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549.50 168.66 Td (93) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 63.50 154.66 Td (Carry Value and Fair Value by Exposure) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 352.50 154.66 Td (19) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 445.50 154.66 Td () Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 549.50 154.66 Td () Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 63.50 140.66 Td (Publicly Traded) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 352.50 140.66 Td (19) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 445.50 140.66 Td () Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 549.50 140.66 Td () Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 63.50 126.66 Td (Unrealized and Realized Gain \(Losses\)) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 352.50 126.66 Td (19) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 445.50 126.66 Td (14) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 549.50 126.66 Td () Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 51.50 112.66 Td (Interest Rate Risk for Non-Trading Activities) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 63.50 98.66 Td (Policies, Procedures and Practices) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 352.50 98.66 Td (20) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 445.50 98.66 Td (89) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 549.50 98.66 Td () Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 63.50 84.66 Td (Net Financing Revenue Sensitivity) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 352.50 84.66 Td (20) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 445.50 84.66 Td (90) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 549.50 84.66 Td () Tj ET Q BT /F1 10.00 Tf ET endstream endobj 7 0 obj <>] /Rotate 0 /Contents 8 0 R>> endobj 8 0 obj <> stream BT /F1 8.00 Tf ET 0 Tr /GS0 gs 0 Tw 0 Tc 100 Tz 0 TL 0 0 1 RG /GS0 gs 0.39 w 0 i [] 0 d 1 J 1 j 3 M 50 772.93359375 m 106.76171875 772.93359375 l s q 0 0 1 rg BT 50.00 774.00 Td (T) Tj ET Q q 0 0 1 rg BT 54.33 774.00 Td (able of Contents) Tj ET Q BT /F1 8.00 Tf ET 0 Tr /GS0 gs 0 Tw 0 Tc 100 Tz 0 TL BT /F1 18.00 Tf ET q 0 0 0 rg BT 50.00 752.40 Td (Basel III Public Disclosures) Tj ET Q BT /F1 8.00 Tf ET q 0 0 0 rg BT 50.00 742.80 Td (Ally Financial Inc.) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 303.50 33.60 Td (3) Tj ET Q BT /F2 12.00 Tf ET q 0 0 0 rg BT 49.50 711.90 Td (Intr) Tj ET Q q 0 0 0 rg BT 69.95 711.90 Td (oduction) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 699.10 Td (Ally FinancialInc. is a leading, independent, diversified financial services firm with ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 373.16 699.10 Td ($156.1 billion) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 423.66 699.10 Td ( in assets as of ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 477.90 699.10 Td (September30, 2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 550.14 699.10 Td (. ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 688.30 Td (Founded in 1919, we are a leading financial services company with more than 95years of experience providing a broad array of financial ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 677.50 Td (products and services, primarily to automotive dealers and retail customers. ) Tj ET Q q 0 0 0 rg BT 323.75 677.50 Td (W) Tj ET Q q 0 0 0 rg BT 331.53 677.50 Td (e operate as a financial holding company \(FHC\) and a bank ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 666.70 Td (holding company \(BHC\).) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 141.24 666.70 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 143.49 666.70 Td (Our banking subsidiary) Tj ET Q q 0 0 0 rg BT 227.40 666.70 Td (, ) Tj ET Q q 0 0 0 rg BT 231.40 666.70 Td (AllyBank, is an indirect, wholly-owned subsidiary of ) Tj ET Q q 0 0 0 rg BT 426.87 666.70 Td (Ally FinancialInc. and a leading ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 655.90 Td (franchise in the growing direct \(internet, telephone, mobile, and mail\) banking market) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 358.90 655.90 Td (, with total assets of ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 432.89 655.90 Td ($107.2 billion) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 483.39 655.90 Td ( and deposits of ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 645.10 Td ($63.8 billion) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 95.50 645.10 Td ( at ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 106.50 645.10 Td (September30, 2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 178.73 645.10 Td (. ) Tj ET Q q 0 0 0 rg BT 183.07 645.10 Td (The terms "Ally) Tj ET Q q 0 0 0 rg BT 240.65 645.10 Td (," "the Company) Tj ET Q q 0 0 0 rg BT 300.16 645.10 Td (," "we," "our) Tj ET Q q 0 0 0 rg BT 345.98 645.10 Td (," and "us" refer to ) Tj ET Q q 0 0 0 rg BT 414.98 645.10 Td (Ally Financial Inc. and its subsidiaries ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 634.30 Td (as a consolidated entity) Tj ET Q q 0 0 0 rg BT 133.14 634.30 Td (, except where it is clear that the terms mean only ) Tj ET Q q 0 0 0 rg BT 313.58 634.30 Td (Ally Financial Inc.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 615.50 Td (Ally Financial Inc.is a BHC under the Bank Holding Company ) Tj ET Q q 0 0 0 rg BT 298.47 615.50 Td (Act of 1956, as amended \(the BHC) Tj ET Q q 0 0 0 rg BT 426.95 615.50 Td (Act\). ) Tj ET Q q 0 0 0 rg BT 446.94 615.50 Td (As a BHC, ) Tj ET Q q 0 0 0 rg BT 487.95 615.50 Td (Ally is subject to ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 604.70 Td (supervision, examination and regulation by the Board of Governors of the Federal Reserve System \(FRB\). ) Tj ET Q q 0 0 0 rg BT 434.17 604.70 Td (Ally must also comply with ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 593.90 Td (regulatory risk-based and leverage capital requirements, as well as various safety and soundness standards imposed by the FRB, and is subject ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 583.10 Td (to certain statutory restrictions concerning the types of assets or securities it may own and the activities in which it may engage. ) Tj ET Q q 0 0 0 rg BT 511.12 583.10 Td (Ally Bank, ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 572.30 Td (our banking subsidiary) Tj ET Q q 0 0 0 rg BT 131.41 572.30 Td (, is currently not a member of the Federal Reserve System and is subject to supervision, examination and regulation by ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 561.50 Td (the Federal Deposit Insurance Corporation\(FDIC\) and the Utah Department of Financial Institutions. ) Tj ET Q q 0 0 0 rg BT 417.25 561.50 Td (This regulatory oversight focuses on the ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 550.70 Td (protection of depositors, the FDIC's Deposit Insurance Fund, and the banking system as a whole, not security holders, and in some instances ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 539.90 Td (may be contrary to their interests.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 521.10 Td (In July 2013, the U.S. banking regulators, including the FRB, finalized rules implementing the Basel III Capital Framework \(Final ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 510.30 Td (Capital Rules\), which represent substantial revisions to the existing regulatory capital standards for U.S. banking or) Tj ET Q q 0 0 0 rg BT 465.24 510.30 Td (ganizations. ) Tj ET Q q 0 0 0 rg BT 510.57 510.30 Td (The Basel III ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 499.50 Td (Capital Framework, as described below) Tj ET Q q 0 0 0 rg BT 191.62 499.50 Td (, requires qualitative and quantitative disclosures regarding a banking institution's regulatory capital, ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 488.70 Td (risk exposures, risk management practices, and capital adequacy) Tj ET Q q 0 0 0 rg BT 281.07 488.70 Td (. ) Tj ET Q q 0 0 0 rg BT 285.41 488.70 Td (This report also includes information on the methodologies used to calculate ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 477.90 Td (risk-weighted assets \(R) Tj ET Q q 0 0 0 rg BT 132.99 477.90 Td (W) Tj ET Q q 0 0 0 rg BT 140.48 477.90 Td (A\). ) Tj ET Q q 0 0 0 rg BT 154.32 477.90 Td (The disclosure requirement applies to banking or) Tj ET Q q 0 0 0 rg BT 330.60 477.90 Td (ganizations with total consolidated assets of $50 billion or more ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 467.10 Td (that are not a consolidated subsidiary of a BHC that are subject to these disclosure requirements. ) Tj ET Q q 0 0 0 rg BT 398.99 467.10 Td (This report is designed to satisfy these ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 456.30 Td (requirements and should be read in conjunction with our ) Tj ET Q q 0 0 0 rg BT 254.70 456.30 Td (Annual Report on Form 10-K for the year ended ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 431.41 456.30 Td (December31, 2014) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 502.13 456.30 Td (, our Quarterly ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 445.50 Td (Report on Form 10-Q for the three months ended ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 228.71 445.50 Td (September30, 2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 300.95 445.50 Td ( and our Consolidated Financial Statements for Holding Companies - ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 434.70 Td (FR ) Tj ET Q q 0 0 0 rg BT 62.42 434.70 Td (Y) Tj ET Q q 0 0 0 rg BT 67.93 434.70 Td (-9C for ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 96.42 434.70 Td (September30, 2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 168.66 434.70 Td (. ) Tj ET Q q 0 0 0 rg BT 173.00 434.70 Td (The disclosures included in this report are not required to be, and have not been, audited by our independent ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 423.90 Td (auditors.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 405.10 Td (This report may contain certain statements that constitute forward-looking statements within the meaning of the federal securities laws. ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 394.30 Td (The words expect, anticipate, estimate, forecast, initiative, objective, plan, goal, project, outlook, priorities, tar) Tj ET Q q 0 0 0 rg BT 538.58 394.30 Td (get, ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 383.50 Td (intend, evaluate, pursue, seek, may) Tj ET Q q 0 0 0 rg BT 210.82 383.50 Td (, would, could, should, believe, potential, continue, or the negative of any of these ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 372.70 Td (words or similar expressions are intended to identify forward-looking statements. ) Tj ET Q q 0 0 0 rg BT 344.18 372.70 Td (All statements herein, other than statements of historical ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 361.90 Td (fact, including without limitation, statements about future events and financial performance, are forward-looking statements that involve ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 351.10 Td (certain risks and uncertainties.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 158.96 351.10 Td ( ) Tj ET Q q 0 0 0 rg BT 160.88 351.10 Td (Y) Tj ET Q q 0 0 0 rg BT 166.47 351.10 Td (ou should not place undue reliance on any forward-looking statement and should consider all uncertainties ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 340.30 Td (and risks discussed in this report, including those under Item1A, Risk Factors in our ) Tj ET Q q 0 0 0 rg BT 356.22 340.30 Td (Annual Report on Form 10-K for the year ended ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 329.50 Td (December31, 2014) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 120.23 329.50 Td (, as well as those provided in any subsequent SEC filings. Forward-looking statements apply only as of the date they are ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 318.70 Td (made, and ) Tj ET Q q 0 0 0 rg BT 88.24 318.70 Td (Ally undertakes no obligation to update any forward-looking statement to reflect events or circumstances that arise after the date ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 307.90 Td (the forward-looking statement are made.) Tj ET Q BT /F2 10.00 Tf ET q 0 0 0 rg BT 49.50 287.90 Td (Basis of Pr) Tj ET Q q 0 0 0 rg BT 95.43 287.90 Td (esentation and Consolidation) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 275.10 Td (Our accounting and reporting policies conform to accounting principles generally accepted in the United States of ) Tj ET Q q 0 0 0 rg BT 479.37 275.10 Td (America \(GAAP\). ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 264.30 Td (Additionally) Tj ET Q q 0 0 0 rg BT 94.41 264.30 Td (, where applicable, the policies conform to the accounting and reporting guidelines prescribed by bank regulatory authorities.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 245.50 Td (Refer to Note 1 to the Consolidated Financial Statements in our ) Tj ET Q q 0 0 0 rg BT 298.21 245.50 Td (Annual Report on Form 10-K for the year ended ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 474.91 245.50 Td (December31, 2014) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 545.64 245.50 Td (, for ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 234.70 Td (further information on our Basis of Presentation and Consolidation. ) Tj ET Q q 0 0 0 rg BT 294.80 234.70 Td (There are no significant dif) Tj ET Q q 0 0 0 rg BT 392.59 234.70 Td (ferences in the basis of consolidation between ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 223.90 Td (our ) Tj ET Q q 0 0 0 rg BT 63.25 223.90 Td (Annual Report on Form 10-K for the year ended ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 239.95 223.90 Td (December31, 2014) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 310.68 223.90 Td (, our Quarterly Report on Form 10-Q for the three months ended ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 213.10 Td (September30, 2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 121.74 213.10 Td (, and this report.) Tj ET Q BT /F2 10.00 Tf ET q 0 0 0 rg BT 49.50 193.10 Td (Basel Capital ) Tj ET Q q 0 0 0 rg BT 108.40 193.10 Td (Accord) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 180.30 Td (In December 2010, the Basel Committee reached an agreement on the Basel III capital framework, which was designed to increase the ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 169.50 Td (quality and quantity of regulatory capital by introducing new risk-based and leverage capital standards. In July 2013, the U.S. banking ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 158.70 Td (regulators finalized rules implementing the Basel III capital framework and related Dodd-Frank ) Tj ET Q q 0 0 0 rg BT 395.88 158.70 Td (Act provisions \(U.S. Basel III\). U.S. Basel III ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 147.90 Td (represents a substantial revision to the regulatory capital standards for U.S. banking or) Tj ET Q q 0 0 0 rg BT 360.25 147.90 Td (ganizations. ) Tj ET Q q 0 0 0 rg BT 405.25 147.90 Td (Ally became subject to U.S. Basel III on ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 137.10 Td (January 1, 2015. Certain aspects of the U.S. Basel III final rules, including the new capital buf) Tj ET Q q 0 0 0 rg BT 388.49 137.10 Td (fers and regulatory capital deductions, will be ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 126.30 Td (phased in over several years. ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 107.50 Td (Under U.S. Basel III, ) Tj ET Q q 0 0 0 rg BT 145.74 107.50 Td (Ally must maintain a minimum Common Equity ) Tj ET Q q 0 0 0 rg BT 322.82 107.50 Td (T) Tj ET Q q 0 0 0 rg BT 328.00 107.50 Td (ier 1 risk-based capital ratio of) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 438.21 107.50 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 440.46 107.50 Td (4.5%) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 459.20 107.50 Td (, a minimum ) Tj ET Q q 0 0 0 rg BT 507.04 107.50 Td (T) Tj ET Q q 0 0 0 rg BT 512.22 107.50 Td (ier 1 risk-) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 96.70 Td (based capital ratio of) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 124.72 96.70 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 126.97 96.70 Td (6%) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 138.96 96.70 Td (, and a minimum ) Tj ET Q q 0 0 0 rg BT 202.04 96.70 Td (T) Tj ET Q q 0 0 0 rg BT 206.91 96.70 Td (otal risk-based capital ratio of) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 314.37 96.70 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 316.62 96.70 Td (8%) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 328.62 96.70 Td (. In addition to these minimum requirements, ) Tj ET Q q 0 0 0 rg BT 492.84 96.70 Td (Ally will also be ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 85.90 Td (subject to a Common Equity ) Tj ET Q q 0 0 0 rg BT 154.58 85.90 Td (T) Tj ET Q q 0 0 0 rg BT 159.76 85.90 Td (ier 1 capital conservation buf) Tj ET Q q 0 0 0 rg BT 264.56 85.90 Td (fer of more than) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 322.78 85.90 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 325.03 85.90 Td (2.5%) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 343.78 85.90 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 346.03 85.90 Td (, subject to a phase-in period from January 1, 2016 through ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 75.10 Td (December 31, 2018. Failure to maintain the full amount of the buf) Tj ET Q q 0 0 0 rg BT 287.53 75.10 Td (fer will result in restrictions on ) Tj ET Q q 0 0 0 rg BT 400.50 75.10 Td (Ally) Tj ET Q q 0 0 0 rg BT 419.01 75.10 Td (s ability to make capital distributions, ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 64.30 Td (including dividend payment and stock repurchases and redemptions, and to pay discretionary bonuses to executive of) Tj ET Q q 0 0 0 rg BT 471.72 64.30 Td (ficers. In addition to ) Tj ET Q endstream endobj 9 0 obj <>] /Rotate 0 /Contents 10 0 R>> endobj 10 0 obj <> stream BT /F1 8.00 Tf ET 0 Tr /GS0 gs 0 Tw 0 Tc 100 Tz 0 TL 0 0 1 RG /GS0 gs 0.39 w 0 i [] 0 d 1 J 1 j 3 M 50 772.93359375 m 106.76171875 772.93359375 l s q 0 0 1 rg BT 50.00 774.00 Td (T) Tj ET Q q 0 0 1 rg BT 54.33 774.00 Td (able of Contents) Tj ET Q BT /F1 8.00 Tf ET 0 Tr /GS0 gs 0 Tw 0 Tc 100 Tz 0 TL BT /F1 18.00 Tf ET q 0 0 0 rg BT 50.00 752.40 Td (Basel III Public Disclosures) Tj ET Q BT /F1 8.00 Tf ET q 0 0 0 rg BT 50.00 742.80 Td (Ally Financial Inc.) