

61,581

53,055

Adjustments

Reinsurance assets ceded adjustment

(11,578)

(10,836)

(9,838)

(8,602)

(7,993)

(10,836) (6,879)

Unrealized (gains)/losses and allowances adjustment

3,113

3,412

2,102

3,414

3,182

3,412

3,227

Owned distribution investments adjustment

(297)

(300)

(314)

(381)

(365)

(300) (291)

Reclass from prepaid expenses and other assets ¹

706

742

770

666

677

742

604

Reclass from accounts payable and accrued liabilities ²

(698)

(782)

(1,787)

(945)

(940)

(782) (613)

Total adjustments to arrive at AUM

(8,754)

(7,764)

(9,067)

(5,848)

(5,439)

(7,764) (3,952)

AUM

54,546

53,817

52,464

52,208

49,787

53,817

49,103

Flow reinsurance

12,852

11,457

10,411

9,162

8,233

11,457

6,825

AUM before flow reinsurance

Reconciliation of total F&G Annuities & Life, Inc. shareholders' equity to total F&G equity attributable to common shareholders, excluding AOCI

$ 67,398

$ 65,274

$ 62,875

$ 61,370

$ 58,020

$ 65,274

$ 55,928

Total F&G Annuities & Life, Inc. shareholders' equity

$ 4,363

$ 3,951

$ 4,346

$ 3,654

$ 3,546

$ 3,951

$ 3,103

Less: Preferred stock

250

250

250

250

250

250

-

Total F&G equity attributable to common shareholders

4,113

3,701

4,096

3,404

3,296

3,701

3,103

Less: AOCI

(1,734)

(1,923)

(1,231)

(1,953)

(1,883)

(1,923) (1,990)

Total F&G equity attributable to common shareholders, excluding AOCI

$ 5,847

$ 5,624

$ 5,327

$ 5,357

$ 5,179

$ 5,624

$ 5,093

¹ Includes accrued investment income, receivable for sale of investments and low income housing tax credit assets ² Includes derivative collateral and payable for purchase of investments

‌Non-GAAP Measures‌

Generally Accepted Accounting Principles ("GAAP") is the term used to refer to the standard framework of guidelines for financial accounting. GAAP includes the standards, conventions, and rules accountants follow in recording and summarizing transactions and in the preparation of financial statements. In addition to reporting financial results in accordance with GAAP, this document includes non-GAAP financial measures, which the Company believes are useful to help investors better understand its financial performance, competitive position and prospects for the future. Management believes these non-GAAP financial measures may be useful in certain instances to provide additional meaningful comparisons between current results and results in prior operating periods. Our non-GAAP measures may not be comparable to similarly titled measures of other organizations because other organizations may not calculate such non-GAAP measures in the same manner as we do. The presentation of this financial information is not intended to be considered in isolation of or as a substitute for, or superior to, the financial information prepared and presented in accordance with GAAP. By disclosing these non-GAAP financial measures, the Company believes it offers investors a greater understanding of, and an enhanced level of transparency into, the means by which the Company's management operates the Company. Any non-GAAP measures should be considered in context with the GAAP financial presentation and should not be considered in isolation or as a substitute for GAAP net earnings, net earnings attributable to common shareholders, or any other measures derived in accordance with GAAP as measures of operating performance or liquidity. Reconciliations of these non-GAAP financial measures to the most directly comparable GAAP measures are provided within.

The following represents the definitions of non-GAAP measures used by F&G:

Adjusted Net Earnings attributable to common shareholders

Adjusted net earnings attributable to common shareholders is a non-GAAP economic measure we use to evaluate financial performance each period. Adjusted net earnings attributable to common shareholders is calculated by adjusting net earnings (loss) attributable to common shareholders to eliminate:

  1. Recognized (gains) and losses, net: the impact of net investment gains/losses, including changes in allowance for expected credit losses and other than temporary impairment ("OTTI") losses, recognized in operations; and the effects of changes in fair value of the reinsurance related embedded derivative and other derivatives, including interest rate swaps and forwards;

  2. Market related liability adjustments: the impacts related to changes in the fair value, including both realized and unrealized gains and losses, of index product related derivatives and embedded derivatives, net of hedging cost; the impact of initial pension risk transfer deferred profit liability losses, including amortization from previously deferred pension risk transfer deferred profit liability losses; and the changes in the fair value of market risk benefits by deferring current period changes and amortizing that amount over the life of the market risk benefit;

  3. Purchase price amortization: the impacts related to the amortization of certain intangibles (internally developed software, trademarks and value of distribution asset and the change in fair value of liabilities recognized as a result of acquisition activities);