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 303.50 33.60 Td (4) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 713.80 Td (these new risk-based capital standards, U.S. Basel III subjects all U.S. banking or) Tj ET Q q 0 0 0 rg BT 342.52 713.80 Td (ganizations, including ) Tj ET Q q 0 0 0 rg BT 423.76 713.80 Td (Ally) Tj ET Q q 0 0 0 rg BT 439.17 713.80 Td (, to a minimum ) Tj ET Q q 0 0 0 rg BT 496.26 713.80 Td (T) Tj ET Q q 0 0 0 rg BT 501.44 713.80 Td (ier 1 leverage ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 703.00 Td (ratio of 4%, the denominator of which takes into account only on-balance sheet assets.) Tj ET Q BT /F1 9.00 Tf ET BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 684.20 Td (Ef) Tj ET Q q 0 0 0 rg BT 75.83 684.20 Td (fective January 1, 2015, the well-capitalized standard for insured depository institutions, such as ) Tj ET Q q 0 0 0 rg BT 432.23 684.20 Td (Ally Bank, was revised to reflect ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 673.40 Td (the new and higher capital requirements in the U.S. Basel III final rules.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 654.60 Td (In addition to introducing new capital ratios, U.S. Basel III revises the eligibility criteria for regulatory capital instruments and provides ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 643.80 Td (for the phase-out of existing capital instruments that do not satisfy the new criteria. Subject to certain exceptions \(e.g., for certain debt or ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 633.00 Td (equity issued to the U.S. government under the Emer) Tj ET Q q 0 0 0 rg BT 240.30 633.00 Td (gency Economic Stabilization ) Tj ET Q q 0 0 0 rg BT 350.02 633.00 Td (Act\), trust preferred and other hybrid securities will be ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 622.20 Td (phased out from a banking or) Tj ET Q q 0 0 0 rg BT 155.06 622.20 Td (ganization) Tj ET Q q 0 0 0 rg BT 195.05 622.20 Td (s ) Tj ET Q q 0 0 0 rg BT 200.64 622.20 Td (T) Tj ET Q q 0 0 0 rg BT 205.82 622.20 Td (ier 1 capital by January 1, 2016. ) Tj ET Q q 0 0 0 rg BT 323.04 622.20 Td (Also, subject to a phase-in schedule, certain new items will be ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 611.40 Td (deducted from Common Equity ) Tj ET Q q 0 0 0 rg BT 165.82 611.40 Td (T) Tj ET Q q 0 0 0 rg BT 171.00 611.40 Td (ier 1 capital, and certain other deductions from regulatory capital will be modified. ) Tj ET Q q 0 0 0 rg BT 470.65 611.40 Td (Among other things, ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 600.60 Td (U.S. Basel III requires significant investments in the common shares of unconsolidated financial institutions, mortgage servicing rights, and ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 589.80 Td (certain deferred tax assets that exceed specified individual and aggregate thresholds to be deducted from Common Equity ) Tj ET Q q 0 0 0 rg BT 489.44 589.80 Td (T) Tj ET Q q 0 0 0 rg BT 494.62 589.80 Td (ier 1 capital. U.S. ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 579.00 Td (Basel III also revises the standardized approach for calculating risk-weighted assets by) Tj ET Q q 0 0 0 rg BT 361.05 579.00 Td (, among other things, modifying certain risk weights ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 568.20 Td (and introducing new methods for calculating risk-weighted assets for certain types of assets and exposures.) Tj ET Q BT /F1 9.00 Tf ET BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 549.40 Td (Ally is subject to the U.S. Basel III standardized approach for counterparty credit risk. It is not subject to the U.S. Basel III advanced ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 538.60 Td (approaches for counterparty credit risk. ) Tj ET Q q 0 0 0 rg BT 192.94 538.60 Td (Ally is currently not subject to the U.S. market risk capital rule, which applies only to banking ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 527.80 Td (or) Tj ET Q q 0 0 0 rg BT 56.83 527.80 Td (ganizations with significant trading assets and liabilities.) Tj ET Q BT /F1 9.00 Tf ET endstream endobj 11 0 obj <>] /Rotate 0 /Contents 12 0 R>> endobj 12 0 obj <> stream BT /F1 8.00 Tf ET 0 Tr /GS0 gs 0 Tw 0 Tc 100 Tz 0 TL 0 0 1 RG /GS0 gs 0.39 w 0 i [] 0 d 1 J 1 j 3 M 50 772.93359375 m 106.76171875 772.93359375 l s q 0 0 1 rg BT 50.00 774.00 Td (T) Tj ET Q q 0 0 1 rg BT 54.33 774.00 Td (able of Contents) Tj ET Q BT /F1 8.00 Tf ET 0 Tr /GS0 gs 0 Tw 0 Tc 100 Tz 0 TL BT /F1 18.00 Tf ET q 0 0 0 rg BT 50.00 752.40 Td (Basel III Public Disclosures) Tj ET Q BT /F1 8.00 Tf ET q 0 0 0 rg BT 50.00 742.80 Td (Ally Financial Inc.) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 303.50 33.60 Td (5) Tj ET Q BT /F2 12.00 Tf ET q 0 0 0 rg BT 49.50 711.90 Td (Scope of ) Tj ET Q q 0 0 0 rg BT 94.83 711.90 Td (Application) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 699.10 Td (The Basel III framework applies to ) Tj ET Q q 0 0 0 rg BT 195.46 699.10 Td (Ally Financial Inc.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 680.30 Td (Our accounting and reporting policies conform to GAAP) Tj ET Q q 0 0 0 rg BT 271.71 680.30 Td (. ) Tj ET Q q 0 0 0 rg BT 275.71 680.30 Td (Additionally) Tj ET Q q 0 0 0 rg BT 320.62 680.30 Td (, where applicable, the policies conform to the accounting and ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 669.50 Td (reporting guidelines prescribed by bank regulatory authorities. ) Tj ET Q q 0 0 0 rg BT 276.27 669.50 Td (There are no dif) Tj ET Q q 0 0 0 rg BT 333.83 669.50 Td (ferences in the basis of consolidation for accounting and ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 658.70 Td (regulatory purposes.) Tj ET Q BT /F2 10.00 Tf ET q 0 0 0 rg BT 49.50 638.70 Td (Restrictions on Capital) Tj ET Q BT /F3 9.00 Tf ET q 0 0 0 rg BT 67.50 625.90 Td ( ) Tj ET Q BT /F3 9.00 Tf ET q 0 0 0 rg BT 85.50 625.90 Td (Capital ) Tj ET Q q 0 0 0 rg BT 114.42 625.90 Td (Adequacy Requirements) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 204.67 625.90 Td ( ) Tj ET Q q 0 0 0 rg BT 217.67 625.90 Td (Ally and ) Tj ET Q q 0 0 0 rg BT 250.67 625.90 Td (Ally Bank are subject to various guidelines as established under FRB and ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 615.10 Td (FDICregulations. Refer to Note 21 to the Consolidated Financial Statements in our ) Tj ET Q q 0 0 0 rg BT 387.95 615.10 Td (Annual Report on Form 10-K for the year ended ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 604.30 Td (December31, 2014) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 156.23 604.30 Td ( for additional information.) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 67.50 584.30 Td ( ) Tj ET Q BT /F3 9.00 Tf ET q 0 0 0 rg BT 85.50 584.30 Td (Limitations on Bank and Bank Holding Company Dividends and Capital Distributions) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 406.57 584.30 Td ( Utah law \(and, in certain instances, ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 573.50 Td (federal law\) places restrictions and limitations on dividends or other distributions payable by our banking subsidiary) Tj ET Q q 0 0 0 rg BT 503.57 573.50 Td (, ) Tj ET Q q 0 0 0 rg BT 507.58 573.50 Td (Ally Bank, to ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 562.70 Td (Ally) Tj ET Q q 0 0 0 rg BT 100.92 562.70 Td (. Under the FRB) Tj ET Q q 0 0 0 rg BT 162.91 562.70 Td (s capital plan rule, an objection to a lar) Tj ET Q q 0 0 0 rg BT 302.45 562.70 Td (ge BHC's capital plan generally prohibits it from paying dividends or ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 551.90 Td (making certain other capital distributions without specific FRB non-objection to such action. Even if a lar) Tj ET Q q 0 0 0 rg BT 465.75 551.90 Td (ge BHC receives a non-) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 541.10 Td (objection to its capital plan, it may not pay a dividend or make certain other capital distributions without FRB approval under ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 530.30 Td (certain circumstances. In addition, FRB supervisory guidance requires BHCs such as ) Tj ET Q q 0 0 0 rg BT 393.18 530.30 Td (Ally to consult with the FRB prior to ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 519.50 Td (increasing dividends, implementing common stock repurchase programs or redeeming or repurchasing capital instruments. Such ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 508.70 Td (guidance provides for a supervisory capital assessment program that outlines FRB expectations concerning the processes that BHCs ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 497.90 Td (have in place to ensure they hold adequate capital under adverse conditions to maintain ready access to funding. ) Tj ET Q q 0 0 0 rg BT 490.94 497.90 Td (The U.S. banking ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 487.10 Td (regulators are also authorized to prohibit a banking subsidiary or BHC from engaging in unsafe or unsound banking practices and, ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 476.30 Td (depending upon the circumstances, could find that paying a dividend or making a capital distribution would constitute an unsafe or ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 465.50 Td (unsound banking practice.) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 67.50 445.50 Td ( ) Tj ET Q BT /F3 9.00 Tf ET q 0 0 0 rg BT 85.50 445.50 Td (T) Tj ET Q q 0 0 0 rg BT 90.66 445.50 Td (ransactions with ) Tj ET Q q 0 0 0 rg BT 153.85 445.50 Td (Af) Tj ET Q q 0 0 0 rg BT 162.69 445.50 Td (filiates) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 187.69 445.50 Td ( Certain transactions between ) Tj ET Q q 0 0 0 rg BT 306.90 445.50 Td (Ally Bank and any of its nonbank af) Tj ET Q q 0 0 0 rg BT 441.46 445.50 Td (filiates, including but not ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 434.70 Td (limited to ) Tj ET Q q 0 0 0 rg BT 122.00 434.70 Td (Ally) Tj ET Q q 0 0 0 rg BT 137.42 434.70 Td (, are subject to federal statutory and regulatory restrictions. Pursuant to these restrictions, unless otherwise exempted, ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 423.90 Td (covered transactions including ) Tj ET Q q 0 0 0 rg BT 205.21 423.90 Td (Ally Bank's extensions of credit to and asset purchases from its nonbank af) Tj ET Q q 0 0 0 rg BT 475.11 423.90 Td (filiates, generally ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 413.10 Td (\(1\)are limited to 10% of ) Tj ET Q q 0 0 0 rg BT 176.48 413.10 Td (Ally Bank's capital stock and surplus with respect to transactions with any individual af) Tj ET Q q 0 0 0 rg BT 491.62 413.10 Td (filiate, with an ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 402.30 Td (aggregate limit of 20% of ) Tj ET Q q 0 0 0 rg BT 179.72 402.30 Td (Ally Bank's capital stock and surplus for all af) Tj ET Q q 0 0 0 rg BT 346.14 402.30 Td (filiates and all such transactions; \(2\)in the case of certain ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 391.50 Td (credit transactions, are subject to stringent collateralization requirements; \(3\)in the case of asset purchases by ) Tj ET Q q 0 0 0 rg BT 482.61 391.50 Td (Ally Bank, may not ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 380.70 Td (involve the purchase of any asset deemed to be a low quality asset under federal banking guidelines; and \(4\)must be conducted in ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 369.90 Td (accordance with safe-and-sound banking practices \(collectively) Tj ET Q q 0 0 0 rg BT 313.56 369.90 Td (, the ) Tj ET Q q 0 0 0 rg BT 330.81 369.90 Td (Af) Tj ET Q q 0 0 0 rg BT 340.15 369.90 Td (filiate ) Tj ET Q q 0 0 0 rg BT 363.22 369.90 Td (T) Tj ET Q q 0 0 0 rg BT 368.40 369.90 Td (ransaction Restrictions\). In addition, transactions ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 359.10 Td (between ) Tj ET Q q 0 0 0 rg BT 117.24 359.10 Td (Ally Bank and a nonbank af) Tj ET Q q 0 0 0 rg BT 218.30 359.10 Td (filiate generally must be on market terms and conditions.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 103.50 340.30 Td (Furthermore, there is an attribution rule that provides that a transaction between ) Tj ET Q q 0 0 0 rg BT 400.65 340.30 Td (Ally Bank and a third party must be treated ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 329.50 Td (as a transaction between ) Tj ET Q q 0 0 0 rg BT 174.96 329.50 Td (AllyBank and a nonbank af) Tj ET Q q 0 0 0 rg BT 276.02 329.50 Td (filiate to the extent that the proceeds of the transaction are used for the benefit ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 318.70 Td (of or transferred to a nonbank af) Tj ET Q q 0 0 0 rg BT 201.79 318.70 Td (filiate of ) Tj ET Q q 0 0 0 rg BT 234.28 318.70 Td (Ally Bank. For example, because ) Tj ET Q q 0 0 0 rg BT 356.00 318.70 Td (Ally controls ) Tj ET Q q 0 0 0 rg BT 405.00 318.70 Td (Ally Bank, ) Tj ET Q q 0 0 0 rg BT 446.25 318.70 Td (Ally is an af) Tj ET Q q 0 0 0 rg BT 490.32 318.70 Td (filiate of ) Tj ET Q q 0 0 0 rg BT 522.81 318.70 Td (Ally Bank ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 307.90 Td (for purposes of the ) Tj ET Q q 0 0 0 rg BT 154.99 307.90 Td (Af) Tj ET Q q 0 0 0 rg BT 164.32 307.90 Td (filiate ) Tj ET Q q 0 0 0 rg BT 187.40 307.90 Td (T) Tj ET Q q 0 0 0 rg BT 192.58 307.90 Td (ransaction Restrictions. ) Tj ET Q q 0 0 0 rg BT 279.15 307.90 Td (Thus, retail financing transactions by ) Tj ET Q q 0 0 0 rg BT 414.61 307.90 Td (Ally Bank involving vehicles for which ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 297.10 Td (Ally provided floorplan financing are subject to the ) Tj ET Q q 0 0 0 rg BT 272.45 297.10 Td (Af) Tj ET Q q 0 0 0 rg BT 281.78 297.10 Td (filiate ) Tj ET Q q 0 0 0 rg BT 304.86 297.10 Td (T) Tj ET Q q 0 0 0 rg BT 310.04 297.10 Td (ransaction Restrictions because the proceeds of the retail financings ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 286.30 Td (are deemed to benefit, and are ultimately transferred to, ) Tj ET Q q 0 0 0 rg BT 287.16 286.30 Td (Ally) Tj ET Q q 0 0 0 rg BT 302.58 286.30 Td (.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 103.50 267.50 Td (Under the Dodd-Frank ) Tj ET Q q 0 0 0 rg BT 187.23 267.50 Td (Act, among other changes to the ) Tj ET Q q 0 0 0 rg BT 305.45 267.50 Td (Af) Tj ET Q q 0 0 0 rg BT 314.78 267.50 Td (filiate ) Tj ET Q q 0 0 0 rg BT 337.86 267.50 Td (T) Tj ET Q q 0 0 0 rg BT 343.04 267.50 Td (ransaction Restrictions, credit exposures arising from ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 256.70 Td (derivatives transactions, securities lending and borrowing transactions, and acceptance of af) Tj ET Q q 0 0 0 rg BT 416.21 256.70 Td (filiate-issued debt obligations \(other ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 245.90 Td (than securities\) as collateral for a loan or extension of credit will be treated as "covered transactions." ) Tj ET Q q 0 0 0 rg BT 452.54 245.90 Td (The Dodd-Frank ) Tj ET Q q 0 0 0 rg BT 514.53 245.90 Td (Act also ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 235.10 Td (expands the scope of covered transactions required to be collateralized, requires that collateral be maintained at all times for ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 224.30 Td (covered transactions required to be collateralized, and places limits on acceptable collateral.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 103.50 205.50 Td (Historically) Tj ET Q q 0 0 0 rg BT 145.41 205.50 Td (, the FRB was authorized to exempt, at its discretion, transactions or relationships from the requirements of these ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 194.70 Td (rules if it found such exemptions to be in the public interest and consistent with the purposes of the rules. ) Tj ET Q q 0 0 0 rg BT 465.68 194.70 Td (As a result of the Dodd-) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 183.90 Td (Frank ) Tj ET Q q 0 0 0 rg BT 108.25 183.90 Td (Act, exemptions now may be granted by the FDIC if the FDIC and FRB jointly find that the exemption is in the public ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 173.10 Td (interest and consistent with the purposes of the rules, and the FDIC finds that the exemption does not present an unacceptable risk ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 162.30 Td (to the Deposit Insurance Fund. ) Tj ET Q q 0 0 0 rg BT 198.32 162.30 Td (The FRB granted several such exemptions to ) Tj ET Q q 0 0 0 rg BT 362.03 162.30 Td (Ally Bank in the past. However) Tj ET Q q 0 0 0 rg BT 475.65 162.30 Td (, the existing ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 151.50 Td (exemptions are subject to various conditions and, particularly in light of the statutory changes made by the Dodd-Frank ) Tj ET Q q 0 0 0 rg BT 517.15 151.50 Td (Act, any ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 140.70 Td (requests for future exemptions might not be granted. Moreover) Tj ET Q q 0 0 0 rg BT 311.83 140.70 Td (, these limited exemptions generally do not encompass consumer ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 129.90 Td (leasing or used vehicle financing. Since there is no assurance that ) Tj ET Q q 0 0 0 rg BT 322.92 129.90 Td (Ally Bank will be able to obtain future exemptions or waivers ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 119.10 Td (with respect to these restrictions, the ability to grow ) Tj ET Q q 0 0 0 rg BT 273.96 119.10 Td (Ally Bank's business will be af) Tj ET Q q 0 0 0 rg BT 385.16 119.10 Td (fected by the ) Tj ET Q q 0 0 0 rg BT 433.39 119.10 Td (Af) Tj ET Q q 0 0 0 rg BT 442.72 119.10 Td (filiate ) Tj ET Q q 0 0 0 rg BT 465.80 119.10 Td (T) Tj ET Q q 0 0 0 rg BT 470.98 119.10 Td (ransaction Restrictions ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 108.30 Td (and the conditions set forth in the existing exemption letters.) Tj ET Q BT /F3 9.00 Tf ET q 0 0 0 rg BT 67.50 89.50 Td ( ) Tj ET Q BT /F3 9.00 Tf ET q 0 0 0 rg BT 85.50 89.50 Td (Source of Strength) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 155.51 89.50 Td ( Pursuant to the Federal Deposit Insurance ) Tj ET Q q 0 0 0 rg BT 321.48 89.50 Td (Act, as amended by the Dodd-Frank ) Tj ET Q q 0 0 0 rg BT 453.70 89.50 Td (Act, FRB policy and ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 78.70 Td (regulations, and the Parent Company ) Tj ET Q q 0 0 0 rg BT 220.47 78.70 Td (Agreementand the Capital and Liquidity Maintenance ) Tj ET Q q 0 0 0 rg BT 418.66 78.70 Td (Agreement described in Note 21 to the ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 67.90 Td (Consolidated Financial Statements in our ) Tj ET Q q 0 0 0 rg BT 235.73 67.90 Td (Annual Report on Form 10-K for the year ended ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 412.44 67.90 Td (December31, 2014) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 483.16 67.90 Td (, ) Tj ET Q q 0 0 0 rg BT 487.16 67.90 Td (Ally is required to ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 57.10 Td (act as a source of financial and managerial strength to ) Tj ET Q q 0 0 0 rg BT 280.92 57.10 Td (Ally Bank and is required to commit necessary capital and liquidity to ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 46.30 Td (support ) Tj ET Q q 0 0 0 rg BT 114.25 46.30 Td (Ally Bank. ) Tj ET Q q 0 0 0 rg BT 155.84 46.30 Td (This support may be required at inopportune times for ) Tj ET Q q 0 0 0 rg BT 352.55 46.30 Td (Ally) Tj ET Q q 0 0 0 rg BT 367.96 46.30 Td (.) Tj ET Q endstream endobj 13 0 obj <>] /Rotate 0 /Contents 14 0 R>> endobj 14 0 obj <> stream BT /F1 8.00 Tf ET 0 Tr /GS0 gs 0 Tw 0 Tc 100 Tz 0 TL 0 0 1 RG /GS0 gs 0.39 w 0 i [] 0 d 1 J 1 j 3 M 50 772.93359375 m 106.76171875 772.93359375 l s q 0 0 1 rg BT 50.00 774.00 Td (T) Tj ET Q q 0 0 1 rg BT 54.33 774.00 Td (able of Contents) Tj ET Q BT /F1 8.00 Tf ET 0 Tr /GS0 gs 0 Tw 0 Tc 100 Tz 0 TL BT /F1 18.00 Tf ET q 0 0 0 rg BT 50.00 752.40 Td (Basel III Public Disclosures) Tj ET Q BT /F1 8.00 Tf ET q 0 0 0 rg BT 50.00 742.80 Td (Ally Financial Inc.) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 303.50 33.60 Td (6) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 67.50 713.10 Td ( ) Tj ET Q BT /F3 9.00 Tf ET q 0 0 0 rg BT 85.50 713.10 Td (Enforcement ) Tj ET Q q 0 0 0 rg BT 135.91 713.10 Td (Authority) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 171.43 713.10 Td ( ) Tj ET Q q 0 0 0 rg BT 184.76 713.10 Td (The FDIC and FRB have broad authority to issue orders to banks and bank holding companies to cease ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 702.30 Td (and desist from unsafe or unsound banking practices and from violations of laws, rules, regulations, or conditions imposed in ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 691.50 Td (writing by the banking agencies. ) Tj ET Q q 0 0 0 rg BT 204.81 691.50 Td (The FDIC and FRB also are empowered to require af) Tj ET Q q 0 0 0 rg BT 396.34 691.50 Td (firmative actions to correct any violation or ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 680.70 Td (practice; issue administrative orders that can be judicially enforced; direct increases in capital; limit dividends and distributions; ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 669.90 Td (restrict growth; assess civil money penalties against institutions or individuals who violate any laws, regulations, orders, or written ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 659.10 Td (agreements with the banking agencies; order termination of certain activities of BHCs or their subsidiaries; remove of) Tj ET Q q 0 0 0 rg BT 509.71 659.10 Td (ficers and ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 648.30 Td (directors; order divestiture of ownership or control of a nonbanking subsidiary by a BHC \(in the case of the FRB\); terminate deposit ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 637.50 Td (insurance \(in the case of the FDIC\); and/or place a bank into receivership \(in the case of the FDIC\).) Tj ET Q BT /F2 10.00 Tf ET q 0 0 0 rg BT 49.50 617.50 Td (Depository Institutions) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 604.70 Td (Ally Bank's deposits are insured by the FDIC, and ) Tj ET Q q 0 0 0 rg BT 250.10 604.70 Td (Ally Bank is required to file periodic reports with the FDIC concerning its financial ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 593.90 Td (condition. ) Tj ET Q q 0 0 0 rg BT 87.83 593.90 Td (T) Tj ET Q q 0 0 0 rg BT 92.70 593.90 Td (otal assets of ) Tj ET Q q 0 0 0 rg BT 140.95 593.90 Td (Ally Bank were ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 200.18 593.90 Td ($107.2 billion) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 250.68 593.90 Td ( at ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 261.68 593.90 Td (September30, 2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 333.91 593.90 Td (. ) Tj ET Q q 0 0 0 rg BT 337.92 593.90 Td (As a commercial nonmember bank chartered by the State of ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 583.10 Td (Utah, ) Tj ET Q q 0 0 0 rg BT 71.00 583.10 Td (Ally Bank is subject to various regulatory capital adequacy requirements administered by state and federal banking agencies. ) Tj ET Q q 0 0 0 rg BT 523.18 583.10 Td (The ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 572.30 Td (Federal Deposit Insurance Corporation Improvement ) Tj ET Q q 0 0 0 rg BT 242.20 572.30 Td (Act of 1991 \(FDICIA\), among other things, identifies five capital categories for insured ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 561.50 Td (depository institutions \("well-capitalized," "adequately capitalized," "undercapitalized," "significantly undercapitalized," and "critically ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 550.70 Td (undercapitalized"\) and requires the respective federal regulatory agencies to implement systems for "prompt corrective action" for insured ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 539.90 Td (depository institutions that do not meet minimum capital requirements within such categories. Depending on the category in which an ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 529.10 Td (institution is classified, FDICIA) Tj ET Q q 0 0 0 rg BT 164.50 529.10 Td ( imposes progressively more restrictive constraints on operations, management, and capital distributions.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 510.30 Td (Failure to meet minimum capital requirements can initiate certain mandatory and discretionary actions by regulators that, if undertaken, ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 499.50 Td (could have a direct material ef) Tj ET Q q 0 0 0 rg BT 158.53 499.50 Td (fect on ) Tj ET Q q 0 0 0 rg BT 185.02 499.50 Td (Ally Bank's results of operations and financial condition. FDICIA) Tj ET Q q 0 0 0 rg BT 421.85 499.50 Td ( generally prohibits a depository ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 488.70 Td (institution from making any capital distribution, including payment of a cash dividend or paying any management fee to its holding company) Tj ET Q q 0 0 0 rg BT 557.56 488.70 Td (, ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 477.90 Td (if the depository institution would become under) Tj ET Q q 0 0 0 rg BT 224.79 477.90 Td (-capitalized after such payment. Under) Tj ET Q q 0 0 0 rg BT 364.29 477.90 Td (-capitalized institutions are also subject to growth ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 467.10 Td (limitations and are required by the appropriate federal banking agency to submit a capital restoration plan. If any depository institution ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 456.30 Td (subsidiary of a holding company is required to submit a capital restoration plan, the holding company would be required to provide a limited ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 445.50 Td (guarantee regarding compliance with the plan as a condition of approval of such plan. Failure to meet the capital guidelines could also subject ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 434.70 Td (a banking institution to capital raising requirements.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 415.90 Td (At ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 78.75 415.90 Td (September30, 2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 150.99 415.90 Td (, both ) Tj ET Q q 0 0 0 rg BT 173.24 415.90 Td (Ally Financial Inc. and ) Tj ET Q q 0 0 0 rg BT 257.97 415.90 Td (Ally Bank were in compliance with our regulatory capital requirements. For an ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 405.10 Td (additional discussion of capital adequacy requirements, refer to Note 19 to the Condensed Consolidated Financial Statements in our Quarterly ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 394.30 Td (Report on Form 10-Q for the three months ended ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 228.71 394.30 Td (September30, 2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 300.95 394.30 Td (.) Tj ET Q BT /F2 10.00 Tf ET q 0 0 0 rg BT 49.50 374.30 Td (Insurance Companies) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 361.50 Td (Certain of our Insurance operations are subject to certain minimum aggregate capital requirements, net asset and dividend restrictions ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 350.70 Td (under applicable state and foreign insurance laws, and the rules and regulations promulgated by various U.S. and foreign regulatory agencies. ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 339.90 Td (Under various state and foreign insurance regulations, dividend distributions may be made only from statutory unassigned surplus with ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 329.10 Td (approvals required from the regulatory authorities for dividends in excess of certain statutory limitations. Our Insurance operations are also ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 318.30 Td (subject to applicable state laws generally governing insurance companies, as well as laws and regulations for products that are not regulated ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 307.50 Td (as insurance, such as vehicle service contracts and guaranteed asset protection waivers.) Tj ET Q BT /F2 10.00 Tf ET q 0 0 0 rg BT 49.50 287.50 Td (Investments in ) Tj ET Q q 0 0 0 rg BT 113.95 287.50 Td (Ally) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 274.70 Td (Because ) Tj ET Q q 0 0 0 rg BT 99.24 274.70 Td (Ally Bank is an FDIC-insured bank and ) Tj ET Q q 0 0 0 rg BT 244.47 274.70 Td (Ally and IB Finance Holding Company) Tj ET Q q 0 0 0 rg BT 386.12 274.70 Td (, LLC are BHCs, acquisitions of our voting ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 263.90 Td (stock above certain thresholds may be subject to regulatory approval or notice under federal or state law) Tj ET Q q 0 0 0 rg BT 423.78 263.90 Td (. Investors are responsible for ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 253.10 Td (ensuring that they do not, directly or indirectly) Tj ET Q q 0 0 0 rg BT 216.87 253.10 Td (, acquire shares of our stock in excess of the amount that may be acquired without regulatory ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 242.30 Td (approval under the Change in Bank Control ) Tj ET Q q 0 0 0 rg BT 208.72 242.30 Td (Act, the BHC ) Tj ET Q q 0 0 0 rg BT 259.72 242.30 Td (Act, and Utah state law) Tj ET Q q 0 0 0 rg BT 343.35 242.30 Td (.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 223.50 Td (Further) Tj ET Q q 0 0 0 rg BT 93.63 223.50 Td (, refer to the ) Tj ET Q BT /F4 9.00 Tf ET q 0 0 0 rg BT 139.86 223.50 Td (T) Tj ET Q q 0 0 0 rg BT 144.04 223.50 Td (ax ) Tj ET Q q 0 0 0 rg BT 154.62 223.50 Td (Assets Pr) Tj ET Q q 0 0 0 rg BT 188.04 223.50 Td (otective Measur) Tj ET Q q 0 0 0 rg BT 245.43 223.50 Td (es) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 252.93 223.50 Td ( section of MD&A) Tj ET Q q 0 0 0 rg BT 320.17 223.50 Td ( within our 2014 ) Tj ET Q q 0 0 0 rg BT 381.67 223.50 Td (Annual Report on Form 10-K for details of ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 212.70 Td (certain actions taken by us during January 2014, which are intended to prevent persons from acquiring ) Tj ET Q q 0 0 0 rg BT 420.14 212.70 Td (Ally common stock that exceeds ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 201.90 Td (certain ownership thresholds.) Tj ET Q BT /F2 10.00 Tf ET q 0 0 0 rg BT 49.50 181.90 Td (Surplus of Insurance Subsidiaries and Subsidiary Regulatory Capital) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 169.10 Td (At ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 78.75 169.10 Td (September30, 2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 150.99 169.10 Td (, ) Tj ET Q q 0 0 0 rg BT 154.99 169.10 Td (Ally did not have any subsidiaries whose regulatory capital was less than the minimum required regulatory ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 158.30 Td (capital amount.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 139.50 Td (At ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 78.75 139.50 Td (September30, 2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 150.99 139.50 Td (, the aggregate capital surplus of insurance subsidiaries was $715 million.) Tj ET Q endstream endobj 15 0 obj <>] /Rotate 0 /Contents 16 0 R>> endobj 16 0 obj <> stream BT /F1 8.00 Tf ET 0 Tr /GS0 gs 0 Tw 0 Tc 100 Tz 0 TL 0 0 1 RG /GS0 gs 0.39 w 0 i [] 0 d 1 J 1 j 3 M 50 772.93359375 m 106.76171875 772.93359375 l s q 0 0 1 rg BT 50.00 774.00 Td (T) Tj ET Q q 0 0 1 rg BT 54.33 774.00 Td (able of Contents) Tj ET Q BT /F1 8.00 Tf ET 0 Tr /GS0 gs 0 Tw 0 Tc 100 Tz 0 TL BT /F1 18.00 Tf ET q 0 0 0 rg BT 50.00 752.40 Td (Basel III Public Disclosures) Tj ET Q BT /F1 8.00 Tf ET q 0 0 0 rg BT 50.00 742.80 Td (Ally Financial Inc.) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 303.50 33.60 Td (7) Tj ET Q BT /F2 12.00 Tf ET q 0 0 0 rg BT 49.50 711.90 Td (Capital Structur) Tj ET Q q 0 0 0 rg BT 134.28 711.90 Td (e) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 699.10 Td (The following table presents ) Tj ET Q q 0 0 0 rg BT 171.98 699.10 Td (Ally Financial Inc.'s capital components under the Final Capital Rules at ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 435.54 699.10 Td (September30, 2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 507.77 699.10 Td (.) Tj ET Q 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 50 672.6 m 481 672.6 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 481 672.6 m 563 672.6 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 50 602.6 m 481 602.6 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 481 602.6 m 563 602.6 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 50 546.6 m 481 546.6 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 481 546.6 m 563 546.6 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 50 476.6 m 481 476.6 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 481 476.6 m 563 476.6 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 50 462.6 m 481 462.6 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 481 462.6 m 563 462.6 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 50 448.6 m 481 448.6 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 481 448.6 m 563 448.6 l s BT /F1 9.00 Tf ET q 0 0 0 rg BT 52.50 677.06 Td (\() Tj ET Q BT /F4 9.00 Tf ET q 0 0 0 rg BT 55.50 677.06 Td ($ in millions) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 100.50 677.06 Td (\)) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 483.95 677.05 Td (September 30, 2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 52.50 663.06 Td (Common Equity Tier 1 capital) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 58.50 649.06 Td (Common stock and related surplus) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 483.50 649.05 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 534.75 649.05 Td (21,066) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 58.50 635.06 Td (Retained earnings) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 536.25 635.05 Td (\(7,158) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 559.50 635.05 Td (\)) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 58.50 621.06 Td (Accumulated other comprehensive loss) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 543.00 621.05 Td (\(122) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 559.50 621.05 Td (\)) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 58.50 607.06 Td (Adjustments and deductions made to Common Equity Tier 1 capital) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 543.00 607.05 Td (\(342) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 559.50 607.05 Td (\)) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 52.50 593.06 Td (Total Common Equity Tier 1 capital) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 534.75 593.05 Td (13,444) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 52.50 579.06 Td (Other Tier 1 capital) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 58.50 565.06 Td (Additional Tier 1 capital elements) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 539.25 565.05 Td (3,272) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 58.50 551.06 Td (Adjustments and deductions made to Tier 1 capital) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 543.00 551.05 Td (\(629) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 559.50 551.05 Td (\)) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 52.50 537.06 Td (Total Tier 1 capital) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 534.75 537.05 Td (16,087) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 52.50 523.06 Td (Tier 2 capital) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 58.50 509.06 Td (Tier 2 capital elements) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 546.00 509.05 Td (280) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 58.50 495.06 Td (Includable allowance for loan and lease losses) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 539.25 495.05 Td (1,018) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 58.50 481.06 Td (Adjustments and deductions made to Tier 2 capital) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 547.50 481.05 Td (\(58) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 559.50 481.05 Td (\)) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 52.50 467.06 Td (Total Tier 2 capital) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 539.25 467.05 Td (1,240) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 52.50 453.06 Td (Total capital \(a\)) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 483.50 453.05 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 534.75 453.05 Td (17,327) Tj ET Q BT /F1 10.00 Tf ET BT /F1 8.00 Tf ET q 0 0 0 rg BT 49.50 439.50 Td (\(a\) ) Tj ET Q BT /F1 8.00 Tf ET q 0 0 0 rg BT 67.50 439.50 Td (For more information refer to the ) Tj ET Q BT /F1 8.00 Tf ET q 0 0 0 rg BT 175.91 439.50 Td (September30, 2015) Tj ET Q BT /F1 8.00 Tf ET q 0 0 0 rg BT 240.12 439.50 Td ( FR ) Tj ET Q q 0 0 0 rg BT 253.61 439.50 Td (Y) Tj ET Q q 0 0 0 rg BT 258.50 439.50 Td (-9C Schedule HC-R.