  4. Transaction costs: the impacts related to acquisition, integration and merger related items;

  5. Other and "non-recurring," "infrequent" or "unusual items": Other adjustments include removing any charges associated with U.S. guaranty fund assessments as these charges neither relate to the ordinary course of the Company's business nor reflect the Company's underlying business performance, but result from external situations not controlled by the Company. Further, Management excludes certain items determined to be "non-recurring," "infrequent" or "unusual" from adjusted net earnings when incurred if it is determined these expenses are not a reflection of the core business and when the nature of the item is such that it is not reasonably likely to recur within two years and/or there was not a similar item in the preceding two years;

  6. Non-controlling interest on non-GAAP adjustments: the portion of the non-GAAP adjustments attributable to the equity interest of entities that F&G does not wholly own; and

  7. Income taxes: the income tax impact related to the above-mentioned adjustments is measured using an effective tax rate, as appropriate by tax jurisdiction.

While these adjustments are an integral part of the overall performance of F&G, market conditions and/or the non-operating nature of these items can overshadow the underlying performance of the core business. Accordingly, management considers this to be a useful measure internally and to investors and analysts in analyzing the trends of our operations. Adjusted net earnings should not be used as a substitute for net earnings (loss). However, we believe the adjustments made to net earnings (loss) in order to derive adjusted net earnings provide an understanding of our overall results of operations.

Non-GAAP Measures Definitions (continued)

Adjusted Weighted Average Diluted Shares Outstanding

Adjusted weighted average diluted shares outstanding is the same as weighted average diluted shares outstanding except for periods in which our preferred stocks are calculated to be dilutive to either net earnings attributable to common shareholders or adjusted net earnings attributable to common shareholders, but not both, or there is a net earnings loss attributable to common shareholders on a GAAP basis, but positive adjusted net earnings attributable to common shareholders using the non-GAAP measure. The above exceptions are made to include relevant diluted shares when dilution occurs and exclude relevant diluted shares when dilution does not occur for adjusted net earnings attributable to common shareholders.

Management considers this non-GAAP financial measure to be useful internally and for investors and analysts to assess the level of return driven by the Company that is available to common shareholders.

Adjusted Net Earnings attributable to common shareholders per Diluted Share

Adjusted net earnings attributable to common shareholders per diluted share is calculated as adjusted net earnings plus preferred stock dividend (if the preferred stock has created dilution). This sum is then divided by the adjusted weighted-average diluted shares outstanding.

Management considers this non-GAAP financial measure to be useful internally and for investors and analysts to assess the level of return driven by the Company that is available to common shareholders.

Adjusted Return on Assets attributable to Common Shareholders

Adjusted return on assets attributable to common shareholders is calculated by dividing year-to-date annualized adjusted net earnings attributable to common shareholders by year-to-date AAUM. Return on assets is comprised of net investment income, less cost of funds, flow reinsurance fee income, owned distribution margin and less expenses (including operating expenses, interest expense and income taxes) consistent with our adjusted net earnings definition and related adjustments. Cost of funds includes liability costs related to cost of crediting as well as other liability costs. Management considers this non-GAAP financial measure to be useful internally and to investors and analysts when assessing financial performance and profitability earned on AAUM.

Adjusted Return on Average Common Shareholder Equity, excluding AOCI

Adjusted return on average common shareholder equity is calculated by dividing the rolling four quarters adjusted net earnings attributable to common shareholders, by total average F&G equity attributable to common shareholders, excluding AOCI. Average equity attributable to common shareholders, excluding AOCI for the twelve month rolling period is the average of 5 points throughout the period. Since AOCI fluctuates from quarter to quarter due to unrealized changes in the fair value of available for sale investments, changes in instrument-specific credit risk for market risk benefits and discount rate assumption changes for the future policy benefits, management considers this non-GAAP financial measure to be a useful internally and for investors and analysts to assess the level return driven by the Company's adjusted earnings.

Assets Under Management (AUM)

AUM is comprised of the following components and is reported net of reinsurance assets ceded in accordance with GAAP:

  1. total invested assets at amortized cost, excluding investments in unconsolidated affiliates, owned distribution and derivatives;

  2. investments in unconsolidated affiliates at carrying value;

  3. related party loans and investments;

  4. accrued investment income;

  5. the net payable/receivable for the purchase/sale of investments; and

  6. cash and cash equivalents excluding derivative collateral at the end of the period.

Management considers this non-GAAP financial measure to be useful internally and to investors and analysts when assessing the size of our investment portfolio that is retained.