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 420.70 Td (Ally has issued a variety of capital instruments to meet its regulatory capital requirements and to maintain a strong capital base. ) Tj ET Q q 0 0 0 rg BT 528.70 420.70 Td (The ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 409.90 Td (terms and conditions of ) Tj ET Q q 0 0 0 rg BT 135.99 409.90 Td (Ally's significant capital instruments are described as follows.) Tj ET Q BT /F2 10.00 Tf ET q 0 0 0 rg BT 49.50 389.90 Td (Common Stock) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 377.10 Td ($0.01 par value; shares authorized 1,100,000,000; issued 482,552,750; and outstanding 481,750,247.) Tj ET Q BT /F2 10.00 Tf ET q 0 0 0 rg BT 49.50 357.10 Td (Pr) Tj ET Q q 0 0 0 rg BT 59.87 357.10 Td (eferr) Tj ET Q q 0 0 0 rg BT 80.77 357.10 Td (ed Stock) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 344.30 Td (The following table summarizes information about our Series) Tj ET Q q 0 0 0 rg BT 290.95 344.30 Td (A) Tj ET Q q 0 0 0 rg BT 296.95 344.30 Td ( and SeriesG preferred stock.) Tj ET Q 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 50 319.79999999999995 m 477 319.79999999999995 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 477 319.79999999999995 m 481 319.79999999999995 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 481 319.79999999999995 m 563 319.79999999999995 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 50 319.79999999999995 m 477 319.79999999999995 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 50 89.79999999999995 m 477 89.79999999999995 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 477 89.79999999999995 m 481 89.79999999999995 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 481 89.79999999999995 m 563 89.79999999999995 l s BT /F2 9.00 Tf ET q 0 0 0 rg BT 483.95 324.25 Td (September 30, 2015) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 52.50 310.25 Td (Series A preferred stock \(a\)) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 58.50 296.26 Td (Carrying value \($ in millions\)) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 483.50 296.25 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 540.00 296.25 Td (696) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 58.50 282.26 Td (Par value \(per share\)) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 537.75 282.25 Td (0.01) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 58.50 268.26 Td (Liquidation preference \(per share\)) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 544.50 268.25 Td (25) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 58.50 254.26 Td (Number of shares authorized) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 513.00 254.25 Td (40,870,560) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 58.50 240.26 Td (Number of shares issued and outstanding) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 513.00 240.25 Td (27,870,560) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 58.50 226.26 Td (Dividend/coupon) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 70.50 212.26 Td (Prior to May15,2016) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 542.25 212.25 Td (8.5) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 553.50 212.25 Td (%) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 70.50 199.06 Td (On and after May15,2016) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 509.40 199.20 Td (Three month) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 491.60 190.25 Td (LIBOR+6.243%) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 52.50 178.25 Td (Series G preferred stock) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 58.50 164.26 Td (Carrying value \($ in millions\)) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 483.50 164.25 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 540.00 164.25 Td (117) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 58.50 150.26 Td (Par value \(per share\)) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 537.75 150.25 Td (0.01) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 58.50 136.26 Td (Liquidation preference \(per share\)) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 533.25 136.25 Td (1,000) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 58.50 122.26 Td (Number of shares authorized) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 517.50 122.25 Td (2,576,601) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 58.50 108.26 Td (Number of shares issued and outstanding) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 517.50 108.25 Td (1,288,301) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 58.50 94.26 Td (Dividend/coupon) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 549.00 94.25 Td (7) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 553.50 94.25 Td (%) Tj ET Q BT /F1 10.00 Tf ET BT /F1 8.00 Tf ET q 0 0 0 rg BT 49.50 80.70 Td (\(a\) ) Tj ET Q q 0 0 0 rg BT 67.50 80.70 Td (Nonredeemable prior to May15,2016.) Tj ET Q BT /F1 8.00 Tf ET endstream endobj 17 0 obj <>] /Rotate 0 /Contents 18 0 R>> endobj 18 0 obj <> stream BT /F1 8.00 Tf ET 0 Tr /GS0 gs 0 Tw 0 Tc 100 Tz 0 TL 0 0 1 RG /GS0 gs 0.39 w 0 i [] 0 d 1 J 1 j 3 M 50 772.93359375 m 106.76171875 772.93359375 l s q 0 0 1 rg BT 50.00 774.00 Td (T) Tj ET Q q 0 0 1 rg BT 54.33 774.00 Td (able of Contents) Tj ET Q BT /F1 8.00 Tf ET 0 Tr /GS0 gs 0 Tw 0 Tc 100 Tz 0 TL BT /F1 18.00 Tf ET q 0 0 0 rg BT 50.00 752.40 Td (Basel III Public Disclosures) Tj ET Q BT /F1 8.00 Tf ET q 0 0 0 rg BT 50.00 742.80 Td (Ally Financial Inc.) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 303.50 33.60 Td (8) Tj ET Q BT /F3 10.00 Tf ET q 0 0 0 rg BT 49.50 713.25 Td (Series ) Tj ET Q q 0 0 0 rg BT 76.63 713.25 Td (A) Tj ET Q q 0 0 0 rg BT 82.75 713.25 Td ( Preferred Stock) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 700.45 Td (On ) Tj ET Q q 0 0 0 rg BT 80.25 700.45 Td (April 23, 2015, we announced a tender of) Tj ET Q q 0 0 0 rg BT 229.79 700.45 Td (fer to purchase up to) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 303.77 700.45 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 306.02 700.45 Td (13,000,000) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 346.52 700.45 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 348.77 700.45 Td (shares of our outstanding Series ) Tj ET Q q 0 0 0 rg BT 465.50 700.45 Td (A) Tj ET Q q 0 0 0 rg BT 471.50 700.45 Td ( preferred stock for) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 540.72 700.45 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 689.65 Td ($26.65) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 74.25 689.65 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 76.50 689.65 Td (per Series ) Tj ET Q q 0 0 0 rg BT 113.99 689.65 Td (A) Tj ET Q q 0 0 0 rg BT 119.99 689.65 Td ( share, which included an amount to cover accrued and unpaid dividends through the settlement date. ) Tj ET Q q 0 0 0 rg BT 486.22 689.65 Td (The tender of) Tj ET Q q 0 0 0 rg BT 534.53 689.65 Td (fer ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 678.85 Td (expired on May 20, 2015. On May 22, 2015, we repurchased) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 268.95 678.85 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 271.20 678.85 Td (13,000,000) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 311.70 678.85 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 313.95 678.85 Td (Series ) Tj ET Q q 0 0 0 rg BT 337.70 678.85 Td (A) Tj ET Q q 0 0 0 rg BT 343.70 678.85 Td ( Preferred Shares with an aggregate liquidation preference ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 668.05 Td (of) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 57.00 668.05 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 59.25 668.05 Td ($325 million) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 105.50 668.05 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 107.75 668.05 Td (for) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 118.24 668.05 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 120.49 668.05 Td ($347 million) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 166.75 668.05 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 169.00 668.05 Td (cash. Upon repurchase of the tendered Series ) Tj ET Q q 0 0 0 rg BT 332.93 668.05 Td (A) Tj ET Q q 0 0 0 rg BT 338.94 668.05 Td ( Preferred shares on May 22, 2015, we derecognized the ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 657.25 Td (carrying value of) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 110.97 657.25 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 113.22 657.25 Td ($325 million) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 159.47 657.25 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 161.72 657.25 Td (and recognized the excess consideration paid of) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 333.65 657.25 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 335.90 657.25 Td ($22 million) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 377.66 657.25 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 379.91 657.25 Td (as an additional return to preferred shareholders. ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 646.45 Td (The remaining) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 102.23 646.45 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 104.48 646.45 Td (27,870,560) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 144.98 646.45 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 147.23 646.45 Td (Series ) Tj ET Q q 0 0 0 rg BT 170.98 646.45 Td (A) Tj ET Q q 0 0 0 rg BT 176.98 646.45 Td ( Preferred Shares following the repurchase were not impacted as a result of this transaction.) Tj ET Q BT /F1 9.00 Tf ET BT /F3 10.00 Tf ET q 0 0 0 rg BT 49.50 626.45 Td (Series G Preferred Stock) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 613.65 Td (On March 1) Tj ET Q q 0 0 0 rg BT 110.65 613.65 Td (1, 2015, we issued a Notice of Partial Redemption to the holders of the outstanding Series G Preferred Stock to redeem, on a ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 602.85 Td (pro-rata basis,) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 100.48 602.85 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 102.73 602.85 Td (1,288,300) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 138.73 602.85 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 140.98 602.85 Td (shares at a redemption price of) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 251.68 602.85 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 253.93 602.85 Td ($1,000) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 278.68 602.85 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 280.93 602.85 Td (per share plus) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 330.92 602.85 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 333.17 602.85 Td ($10.50) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 357.92 602.85 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 360.17 602.85 Td (per share of accrued and unpaid dividends through the ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 592.05 Td (redemption date. On ) Tj ET Q q 0 0 0 rg BT 124.98 592.05 Td (April 10, 2015, we redeemed) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 229.95 592.05 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 232.20 592.05 Td (1,288,300) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 268.20 592.05 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 270.45 592.05 Td (shares of our outstanding SeriesG Preferred Stock, with an aggregate liquidation ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 581.25 Td (preference of approximately) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 151.44 581.25 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 153.69 581.25 Td ($1,288 million) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 206.70 581.25 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 208.95 581.25 Td (for approximately) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 273.67 581.25 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 275.92 581.25 Td ($1,302 million) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 328.93 581.25 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 331.18 581.25 Td (cash, which included) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 406.90 581.25 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 409.15 581.25 Td ($14 million) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 450.91 581.25 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 453.16 581.25 Td (in accrued and unpaid ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 570.45 Td (dividends. Upon redemption of the Series G Preferred shares, we derecognized the carrying value of) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 410.87 570.45 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 413.12 570.45 Td ($1) Tj ET Q q 0 0 0 rg BT 421.79 570.45 Td (17 million) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 459.04 570.45 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 461.29 570.45 Td (and recognized the excess ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 559.65 Td (consideration paid of) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 125.48 559.65 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 127.73 559.65 Td ($1,171 million) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 180.73 559.65 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 182.98 559.65 Td (as an additional return to preferred shareholders. ) Tj ET Q q 0 0 0 rg BT 359.75 559.65 Td (The remaining) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 412.48 559.65 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 414.73 559.65 Td (1,288,301) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 450.73 559.65 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 452.98 559.65 Td (Series G Preferred Shares ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 548.85 Td (following the redemption were not impacted as a result of this transaction.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 316.92 548.85 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 530.05 Td (The above capital actions were the result of ) Tj ET Q q 0 0 0 rg BT 225.94 530.05 Td (Ally receiving a non-objection to its capital plan from the FRB on March 1) Tj ET Q q 0 0 0 rg BT 495.79 530.05 Td (1, 2015. ) Tj ET Q q 0 0 0 rg BT 527.13 530.05 Td (The ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 519.25 Td (remaining capital actions associated with the previously submitted capital plan are intended to occur during the remainder of 2015 and 2016 ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 508.45 Td (including the use of capital to repurchase additional high-cost unsecured debt as part of our ) Tj ET Q q 0 0 0 rg BT 379.65 508.45 Td (ALM initiatives. ) Tj ET Q q 0 0 0 rg BT 441.73 508.45 Td (W) Tj ET Q q 0 0 0 rg BT 449.50 508.45 Td (e are in active discussions with ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 497.65 Td (the Federal Reserve related to the potential redemption of our Series G preferred securities.Subject to a variety of factors, including a non-) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 486.85 Td (objection from our regulators, we may redeem some or all of our remaining Series G or other preferred securities in the near future.) Tj ET Q BT /F2 10.00 Tf ET q 0 0 0 rg BT 49.50 466.85 Td (T) Tj ET Q q 0 0 0 rg BT 55.43 466.85 Td (rust Pr) Tj ET Q q 0 0 0 rg BT 85.52 466.85 Td (eferr) Tj ET Q q 0 0 0 rg BT 106.42 466.85 Td (ed Securities) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 454.05 Td (W) Tj ET Q q 0 0 0 rg BT 75.27 454.05 Td (e currently have issued and outstanding approximately ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 273.97 454.05 Td ($2.6 billion) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 315.47 454.05 Td ( in aggregate liquidation preference of 8.125% Fixed Rate / Floating ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 443.25 Td (Rate ) Tj ET Q q 0 0 0 rg BT 68.08 443.25 Td (T) Tj ET Q q 0 0 0 rg BT 73.26 443.25 Td (rust Preferred Securities, Series 2 \(Series2 ) Tj ET Q q 0 0 0 rg BT 229.55 443.25 Td (TRUPS\). Each Series2 ) Tj ET Q q 0 0 0 rg BT 316.13 443.25 Td (TRUPS security has a liquidation amount of $25. Distributions are ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 432.45 Td (cumulative and are payable until redemption at the applicable coupon rate. Distributions are payable at an annual rate of 8.125% payable ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 421.65 Td (quarterly in arrears, through but excluding February15,2016. From and including February15,2016, to but excluding February15,2040, ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 410.85 Td (distributions will be payable at an annual rate equal to three-month London interbank of) Tj ET Q q 0 0 0 rg BT 366.50 410.85 Td (fer rate plus 5.785% payable quarterly in arrears, ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 400.05 Td (beginning May15,2016. ) Tj ET Q q 0 0 0 rg BT 142.00 400.05 Td (Ally has the right to defer payments of interest for a period not exceeding 20consecutive quarters. ) Tj ET Q q 0 0 0 rg BT 498.22 400.05 Td (The Series2 ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 389.25 Td (TRUPS have no stated maturity date, but must be redeemed upon the redemption or maturity of the related debentures \(Debentures\), which ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 378.45 Td (mature on February15,2040. ) Tj ET Q q 0 0 0 rg BT 158.23 378.45 Td (Ally at any time on or after February 15, 2016 may redeem the Series 2 ) Tj ET Q q 0 0 0 rg BT 417.49 378.45 Td (TRUPS at a redemption price equal to ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 367.65 Td (100% of the principal amount being redeemed, plus accrued and unpaid interest through the date of redemption. ) Tj ET Q q 0 0 0 rg BT 454.96 367.65 Td (The Series2 ) Tj ET Q q 0 0 0 rg BT 502.03 367.65 Td (TRUPS are ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 356.85 Td (generally nonvoting, other than with respect to certain limited matters. During any period in which any Series2 ) Tj ET Q q 0 0 0 rg BT 453.23 356.85 Td (TRUPS remain outstanding ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 346.05 Td (but in which distributions on the Series2 ) Tj ET Q q 0 0 0 rg BT 199.33 346.05 Td (TRUPS have not been fully paid, none of ) Tj ET Q q 0 0 0 rg BT 350.06 346.05 Td (Ally or its subsidiaries will be permitted to \(i\)declare or ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 335.25 Td (pay dividends on, make any distributions with respect to, or redeem, purchase, acquire or otherwise make a liquidation payment with respect ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 324.45 Td (to, any of ) Tj ET Q q 0 0 0 rg BT 85.50 324.45 Td (Ally) Tj ET Q q 0 0 0 rg BT 104.00 324.45 Td (s capital stock or make any guarantee payment with respect thereto; or \(ii\)make any payments of principal, interest, or ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 313.65 Td (premium on, or repay) Tj ET Q q 0 0 0 rg BT 126.89 313.65 Td (, repurchase or redeem, any debt securities or guarantees that rank on a parity with or junior in interest to the Debentures ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 302.85 Td (with certain specified exceptions in each case.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 284.05 Td (The amount of trust preferred securities included in ) Tj ET Q q 0 0 0 rg BT 254.77 284.05 Td (T) Tj ET Q q 0 0 0 rg BT 259.95 284.05 Td (ier 1 capital was ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 320.93 284.05 Td ($2.5 billion) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 362.43 284.05 Td ( at ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 373.43 284.05 Td (September30, 2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 445.66 284.05 Td (. ) Tj ET Q q 0 0 0 rg BT 450.00 284.05 Td (The amount represents the ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 273.25 Td (carrying amount of the trust preferred securities less ) Tj ET Q q 0 0 0 rg BT 238.94 273.25 Td (Ally) Tj ET Q q 0 0 0 rg BT 257.44 273.25 Td (s common stock investment in the trust.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 254.45 Td (The trust preferred securities were issued prior to October 4, 2010, under the Emer) Tj ET Q q 0 0 0 rg BT 364.98 254.45 Td (gency Economic Stabilization ) Tj ET Q q 0 0 0 rg BT 474.71 254.45 Td (Act of 2008 and are not ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 243.65 Td (subject to phase-out from additional ) Tj ET Q q 0 0 0 rg BT 181.56 243.65 Td (T) Tj ET Q q 0 0 0 rg BT 186.74 243.65 Td (ier 1 capital into ) Tj ET Q q 0 0 0 rg BT 247.55 243.65 Td (T) Tj ET Q q 0 0 0 rg BT 252.73 243.65 Td (ier 2 capital.) Tj ET Q BT /F2 10.00 Tf ET q 0 0 0 rg BT 49.50 223.65 Td (Subordinated Debt) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 210.85 Td (Qualifying subordinated debt included in ) Tj ET Q q 0 0 0 rg BT 217.56 210.85 Td (T) Tj ET Q q 0 0 0 rg BT 222.74 210.85 Td (ier 2 capital was ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 283.71 210.85 Td ($192 million) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 329.96 210.85 Td ( at ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 340.96 210.85 Td (September30, 2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 413.20 210.85 Td (. ) Tj ET Q q 0 0 0 rg BT 417.53 210.85 Td (The qualifying subordinated debt ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 200.05 Td (represents subordinated debt issued by ) Tj ET Q q 0 0 0 rg BT 190.22 200.05 Td (Ally with an original term to maturity of five years or greater) Tj ET Q q 0 0 0 rg BT 409.90 200.05 Td (. ) Tj ET Q q 0 0 0 rg BT 414.24 200.05 Td (The debt currently has a remaining ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 189.25 Td (maturity of more than three years, but less than four years and has a carrying value of ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 359.39 189.25 Td ($320 million) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 405.64 189.25 Td (. ) Tj ET Q q 0 0 0 rg BT 409.98 189.25 Td (The debt has a coupon rate of 8% and a ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 178.45 Td (maturity date of December 31, 2018. ) Tj ET Q q 0 0 0 rg BT 184.29 178.45 Td (The amount that qualifies for inclusion in ) Tj ET Q q 0 0 0 rg BT 335.85 178.45 Td (T) Tj ET Q q 0 0 0 rg BT 341.03 178.45 Td (ier 2 capital is required to be discounted by 40 percent.) Tj ET Q endstream endobj 19 0 obj <>] /Rotate 0 /Contents 20 0 R>> endobj 20 0 obj <> stream BT /F1 8.00 Tf ET 0 Tr /GS0 gs 0 Tw 0 Tc 100 Tz 0 TL 0 0 1 RG /GS0 gs 0.39 w 0 i [] 0 d 1 J 1 j 3 M 50 772.93359375 m 106.76171875 772.93359375 l s q 0 0 1 rg BT 50.00 774.00 Td (T) Tj ET Q q 0 0 1 rg BT 54.33 774.00 Td (able of Contents) Tj ET Q BT /F1 8.00 Tf ET 0 Tr /GS0 gs 0 Tw 0 Tc 100 Tz 0 TL BT /F1 18.00 Tf ET q 0 0 0 rg BT 50.00 752.40 Td (Basel III Public Disclosures) Tj ET Q BT /F1 8.00 Tf ET q 0 0 0 rg BT 50.00 742.80 Td (Ally Financial Inc.) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 303.50 33.60 Td (9) Tj ET Q BT /F2 12.00 Tf ET q 0 0 0 rg BT 49.50 711.90 Td (Capital ) Tj ET Q q 0 0 0 rg BT 89.84 711.90 Td (Adequacy) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 699.10 Td (Ally has a capital management framework that adheres to the FRB) Tj ET Q q 0 0 0 rg BT 309.92 699.10 Td (s capital plan rule for an ef) Tj ET Q q 0 0 0 rg BT 406.22 699.10 Td (fective capital adequacy process, as well as ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 688.30 Td (broader FRB and FDIC risk management and capital related supervisory guidance.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 669.50 Td (Capital adequacy assessment and management is conducted at both the enterprise and at ) Tj ET Q q 0 0 0 rg BT 386.64 669.50 Td (Ally Bank and frameworks have been ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 658.70 Td (established at both levels. Governance and oversight for each level is provided by the respective Boards of Directors \(Boards\) and ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 647.90 Td (management structures.) Tj ET Q BT /F2 10.00 Tf ET q 0 0 0 rg BT 49.50 627.90 Td (Enterprise Risk Management Framework) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 615.10 Td (Ally is committed to achieving and sustaining strong risk management practices consistent with regulatory expectations and industry ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 604.30 Td (standards. ) Tj ET Q q 0 0 0 rg BT 87.83 604.30 Td (The Enterprise Risk Management \(ERM\) framework ensures that ) Tj ET Q q 0 0 0 rg BT 325.26 604.30 Td (Ally operates through a disciplined approach by explicitly ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 593.50 Td (defining structure, governance, and processes for the ) Tj ET Q q 0 0 0 rg BT 241.18 593.50 Td (Ally enterprise and ) Tj ET Q q 0 0 0 rg BT 311.91 593.50 Td (Ally Bank. ) Tj ET Q q 0 0 0 rg BT 353.50 593.50 Td (The main objectives of the ERM framework are to ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 582.70 Td (identify ) Tj ET Q q 0 0 0 rg BT 79.25 582.70 Td (Ally) Tj ET Q q 0 0 0 rg BT 97.75 582.70 Td (s material risks; define tolerances through articulation of the risk appetite \(approved by the ) Tj ET Q q 0 0 0 rg BT 426.14 582.70 Td (Ally and ) Tj ET Q q 0 0 0 rg BT 459.14 582.70 Td (Ally Bank Boards\); ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 571.90 Td (measure, monitor) Tj ET Q q 0 0 0 rg BT 112.12 571.90 Td (, and report the risks; and manage or remediate risk relative to the risk appetite.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 553.10 Td (The ERM framework also establishes guidance for maintaining a strong risk management culture throughout ) Tj ET Q q 0 0 0 rg BT 461.40 553.10 Td (Ally) Tj ET Q q 0 0 0 rg BT 476.82 553.10 Td (. Enterprise-wide risk ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 542.30 Td (management culture is grounded in a top-down risk governance structure, originating with the ) Tj ET Q q 0 0 0 rg BT 389.91 542.30 Td (Ally and ) Tj ET Q q 0 0 0 rg BT 422.91 542.30 Td (Ally Bank Boards, and implemented ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 531.50 Td (through ) Tj ET Q q 0 0 0 rg BT 79.25 531.50 Td (Ally and ) Tj ET Q q 0 0 0 rg BT 112.25 531.50 Td (Ally Bank Board-level and management committees down to line of business committees, councils, members of enterprise ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 520.70 Td (management teams, and line of business management teams. Equally important is the bottom-up and cross business identification, assessment ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 509.90 Td (and management of risks to provide information and reporting to senior management to appropriately manage and control risk exposures ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 499.10 Td (within ) Tj ET Q q 0 0 0 rg BT 74.25 499.10 Td (Ally) Tj ET Q q 0 0 0 rg BT 92.76 499.10 Td (s established Risk ) Tj ET Q q 0 0 0 rg BT 159.01 499.10 Td (Appetite Framework \(which includes the identification of material risks commensurate to ) Tj ET Q q 0 0 0 rg BT 483.17 499.10 Td (Ally\).) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 480.30 Td (T) Tj ET Q q 0 0 0 rg BT 72.37 480.30 Td (o ef) Tj ET Q q 0 0 0 rg BT 85.95 480.30 Td (fectively manage the risks of ) Tj ET Q q 0 0 0 rg BT 191.66 480.30 Td (Ally) Tj ET Q q 0 0 0 rg BT 207.08 480.30 Td (, the ERM framework defines three lines of defense that clarify the general roles and ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 469.50 Td (responsibilities of the risk owners, risk management and risk reviewers. ) Tj ET Q q 0 0 0 rg BT 309.77 469.50 Td (This three lines of defense approach directly supports the balance ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 458.70 Td (between risk and return to protect the enterprise and ) Tj ET Q q 0 0 0 rg BT 238.68 458.70 Td (Ally Bank tar) Tj ET Q q 0 0 0 rg BT 287.51 458.70 Td (get capital and liquidity levels. Each line has specific responsibilities with ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 447.90 Td (respect to the ef) Tj ET Q q 0 0 0 rg BT 106.56 447.90 Td (fectiveness of ) Tj ET Q q 0 0 0 rg BT 158.04 447.90 Td (Ally) Tj ET Q q 0 0 0 rg BT 176.54 447.90 Td (s governance, risk management and internal controls.) Tj ET Q BT /F2 10.00 Tf ET q 0 0 0 rg BT 49.50 427.90 Td (Capital Planning Practices) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 415.10 Td (The objective of the capital planning processes is to maintain capital levels that are commensurate with the enterprise and ) Tj ET Q q 0 0 0 rg BT 507.10 415.10 Td (Ally Bank risk ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 404.30 Td (profile, maintain capital above the minimum regulatory capital ratios and internal minimums, and continue to serve as a source of strength for ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 393.50 Td (Ally) Tj ET Q q 0 0 0 rg BT 68.00 393.50 Td (s depository institution, ) Tj ET Q q 0 0 0 rg BT 154.51 393.50 Td (Ally Bank. In addition, ) Tj ET Q q 0 0 0 rg BT 239.50 393.50 Td (Ally will continue to maintain capital levels that enable the company to meet its ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 382.70 Td (obligations to creditors and counterparties and provide credit during stressful conditions.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 363.90 Td (The capital adequacy process provides a comprehensive structure to manage capital adequacy across the entire or) Tj ET Q q 0 0 0 rg BT 475.41 363.90 Td (ganization. ) Tj ET Q q 0 0 0 rg BT 517.23 363.90 Td (The process ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 353.10 Td (documents key processes related to assessing the adequacy of ) Tj ET Q q 0 0 0 rg BT 273.18 353.10 Td (Ally enterprise and ) Tj ET Q q 0 0 0 rg BT 343.91 353.10 Td (Ally Bank capital and planning for short-term and long-term ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 342.30 Td (capital needs. It also incorporates related ef) Tj ET Q q 0 0 0 rg BT 205.51 342.30 Td (forts inclusive of stress testing, material risk identification, risk appetite, economic capital ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 331.50 Td (modeling and an increased focus on corporate governance as required by the U.S. regulators.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 312.70 Td (The capital adequacy process is designed to be a central integration point for decision-making processes internal to the or) Tj ET Q q 0 0 0 rg BT 504.19 312.70 Td (ganization. ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 301.90 Td (Outputs from the capital adequacy process will be used to inform and improve risk appetite and related risk limits, as well as initiate capital ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 291.10 Td (discussions and potential capital decisions based on established triggers \(such as internal capital tar) Tj ET Q q 0 0 0 rg BT 406.49 291.10 Td (gets, internal goals/minimums and ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 280.30 Td (regulatory minimums\).) Tj ET Q BT /F2 10.00 Tf ET q 0 0 0 rg BT 49.50 260.30 Td (Enterprise-W) Tj ET Q q 0 0 0 rg BT 108.20 260.30 Td (ide Str) Tj ET Q q 0 0 0 rg BT 136.62 260.30 Td (ess ) Tj ET Q q 0 0 0 rg BT 151.17 260.30 Td (T) Tj ET Q q 0 0 0 rg BT 156.92 260.30 Td (esting & Capital Planning) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 247.50 Td (Ally) Tj ET Q q 0 0 0 rg BT 86.00 247.50 Td (s enterprise-wide stress testing process measures risks throughout the business, reflecting a required or internally driven set of ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 236.70 Td (economic scenarios, and ultimately influences ) Tj ET Q q 0 0 0 rg BT 217.45 236.70 Td (Ally and ) Tj ET Q q 0 0 0 rg BT 250.44 236.70 Td (Ally Bank risk management and capital planning practices.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 217.90 Td (Ally conducts numerous stress tests each year including severe stresses of macroeconomic conditions and idiosyncratic stresses that are ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 207.10 Td (more specific to ) Tj ET Q q 0 0 0 rg BT 109.23 207.10 Td (Ally) Tj ET Q q 0 0 0 rg BT 124.65 207.10 Td (. ) Tj ET Q q 0 0 0 rg BT 128.98 207.10 Td (The results of each stress test are integrated into the Company) Tj ET Q q 0 0 0 rg BT 354.92 207.10 Td (s decision-making, including the Company) Tj ET Q q 0 0 0 rg BT 512.14 207.10 Td (s view of ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 196.30 Td (capital adequacy) Tj ET Q q 0 0 0 rg BT 109.13 196.30 Td (.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 177.50 Td (Ally has established a centrally coordinated stress-testing process, with close engagement of senior management and the Boards ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 166.70 Td (throughout the process. ) Tj ET Q q 0 0 0 rg BT 135.49 166.70 Td (Ally) Tj ET Q q 0 0 0 rg BT 153.99 166.70 Td (s Enterprise Stress ) Tj ET Q q 0 0 0 rg BT 222.57 166.70 Td (T) Tj ET Q q 0 0 0 rg BT 227.43 166.70 Td (esting and Scenario ) Tj ET Q q 0 0 0 rg BT 299.67 166.70 Td (Analysis \(STSA\) team is a dedicated team within the Risk Management ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 155.90 Td (function that develops and facilitates stress tests based on an established set of methodologies and appropriately tailored assumptions across ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 145.10 Td (Ally and its subsidiaries, for both the enterprise and ) Tj ET Q q 0 0 0 rg BT 237.46 145.10 Td (Ally Bank portfolios and exposures. ) Tj ET Q q 0 0 0 rg BT 369.45 145.10 Td (A) Tj ET Q q 0 0 0 rg BT 375.45 145.10 Td ( centrally managed process helps ensure ef) Tj ET Q q 0 0 0 rg BT 529.22 145.10 Td (fective ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 134.30 Td (oversight and control and is conducive to providing consistent output that can inform strategic decisions on an ongoing basis.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 115.50 Td (The STSA) Tj ET Q q 0 0 0 rg BT 105.25 115.50 Td ( team coordinates the development of scenarios, analyzes and challenges results and supporting documentation, as well as ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 104.70 Td (prepares summary reporting materials representative of the ) Tj ET Q q 0 0 0 rg BT 263.67 104.70 Td (Ally enterprise and ) Tj ET Q q 0 0 0 rg BT 334.40 104.70 Td (Ally Bank for internal and external parties.) Tj ET Q BT /F2 10.00 Tf ET q 0 0 0 rg BT 49.50 84.70 Td (Risk ) Tj ET Q q 0 0 0 rg BT 70.90 84.70 Td (Appetite Framework) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 71.90 Td (The goal of the Risk ) Tj ET Q q 0 0 0 rg BT 142.74 71.90 Td (Appetite Framework is to ensure that ) Tj ET Q q 0 0 0 rg BT 278.21 71.90 Td (Ally) Tj ET Q q 0 0 0 rg BT 296.71 71.90 Td (s risk-taking activities are commensurate with the ) Tj ET Q q 0 0 0 rg BT 477.41 71.90 Td (Ally and ) Tj ET Q q 0 0 0 rg BT 510.41 71.90 Td (Ally Bank ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 61.10 Td (Board-stated risk appetite and that ultimately current and projected capital levels are suf) Tj ET Q q 0 0 0 rg BT 366.21 61.10 Td (ficient to meet or exceed regulatory standards. ) Tj ET Q q 0 0 0 rg BT 534.65 61.10 Td (Ally ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 50.30 Td (recognizes the importance of understanding the critical links among strategy) Tj ET Q q 0 0 0 rg BT 324.07 50.30 Td (, business plans and risks; ) Tj ET Q q 0 0 0 rg BT 419.08 50.30 Td (Ally) Tj ET Q q 0 0 0 rg BT 437.58 50.30 Td (s Risk ) Tj ET Q q 0 0 0 rg BT 461.59 50.30 Td (Appetite Framework ) Tj ET Q endstream endobj 21 0 obj <>] /Rotate 0 /Contents 22 0 R>> endobj 22 0 obj <> stream BT /F1 8.00 Tf ET 0 Tr /GS0 gs 0 Tw 0 Tc 100 Tz 0 TL 0 0 1 RG /GS0 gs 0.39 w 0 i [] 0 d 1 J 1 j 3 M 50 772.93359375 m 106.76171875 772.93359375 l s q 0 0 1 rg BT 50.00 774.00 Td (T) Tj ET Q q 0 0 1 rg BT 54.33 774.00 Td (able of Contents) Tj ET Q BT /F1 8.00 Tf ET 0 Tr /GS0 gs 0 Tw 0 Tc 100 Tz 0 TL BT /F1 18.00 Tf ET q 0 0 0 rg BT 50.00 752.40 Td (Basel III Public Disclosures) Tj ET Q BT /F1 8.00 Tf ET q 0 0 0 rg BT 50.00 742.80 Td (Ally Financial Inc.) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 301.00 33.60 Td (10) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 713.80 Td (established by the ) Tj ET Q q 0 0 0 rg BT 115.74 713.80 Td (Ally and ) Tj ET Q q 0 0 0 rg BT 148.74 713.80 Td (Ally Bank Boards facilitates this linkage by establishing risk capacity) Tj ET Q q 0 0 0 rg BT 398.85 713.80 Td (, appetite and tolerances across all material ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 703.00 Td (risk types, and by monitoring those against business plan, forecasts and stress test results.