AUM before Flow Reinsurance

AUM before Flow Reinsurance is comprised of AUM plus flow reinsured assets, including certain block reinsured assets that have the characteristics of flow reinsured assets.

Management considers this non-GAAP financial measure to be useful internally and to investors and analysts when assessing the size of our investment portfolio including reinsured assets.



F&G Annuities & Life, Inc.

Financial Supplement - March 31, 2025

Non-GAAP Measures Definitions (continued)

Average Assets Under Management (AAUM) (Quarterly and YTD)

AAUM is calculated as AUM at the beginning of the period and the end of each month in the period, divided by the total number of months in the period plus one. Management considers this non-GAAP financial measure to be useful internally and to investors and analysts when assessing the rate of return on retained assets.

Book Value per Common Share, excluding AOCI

Book value per Common share, excluding AOCI is calculated as total F&G equity attributable to common shareholders divided by the total number of shares of common stock outstanding. Management considers this to be a useful measure internally and for investors and analysts to assess the capital position of the Company.

Return on Average F&G common shareholder Equity, excluding AOCI

Return on average F&G common shareholder equity, excluding AOCI is calculated by dividing the rolling four quarters net earnings (loss) attributable to common shareholders, by total average F&G equity attributable to common shareholders, excluding AOCI. Average F&G equity attributable to common shareholders, excluding AOCI for the twelve month rolling period is the average of 5 points throughout the period. Since AOCI fluctuates from quarter to quarter due to unrealized changes in the fair value of available for sale investments, changes in instrument-specific credit risk for market risk benefits and discount rate assumption changes for the future policy benefits, management considers this non-GAAP financial measure to be useful internally and for investors and analysts to assess the level of return driven by the Company that is available to common shareholders.

Sales

Annuity, IUL, funding agreement and non-life contingent PRT sales are not derived from any specific GAAP income statement accounts or line items and should not be viewed as a substitute for any financial measure determined in accordance with GAAP. Sales from these products are recorded as deposit liabilities (i.e., contractholder funds) within the Company's consolidated financial statements in accordance with GAAP. Life contingent PRT sales are recorded as premiums in revenues within the consolidated financial statements. Management believes that presentation of sales, as measured for management purposes, enhances the understanding of our business and helps depict longer term trends that may not be apparent in the results of operations due to the timing of sales and revenue recognition.

Total Capitalization, excluding AOCI

Total capitalization, excluding AOCI is based on total equity excluding the effect of AOCI and the total aggregate principal amount of debt. Since AOCI fluctuates from quarter to quarter due to unrealized changes in the fair value of available for sale investments, changes in instrument-specific credit risk for market risk benefits and discount rate assumption changes for the future policy benefits, management considers this non-GAAP financial measure to provide useful supplemental information internally and to investors and analysts to help assess the capital position of the Company.

Debt-to-Capitalization Ratio, excluding AOCI

Debt-to-capitalization ratio is computed by dividing total aggregate principal amount of debt by total capitalization (total debt plus total equity, excluding AOCI). Management considers this non-GAAP financial measure to be useful internally and to investors and analysts when assessing its capital position.

Total Equity, excluding AOCI

Total equity, excluding AOCI is based on total equity excluding the effect of AOCI. Since AOCI fluctuates from quarter to quarter due to unrealized changes in the fair value of available for sale investments, changes in instrument-specific credit risk for market risk benefits and discount rate assumption changes for the future policy benefits, management considers this non-GAAP financial measure to provide useful supplemental information internally and to investors and analysts assessing the level of earned equity on total equity.

Total F&G Equity attributable to common shareholders, excluding AOCI

Total F&G equity attributable to common shareholder, excluding AOCI is based on total F&G Annuities & Life, Inc. shareholders' equity excluding the effect of AOCI and preferred stocks, including additional paid-in-capital. Since AOCI fluctuates from quarter to quarter due to unrealized changes in the fair value of available for sale investments, changes in instrument-specific credit risk for market risk benefits and discount rate assumption changes for the future policy benefits, management considers this non-GAAP financial measure to be useful internally and for investors and analysts to assess the level of return driven by the Company that is available to common shareholders.

Yield on AAUM

Yield on AAUM is calculated by dividing annualized net investment income on an adjusted net earnings basis by AAUM. Management considers this non-GAAP financial measure to be useful internally and to investors and analysts when assessing the level of return earned on AAUM.

Disclaimer

F&G Annuities & Life Inc. published this content on May 07, 2025, and is solely responsible for the information contained herein. Distributed via Public Technologies (PUBT), unedited and unaltered, on May 07, 2025 at 22:41 UTC.

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