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 684.20 Td (Ally uses a combination of risk tolerance metrics and limits to provide the basis for risk reporting to ) Tj ET Q q 0 0 0 rg BT 429.42 684.20 Td (Ally and ) Tj ET Q q 0 0 0 rg BT 462.42 684.20 Td (Ally Bank management ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 673.40 Td (and Boards. In order to assess capital adequacy) Tj ET Q q 0 0 0 rg BT 218.86 673.40 Td (, the framework includes processes to compare current and projected capital levels \(from ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 662.60 Td (baseline forecasting, economic capital and stress testing\) to regulatory well-capitalized minimums as well as internal tar) Tj ET Q q 0 0 0 rg BT 489.18 662.60 Td (gets and minimums. ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 651.80 Td (In addition, the framework highlights specific processes for ensuring appropriate governance, oversight and accountability for risk appetite.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 633.00 Td (Ally) Tj ET Q q 0 0 0 rg BT 86.00 633.00 Td (s risk appetite metrics are monitored by the Risk Management function, and a summarized update is shared with the Enterprise Risk ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 622.20 Td (Management Committee and the Risk and Compliance Committee \(RCC\) of the Board no less than semi-annually \(at ) Tj ET Q q 0 0 0 rg BT 474.17 622.20 Td (Ally Bank, the ) Tj ET Q q 0 0 0 rg BT 528.66 622.20 Td (Ally ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 611.40 Td (Bank Risk Management Committee, and the Risk Committee \(RC\) of the ) Tj ET Q q 0 0 0 rg BT 315.47 611.40 Td (Ally Bank Board\). Detailed risk appetite metrics are also reported ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 600.60 Td (throughout the or) Tj ET Q q 0 0 0 rg BT 111.83 600.60 Td (ganization to various risk, treasury and financial committees. ) Tj ET Q q 0 0 0 rg BT 333.26 600.60 Td (Ally) Tj ET Q q 0 0 0 rg BT 351.76 600.60 Td (s Risk ) Tj ET Q q 0 0 0 rg BT 375.78 600.60 Td (Appetite Framework, also adopted by ) Tj ET Q q 0 0 0 rg BT 513.25 600.60 Td (Ally Bank, is ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 589.80 Td (reviewed and approved by the RCC \(RC at ) Tj ET Q q 0 0 0 rg BT 205.97 589.80 Td (Ally Bank\) annually and is disseminated throughout the or) Tj ET Q q 0 0 0 rg BT 416.77 589.80 Td (ganization.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 571.00 Td (The following table presents ) Tj ET Q q 0 0 0 rg BT 171.98 571.00 Td (Ally's risk-weighted assets by exposure type calculated under the Final Capital Rules at ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 489.27 571.00 Td (September30, ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 560.20 Td (2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 560.20 Td (.) Tj ET Q 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 50 535.7 m 481 535.7 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 481 535.7 m 563 535.7 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 50 339.7 m 481 339.7 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 481 339.7 m 563 339.7 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 50 325.7 m 481 325.7 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 481 325.7 m 563 325.7 l s BT /F1 9.00 Tf ET q 0 0 0 rg BT 52.50 540.16 Td (\() Tj ET Q BT /F4 9.00 Tf ET q 0 0 0 rg BT 55.50 540.16 Td ($ in millions) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 100.50 540.16 Td (\)) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 483.95 540.15 Td (September 30, 2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 52.50 526.16 Td (Exposures to government-sponsored enterprises) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 483.50 526.15 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 539.25 526.15 Td (1,550) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 52.50 512.16 Td (Exposures to depository institutions, and foreign banks) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 546.00 512.15 Td (374) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 52.50 498.16 Td (Exposures to public-sector entities) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 546.00 498.15 Td (334) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 52.50 484.16 Td (Corporate exposures) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 534.75 484.15 Td (35,386) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 52.50 470.16 Td (Retail exposures) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 534.75 470.15 Td (63,243) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 52.50 456.16 Td (Residential mortgage exposures) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 539.25 456.15 Td (5,664) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 52.50 442.16 Td (High volatility commercial real estate loans) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 546.00 442.15 Td (311) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 52.50 428.16 Td (Past due loans) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 546.00 428.15 Td (732) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 52.50 414.16 Td (Other assets \(a\)) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 534.75 414.15 Td (21,859) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 52.50 400.16 Td (Securitization exposures) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 539.25 400.15 Td (1,573) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 52.50 386.16 Td (Equity exposures) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 539.25 386.15 Td (1,307) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 52.50 372.16 Td (Other off-balance sheet items) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 539.25 372.15 Td (1,343) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 52.50 358.16 Td (OTC derivatives) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 546.00 358.15 Td (140) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 52.50 344.16 Td (Cleared transactions) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 555.00 344.15 Td (5) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 52.50 330.16 Td (Total standardized risk-weighted assets \(b\)) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 483.50 330.15 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 530.25 330.15 Td (133,821) Tj ET Q BT /F1 10.00 Tf ET BT /F1 8.00 Tf ET q 0 0 0 rg BT 49.50 316.60 Td (\(a\) ) Tj ET Q BT /F1 8.00 Tf ET q 0 0 0 rg BT 67.50 316.60 Td (Includes investments in operating leases with a risk-weighted asset amount of ) Tj ET Q BT /F1 8.00 Tf ET q 0 0 0 rg BT 318.33 316.60 Td ($17.3 billion) Tj ET Q BT /F1 8.00 Tf ET q 0 0 0 rg BT 359.22 316.60 Td (.) Tj ET Q BT /F1 8.00 Tf ET q 0 0 0 rg BT 49.50 307.00 Td (\(b\) ) Tj ET Q BT /F1 8.00 Tf ET q 0 0 0 rg BT 67.50 307.00 Td (For more information refer to the ) Tj ET Q BT /F1 8.00 Tf ET q 0 0 0 rg BT 175.91 307.00 Td (September30, 2015) Tj ET Q BT /F1 8.00 Tf ET q 0 0 0 rg BT 240.12 307.00 Td ( FR ) Tj ET Q q 0 0 0 rg BT 253.61 307.00 Td (Y) Tj ET Q q 0 0 0 rg BT 258.50 307.00 Td (-9C Schedule HC-R.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 288.20 Td (The following table summarizes the capital ratios for ) Tj ET Q q 0 0 0 rg BT 259.94 288.20 Td (Ally and its depository subsidiary) Tj ET Q q 0 0 0 rg BT 380.85 288.20 Td (, ) Tj ET Q q 0 0 0 rg BT 384.85 288.20 Td (Ally Bank.) Tj ET Q 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 50 245.70000000000005 m 345 245.70000000000005 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 345 245.70000000000005 m 415 245.70000000000005 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 415 245.70000000000005 m 419 245.70000000000005 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 419 245.70000000000005 m 489 245.70000000000005 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 489 245.70000000000005 m 493 245.70000000000005 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 493 245.70000000000005 m 563 245.70000000000005 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 50 217.70000000000005 m 345 217.70000000000005 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 345 217.70000000000005 m 415 217.70000000000005 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 415 217.70000000000005 m 419 217.70000000000005 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 419 217.70000000000005 m 489 217.70000000000005 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 489 217.70000000000005 m 493 217.70000000000005 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 493 217.70000000000005 m 563 217.70000000000005 l s BT /F2 9.00 Tf ET q 0 0 0 rg BT 52.50 250.15 Td (September 30, 2015) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 347.60 268.15 Td (Common Equity) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 368.00 259.15 Td (T) Tj ET Q q 0 0 0 rg BT 373.84 259.15 Td (ier) Tj ET Q q 0 0 0 rg BT 384.17 259.15 Td ( 1) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 353.60 250.15 Td (Capital Ratio) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 442.00 259.15 Td (T) Tj ET Q q 0 0 0 rg BT 447.84 259.15 Td (ier) Tj ET Q q 0 0 0 rg BT 458.17 259.15 Td ( 1 ) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 427.60 250.15 Td (Capital Ratio) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 506.25 268.15 Td (T) Tj ET Q q 0 0 0 rg BT 511.43 268.15 Td (otal Risk-) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 515.95 259.15 Td (Based) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 501.60 250.15 Td (Capital Ratio) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 52.50 236.16 Td (Ally Financial Inc.) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 385.25 236.15 Td (10.05) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 405.50 236.15 Td (%) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 459.25 236.15 Td (12.02) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 479.50 236.15 Td (%) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 533.25 236.15 Td (12.95) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 553.50 236.15 Td (%) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 52.50 222.16 Td (Ally Bank) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 385.25 222.15 Td (17.50) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 459.25 222.15 Td (17.50) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 533.25 222.15 Td (17.96) Tj ET Q BT /F1 10.00 Tf ET endstream endobj 23 0 obj <>] /Rotate 0 /Contents 24 0 R>> endobj 24 0 obj <> stream BT /F1 8.00 Tf ET 0 Tr /GS0 gs 0 Tw 0 Tc 100 Tz 0 TL 0 0 1 RG /GS0 gs 0.39 w 0 i [] 0 d 1 J 1 j 3 M 50 772.93359375 m 106.76171875 772.93359375 l s q 0 0 1 rg BT 50.00 774.00 Td (T) Tj ET Q q 0 0 1 rg BT 54.33 774.00 Td (able of Contents) Tj ET Q BT /F1 8.00 Tf ET 0 Tr /GS0 gs 0 Tw 0 Tc 100 Tz 0 TL BT /F1 18.00 Tf ET q 0 0 0 rg BT 50.00 752.40 Td (Basel III Public Disclosures) Tj ET Q BT /F1 8.00 Tf ET q 0 0 0 rg BT 50.00 742.80 Td (Ally Financial Inc.) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 301.15 33.60 Td (1) Tj ET Q q 0 0 0 rg BT 305.78 33.60 Td (1) Tj ET Q BT /F2 12.00 Tf ET q 0 0 0 rg BT 49.50 711.90 Td (Capital Conservation Buffer) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 699.10 Td (As part of the Basel III capital requirements, ) Tj ET Q q 0 0 0 rg BT 229.69 699.10 Td (Ally will be subject to a capital conservation buf) Tj ET Q q 0 0 0 rg BT 404.48 699.10 Td (fer of more than 2.5%, subject to a phase-in ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 688.30 Td (period beginning January 1, 2016 through December 31, 2018. ) Tj ET Q q 0 0 0 rg BT 277.79 688.30 Td (The capital conservation buf) Tj ET Q q 0 0 0 rg BT 380.33 688.30 Td (fer is comprised solely of common equity tier 1 ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 677.50 Td (capital and is equal to the lowest of the reported common equity tier 1, tier 1 and total capital ratios minus the minimum capital requirements ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 666.70 Td (for each respective ratio. Failure to maintain the full amount of the buf) Tj ET Q q 0 0 0 rg BT 303.50 666.70 Td (fer will result in restrictions on ) Tj ET Q q 0 0 0 rg BT 416.48 666.70 Td (Ally's ability to make capital ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 655.90 Td (distributions, including dividend payment and stock repurchases and redemptions, and to pay discretionary bonuses to executive of) Tj ET Q q 0 0 0 rg BT 521.23 655.90 Td (ficers.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 637.10 Td (The capital conservation buf) Tj ET Q q 0 0 0 rg BT 170.05 637.10 Td (fer will not become ef) Tj ET Q q 0 0 0 rg BT 249.35 637.10 Td (fective until 2016 and, therefore, is not applicable in 2015.) Tj ET Q endstream endobj 25 0 obj <>] /Rotate 0 /Contents 26 0 R>> endobj 26 0 obj <> stream BT /F1 8.00 Tf ET 0 Tr /GS0 gs 0 Tw 0 Tc 100 Tz 0 TL 0 0 1 RG /GS0 gs 0.39 w 0 i [] 0 d 1 J 1 j 3 M 50 772.93359375 m 106.76171875 772.93359375 l s q 0 0 1 rg BT 50.00 774.00 Td (T) Tj ET Q q 0 0 1 rg BT 54.33 774.00 Td (able of Contents) Tj ET Q BT /F1 8.00 Tf ET 0 Tr /GS0 gs 0 Tw 0 Tc 100 Tz 0 TL BT /F1 18.00 Tf ET q 0 0 0 rg BT 50.00 752.40 Td (Basel III Public Disclosures) Tj ET Q BT /F1 8.00 Tf ET q 0 0 0 rg BT 50.00 742.80 Td (Ally Financial Inc.) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 301.00 33.60 Td (12) Tj ET Q BT /F2 12.00 Tf ET q 0 0 0 rg BT 49.50 711.90 Td (Cr) Tj ET Q q 0 0 0 rg BT 63.28 711.90 Td (edit Risk) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 699.10 Td (For qualitative discussion surrounding our Credit Risk management policies, procedures, and practices, refer to the Risk Management ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 688.30 Td (section within MD&A) Tj ET Q q 0 0 0 rg BT 130.00 688.30 Td ( of our Quarterly Report on Form 10-Q for the three months ended ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 372.19 688.30 Td (September30, 2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 444.43 688.30 Td ( and our 2014 ) Tj ET Q q 0 0 0 rg BT 495.92 688.30 Td (Annual Report on ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 677.50 Td (Form 10-K.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 658.70 Td (For a description of our accounting policies for \(i\) determining past due or delinquency status, \(ii\) placing loans on nonaccrual status, ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 647.90 Td (\(iii\) returning loans to accrual status, \(iv\) identifying impaired loans, \(v\) estimating our allowance for loan and lease losses, \(vi\) and char) Tj ET Q q 0 0 0 rg BT 542.18 647.90 Td (ging ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 637.10 Td (of) Tj ET Q q 0 0 0 rg BT 56.83 637.10 Td (f uncollectible amounts, refer to the ) Tj ET Q BT /F4 9.00 Tf ET q 0 0 0 rg BT 187.54 637.10 Td (Significant ) Tj ET Q q 0 0 0 rg BT 228.62 637.10 Td (Accounting Policies) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 300.85 637.10 Td ( section within Note 1 to the Consolidated Financial Statements in our ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 626.30 Td (2014 ) Tj ET Q q 0 0 0 rg BT 69.25 626.30 Td (Annual Report on Form 10-K.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 607.50 Td (The following table summarizes, by counterparty type and domicile, total and average balances for our significant asset classes exposed ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 596.70 Td (to credit risk.) Tj ET Q 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 185 572.2 m 222 572.2 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 222 572.2 m 259 572.2 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 259 572.2 m 305 572.2 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 305 572.2 m 342 572.2 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 342 572.2 m 384 572.2 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 388 572.2 m 430 572.2 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 430 572.2 m 470 572.2 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 470 572.2 m 512 572.2 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 50 531.2 m 185 531.2 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 185 531.2 m 222 531.2 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 222 531.2 m 259 531.2 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 259 531.2 m 305 531.2 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 305 531.2 m 342 531.2 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 342 531.2 m 384 531.2 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 384 531.2 m 388 531.2 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 388 531.2 m 430 531.2 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 430 531.2 m 470 531.2 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 470 531.2 m 512 531.2 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 512 531.2 m 516 531.2 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 516 531.2 m 563 531.2 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 50 429.2 m 185 429.2 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 185 429.2 m 222 429.2 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 222 429.2 m 259 429.2 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 259 429.2 m 305 429.2 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 305 429.2 m 342 429.2 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 342 429.2 m 384 429.2 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 384 429.2 m 388 429.2 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 388 429.2 m 430 429.2 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 430 429.2 m 470 429.2 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 470 429.2 m 512 429.2 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 512 429.2 m 516 429.2 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 516 429.2 m 563 429.2 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 50 415.2 m 185 415.2 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 185 415.2 m 222 415.2 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 222 415.2 m 259 415.2 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 259 415.2 m 305 415.2 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 305 415.2 m 342 415.2 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 342 415.2 m 384 415.2 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 384 415.2 m 388 415.2 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 388 415.2 m 430 415.2 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 430 415.2 m 470 415.2 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 470 415.2 m 512 415.2 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 512 415.2 m 516 415.2 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 516 415.2 m 563 415.2 l s BT /F2 9.00 Tf ET q 0 0 0 rg BT 247.00 576.65 Td (Counterparty Type) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 432.50 576.65 Td (Domicile) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 52.50 535.65 Td (September) Tj ET Q q 0 0 0 rg BT 93.83 535.65 Td ( 30, 2015 ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 129.83 535.65 Td (\() Tj ET Q BT /F4 9.00 Tf ET q 0 0 0 rg BT 132.82 535.65 Td ($ in millions) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 177.83 535.65 Td (\)) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 190.95 535.65 Td (Banks) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 227.70 544.65 Td (Public) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 228.55 535.65 Td (sector) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 261.50 544.65 Td (Corporate) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 265.20 535.65 Td (& Other) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 311.50 535.65 Td (Retail) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 352.65 535.65 Td (Total) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 395.45 544.65 Td (United) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 397.00 535.65 Td (States) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 439.95 544.65 Td (Non-) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 441.45 535.65 Td (U.S.) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 480.65 535.65 Td (Total) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 519.75 544.65 Td (Quarterly) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 524.00 535.65 Td (average) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 52.50 521.66 Td (Exposure) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 61.50 507.66 Td (Debt securities) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 187.50 507.65 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 205.00 507.65 Td (288) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 224.50 507.65 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 230.75 507.65 Td (11,183) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 261.50 507.65 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 281.25 507.65 Td (6,302) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 307.50 507.65 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 329.50 507.65 Td () Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 344.50 507.65 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 355.75 507.65 Td (17,773) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 390.50 507.65 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 401.75 507.65 Td (17,228) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 432.50 507.65 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 453.00 507.65 Td (545) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 472.50 507.65 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 483.75 507.65 Td (17,773) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 518.50 507.65 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 534.75 507.65 Td (17,745) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 61.50 493.66 Td (Finance receivables and loans,) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 70.50 484.66 Td (net of unearned income \(a\)) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 209.50 484.65 Td () Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 251.00 484.65 Td (2) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 276.75 484.65 Td (34,646) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 313.75 484.65 Td (73,380) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 351.25 484.65 Td (108,028) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 397.25 484.65 Td (108,019) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 462.00 484.65 Td (9) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 479.25 484.65 Td (108,028) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 530.25 484.65 Td (105,716) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 61.50 470.66 Td (Operating leases) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 209.50 470.65 Td () Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 246.50 470.65 Td () Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 292.50 470.65 Td () Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 313.75 470.65 Td (17,292) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 355.75 470.65 Td (17,292) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 401.75 470.65 Td (17,292) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 457.50 470.65 Td () Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 483.75 470.65 Td (17,292) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 534.75 470.65 Td (17,519) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 61.50 456.66 Td (Over-the-counter derivative) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 70.50 447.66 Td (contracts \(at fair value\)) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 205.00 447.65 Td (105) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 246.50 447.65 Td () Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 292.50 447.65 Td (47) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 329.50 447.65 Td () Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 367.00 447.65 Td (152) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 413.00 447.65 Td (119) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 457.50 447.65 Td (33) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 495.00 447.65 Td (152) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 546.00 447.65 Td (145) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 61.50 433.66 Td (Unfunded commitments) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 209.50 433.65 Td () Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 246.50 433.65 Td () Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 281.25 433.65 Td (1,593) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 325.00 433.65 Td (361) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 360.25 433.65 Td (1,954) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 406.25 433.65 Td (1,948) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 462.00 433.65 Td (6) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 488.25 433.65 Td (1,954) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 539.25 433.65 Td (1,803) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 52.50 419.66 Td (Total credit risk exposures) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 187.50 419.65 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 205.00 419.65 Td (393) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 224.50 419.65 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 230.75 419.65 Td (11,185) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 261.50 419.65 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 276.75 419.65 Td (42,588) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 307.50 419.65 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 313.75 419.65 Td (91,033) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 344.50 419.65 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 351.25 419.65 Td (145,199) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 390.50 419.65 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 397.25 419.65 Td (144,606) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 432.50 419.65 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 453.00 419.65 Td (593) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 472.50 419.65 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 479.25 419.65 Td (145,199) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 518.50 419.65 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 530.25 419.65 Td (142,928) Tj ET Q BT /F1 10.00 Tf ET BT /F1 8.00 Tf ET q 0 0 0 rg BT 49.50 406.10 Td (\(a\) ) Tj ET Q BT /F1 8.00 Tf ET q 0 0 0 rg BT 67.50 406.10 Td (Refer to the ) Tj ET Q BT /F4 8.00 Tf ET q 0 0 0 rg BT 107.26 406.10 Td (Risk Management) Tj ET Q BT /F1 8.00 Tf ET q 0 0 0 rg BT 164.80 406.10 Td ( section within MD&A) Tj ET Q q 0 0 0 rg BT 238.36 406.10 Td ( of our Quarterly Report on Form 10-Q for the three months ended ) Tj ET Q BT /F1 8.00 Tf ET q 0 0 0 rg BT 453.64 406.10 Td (September30, 2015) Tj ET Q BT /F1 8.00 Tf ET q 0 0 0 rg BT 517.85 406.10 Td ( for state ) Tj ET Q BT /F1 8.00 Tf ET q 0 0 0 rg BT 67.50 396.50 Td (concentration risk of our consumer and commercial loan portfolios.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 377.70 Td (The following table summarizes the remaining contractual maturity delineation of our significant asset classes exposed to credit risk.) Tj ET Q 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 49 335.20000000000005 m 302 335.20000000000005 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 302 335.20000000000005 m 367 335.20000000000005 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 367 335.20000000000005 m 432 335.20000000000005 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 432 335.20000000000005 m 497 335.20000000000005 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 497 335.20000000000005 m 562 335.20000000000005 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 49 251.20000000000005 m 302 251.20000000000005 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 302 251.20000000000005 m 367 251.20000000000005 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 367 251.20000000000005 m 432 251.20000000000005 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 432 251.20000000000005 m 497 251.20000000000005 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 497 251.20000000000005 m 562 251.20000000000005 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 49 237.20000000000005 m 302 237.20000000000005 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 302 237.20000000000005 m 367 237.20000000000005 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 367 237.20000000000005 m 432 237.20000000000005 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 432 237.20000000000005 m 497 237.20000000000005 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 497 237.20000000000005 m 562 237.20000000000005 l s BT /F2 9.00 Tf ET q 0 0 0 rg BT 51.50 339.65 Td (September) Tj ET Q q 0 0 0 rg BT 92.83 339.65 Td ( 30, 2015 ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 128.83 339.65 Td (\() Tj ET Q BT /F4 9.00 Tf ET q 0 0 0 rg BT 131.82 339.65 Td ($ in millions) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 176.83 339.65 Td (\)) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 311.15 348.65 Td (One year or) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 327.25 339.65 Td (less) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 371.40 357.65 Td (After one year) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 375.45 348.65 Td (through five) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 388.75 339.65 Td (years) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 445.70 348.65 Td (After five) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 453.75 339.65 Td (years) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 519.15 339.65 Td (Total) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 51.50 325.66 Td (Exposure) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 60.50 311.66 Td (Debt securities) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 304.50 311.65 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 350.00 311.65 Td (121) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 369.50 311.65 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 408.25 311.65 Td (2,863) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 434.50 311.65 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 468.75 311.65 Td (14,789) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 499.50 311.65 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 533.75 311.65 Td (17,773) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 60.50 297.66 Td (Finance receivables and loans, net of unearned income) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 338.75 297.65 Td (28,708) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 403.75 297.65 Td (39,302) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 468.75 297.65 Td (40,018) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 529.25 297.65 Td (108,028) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 60.50 283.66 Td (Operating leases) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 343.25 283.65 Td (4,527) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 403.75 283.65 Td (12,765) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 484.50 283.65 Td () Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 533.75 283.65 Td (17,292) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 60.50 269.66 Td (Over-the-counter derivative contracts \(at fair value\)) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 359.00 269.65 Td (5) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 419.50 269.65 Td (97) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 484.50 269.65 Td (50) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 545.00 269.65 Td (152) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 60.50 255.66 Td (Unfunded commitments) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 350.00 255.65 Td (310) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 408.25 255.65 Td (1,108) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 480.00 255.65 Td (536) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 538.25 255.65 Td (1,954) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 51.50 241.66 Td (Total credit risk exposures) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 304.50 241.65 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 338.75 241.65 Td (33,671) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 369.50 241.65 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 403.75 241.65 Td (56,135) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 434.50 241.65 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 468.75 241.65 Td (55,393) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 499.50 241.65 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 529.25 241.65 Td (145,199) Tj ET Q BT /F1 10.00 Tf ET BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 218.90 Td (The following table summarizes information as it relates to our held-for) Tj ET Q q 0 0 0 rg BT 325.74 218.90 Td (-investment portfolio of impaired loans recorded at historical ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 208.10 Td (cost, as well as those 90 days or more past due.) Tj ET Q 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 49 174.60000000000002 m 302 174.60000000000002 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 302 174.60000000000002 m 367 174.60000000000002 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 367 174.60000000000002 m 432 174.60000000000002 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 432 174.60000000000002 m 497 174.60000000000002 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 497 174.60000000000002 m 562 174.60000000000002 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 49 146.60000000000002 m 302 146.60000000000002 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 302 146.60000000000002 m 367 146.60000000000002 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 367 146.60000000000002 m 432 146.60000000000002 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 432 146.60000000000002 m 497 146.60000000000002 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 497 146.60000000000002 m 562 146.60000000000002 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 49 132.60000000000002 m 302 132.60000000000002 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 302 132.60000000000002 m 367 132.60000000000002 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 367 132.60000000000002 m 432 132.60000000000002 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 432 132.60000000000002 m 497 132.60000000000002 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 497 132.60000000000002 m 562 132.60000000000002 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 432 132.60000000000002 m 497 132.60000000000002 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 49 104.60000000000002 m 302 104.60000000000002 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 302 104.60000000000002 m 367 104.60000000000002 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 367 104.60000000000002 m 432 104.60000000000002 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 432 104.60000000000002 m 497 104.60000000000002 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 497 104.60000000000002 m 562 104.60000000000002 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 49 90.60000000000002 m 302 90.60000000000002 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 302 90.60000000000002 m 367 90.60000000000002 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 367 90.60000000000002 m 432 90.60000000000002 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 432 90.60000000000002 m 497 90.60000000000002 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 497 90.60000000000002 m 562 90.60000000000002 l s BT /F2 9.00 Tf ET q 0 0 0 rg BT 51.50 179.05 Td (September) Tj ET Q q 0 0 0 rg BT 92.83 179.05 Td ( 30, 2015 ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 128.83 179.05 Td (\() Tj ET Q BT /F4 9.00 Tf ET q 0 0 0 rg BT 131.82 179.05 Td ($ in millions) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 176.83 179.05 Td (\)) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 314.05 188.05 Td (Consumer) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 312.50 179.05 Td (automotive) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 379.05 188.05 Td (Consumer) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 380.75 179.05 Td (mortgage) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 440.30 179.05 Td (Commercial) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 519.15 179.05 Td (Total) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 51.50 165.06 Td (Impaired loans with related allowance) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 304.50 165.05 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 350.00 165.05 Td (285) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 369.50 165.05 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 415.00 165.05 Td (205) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 434.50 165.05 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 484.50 165.05 Td (62) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 499.50 165.05 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 545.00 165.05 Td (552) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 51.50 151.06 Td (Impaired loans without a related allowance) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 354.50 151.05 Td () Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 419.50 151.05 Td (63) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 484.50 151.05 Td (13) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 549.50 151.05 Td (76) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 51.50 137.06 Td (Total impaired loans) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 304.50 137.05 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 350.00 137.05 Td (285) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 369.50 137.05 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 415.00 137.05 Td (268) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 434.50 137.05 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 484.50 137.05 Td (75) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 499.50 137.05 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 545.00 137.05 Td (628) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 51.50 123.06 Td (Loans 90 days or more past due nonaccrual) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 304.50 123.05 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 350.00 123.05 Td (180) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 369.50 123.05 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 419.50 123.05 Td (88) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 434.50 123.05 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 489.00 123.05 Td (6) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 499.50 123.05 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 545.00 123.05 Td (274) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 51.50 109.06 Td (Loans 90 days or more past due still accruing) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 354.50 109.05 Td () Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 419.50 109.05 Td () Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 484.50 109.05 Td () Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 549.50 109.05 Td () Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 51.50 95.06 Td (Total loans 90 days or more past due) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 304.50 95.05 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 350.00 95.05 Td (180) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 369.50 95.05 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 419.50 95.05 Td (88) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 434.50 95.05 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 489.00 95.05 Td (6) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 499.50 95.05 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 545.00 95.05 Td (274) Tj ET Q BT /F1 10.00 Tf ET endstream endobj 27 0 obj <>] /Rotate 0 /Contents 28 0 R>> endobj 28 0 obj <> stream BT /F1 8.00 Tf ET 0 Tr /GS0 gs 0 Tw 0 Tc 100 Tz 0 TL 0 0 1 RG /GS0 gs 0.39 w 0 i [] 0 d 1 J 1 j 3 M 50 772.93359375 m 106.76171875 772.93359375 l s q 0 0 1 rg BT 50.00 774.00 Td (T) Tj ET Q q 0 0 1 rg BT 54.33 774.00 Td (able of Contents) Tj ET Q BT /F1 8.00 Tf ET 0 Tr /GS0 gs 0 Tw 0 Tc 100 Tz 0 TL BT /F1 18.00 Tf ET q 0 0 0 rg BT 50.00 752.40 Td (Basel III Public Disclosures) Tj ET Q BT /F1 8.00 Tf ET q 0 0 0 rg BT 50.00 742.80 Td (Ally Financial Inc.) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 301.00 33.60 Td (13) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 713.80 Td (The following table presents an analysis of the activity in our allowance for loan losses.) Tj ET Q 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 50.5 680.3 m 340.5 680.3 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 340.5 680.3 m 344.5 680.3 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 344.5 680.3 m 393.5 680.3 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 393.5 680.3 m 397.5 680.3 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 397.5 680.3 m 447.5 680.3 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 447.5 680.3 m 451.5 680.3 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 451.5 680.3 m 506.5 680.3 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 506.5 680.3 m 510.5 680.3 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 510.5 680.3 m 560.5 680.3 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 50.5 680.3 m 340.5 680.3 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 340.5 680.3 m 344.5 680.3 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 344.5 680.3 m 393.5 680.3 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 393.5 680.3 m 397.5 680.3 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 397.5 680.3 m 447.5 680.3 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 447.5 680.3 m 451.5 680.3 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 451.5 680.3 m 506.5 680.3 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 506.5 680.3 m 510.5 680.3 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 510.5 680.3 m 560.5 680.3 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 50.5 638.3 m 340.5 638.3 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 340.5 638.3 m 344.5 638.3 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 344.5 638.3 m 393.5 638.3 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 393.5 638.3 m 397.5 638.3 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 397.5 638.3 m 447.5 638.3 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 447.5 638.3 m 451.5 638.3 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 451.5 638.3 m 506.5 638.3 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 506.5 638.3 m 510.5 638.3 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 510.5 638.3 m 560.5 638.3 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 50.5 596.3 m 340.5 596.3 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 340.5 596.3 m 344.5 596.3 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 344.5 596.3 m 393.5 596.3 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 393.5 596.3 m 397.5 596.3 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 397.5 596.3 m 447.5 596.3 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 447.5 596.3 m 451.5 596.3 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 451.5 596.3 m 506.5 596.3 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 506.5 596.3 m 510.5 596.3 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 510.5 596.3 m 560.5 596.3 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 50.5 582.3 m 340.5 582.3 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 340.5 582.3 m 344.5 582.3 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 344.5 582.3 m 393.5 582.3 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 393.5 582.3 m 397.5 582.3 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 397.5 596.3 m 447.5 596.3 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 397.5 582.3 m 447.5 582.3 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 447.5 582.3 m 451.5 582.3 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 451.5 596.3 m 506.5 596.3 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 451.5 582.3 m 506.5 582.3 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 506.5 582.3 m 510.5 582.3 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 510.5 596.3 m 560.5 596.3 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 510.5 582.3 m 560.5 582.3 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 50.5 456.3 m 340.5 456.3 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 340.5 456.3 m 344.5 456.3 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 344.5 456.3 m 393.5 456.3 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 393.5 456.3 m 397.5 456.3 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 397.5 456.3 m 447.5 456.3 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 447.5 456.3 m 451.5 456.3 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 451.5 456.3 m 506.5 456.3 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 506.5 456.3 m 510.5 456.3 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 510.5 456.3 m 560.5 456.3 l s BT /F1 9.00 Tf ET q 0 0 0 rg BT 53.00 684.76 Td (\() Tj ET Q BT /F4 9.00 Tf ET q 0 0 0 rg BT 56.00 684.76 Td ($ in millions) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 101.00 684.76 Td (\)) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 348.55 693.75 Td (Consumer) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 347.00 684.75 Td (automotive) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 402.05 693.75 Td (Consumer) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 403.75 684.75 Td (mortgage) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 454.80 684.75 Td (Commercial) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 525.15 684.75 Td (Total) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 53.00 670.76 Td (Allowance at July 1,2015) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 347.00 670.75 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 376.50 670.75 Td (767) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 400.00 670.75 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 430.50 670.75 Td (119) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 454.00 670.75 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 494.00 670.75 Td (88) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 513.00 670.75 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 543.50 670.75 Td (974) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 59.00 656.76 Td (Charge-offs) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 373.50 656.75 Td (\(220) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 390.00 656.75 Td (\)) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 432.00 656.75 Td (\(10) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 444.00 656.75 Td (\)) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 495.50 656.75 Td (\(1) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 503.00 656.75 Td (\)) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 540.50 656.75 Td (\(231) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 557.00 656.75 Td (\)) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 59.00 642.76 Td (Recoveries) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 381.00 642.75 Td (64) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 439.50 642.75 Td (4) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 498.50 642.75 Td (2) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 548.00 642.75 Td (70) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 59.00 628.76 Td (Net charge-offs) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 373.50 628.75 Td (\(156) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 390.00 628.75 Td (\)) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 436.50 628.75 Td (\(6) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 444.00 628.75 Td (\)) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 498.50 628.75 Td (1) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 540.50 628.75 Td (\(161) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 557.00 628.75 Td (\)) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 59.00 614.76 Td (Provision for loan losses) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 376.50 614.75 Td (200) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 439.50 614.75 Td (6) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 498.50 614.75 Td (5) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 543.50 614.75 Td (211) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 59.00 600.76 Td (Other) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 382.50 600.75 Td (\(7) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 390.00 600.75 Td (\)) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 435.00 600.75 Td () Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 498.50 600.75 Td (1) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 549.50 600.75 Td (\(6) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 557.00 600.75 Td (\)) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 53.00 586.76 Td (Allowance at September 30, 2015) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 347.00 586.75 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 376.50 586.75 Td (804) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 400.00 586.75 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 430.50 586.75 Td (119) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 454.00 586.75 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 494.00 586.75 Td (95) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 513.00 586.75 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 536.75 586.75 Td (1,018) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 53.00 572.76 Td (Allowance for loan losses at September 30, 2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 59.00 558.76 Td (Individually evaluated for impairment) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 347.00 558.75 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 381.00 558.75 Td (22) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 400.00 558.75 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 435.00 558.75 Td (48) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 454.00 558.75 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 494.00 558.75 Td (19) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 513.00 558.75 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 548.00 558.75 Td (89) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 59.00 544.76 Td (Collectively evaluated for impairment) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 376.50 544.75 Td (782) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 435.00 544.75 Td (71) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 494.00 544.75 Td (76) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 543.50 544.75 Td (929) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 59.00 530.76 Td (Loans acquired with deteriorated credit quality) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 381.00 530.75 Td () Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 435.00 530.75 Td () Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 494.00 530.75 Td () Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 548.00 530.75 Td () Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 53.00 516.76 Td (Finance receivables and loans at historical cost at September 30, 2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 59.00 502.76 Td (Ending balance) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 347.00 502.75 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 365.25 502.75 Td (63,610) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 400.00 502.75 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 423.75 502.75 Td (9,769) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 454.00 502.75 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 478.25 502.75 Td (34,611) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 513.00 502.75 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 527.75 502.75 Td (107,990) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 59.00 488.76 Td (Individually evaluated for impairment) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 376.50 488.75 Td (285) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 430.50 488.75 Td (268) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 494.00 488.75 Td (75) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 543.50 488.75 Td (628) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 59.00 474.76 Td (Collectively evaluated for impairment) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 365.25 474.75 Td (63,325) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 423.75 474.75 Td (9,501) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 478.25 474.75 Td (34,536) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 527.75 474.75 Td (107,362) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 59.00 460.76 Td (Loans acquired with deteriorated credit quality) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 381.00 460.75 Td () Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 435.00 460.75 Td () Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 494.00 460.75 Td () Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 548.00 460.75 Td () Tj ET Q BT /F1 10.00 Tf ET endstream endobj 29 0 obj <>] /Rotate 0 /Contents 30 0 R>> endobj 30 0 obj <> stream BT /F1 8.00 Tf ET 0 Tr /GS0 gs 0 Tw 0 Tc 100 Tz 0 TL 0 0 1 RG /GS0 gs 0.39 w 0 i [] 0 d 1 J 1 j 3 M 50 772.93359375 m 106.76171875 772.93359375 l s q 0 0 1 rg BT 50.00 774.00 Td (T) Tj ET Q q 0 0 1 rg BT 54.33 774.00 Td (able of Contents) Tj ET Q BT /F1 8.00 Tf ET 0 Tr /GS0 gs 0 Tw 0 Tc 100 Tz 0 TL BT /F1 18.00 Tf ET q 0 0 0 rg BT 50.00 752.40 Td (Basel III Public Disclosures) Tj ET Q BT /F1 8.00 Tf ET q 0 0 0 rg BT 50.00 742.80 Td (Ally Financial Inc.) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 301.00 33.60 Td (14) Tj ET Q BT /F2 12.00 Tf ET q 0 0 0 rg BT 49.50 711.90 Td (Counterparty Cr) Tj ET Q q 0 0 0 rg BT 136.93 711.90 Td (edit Risk) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 699.10 Td (Counterparty credit risk is derived from multiple exposure types, including derivatives and securities financing transactions.) Tj ET Q BT /F2 10.00 Tf ET q 0 0 0 rg BT 49.50 679.10 Td (Methodology) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 666.30 Td (Credit risk associated with derivative financial instruments is measured as the net replacement cost should the counterparties that owe us ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 655.50 Td (under the contract completely fail to perform under the terms of those contracts, assuming no recoveries of underlying collateral as measured ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 644.70 Td (by the market value of the derivative financial instrument.) Tj ET Q BT /F1 9.00 Tf ET BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 625.90 Td (W) Tj ET Q q 0 0 0 rg BT 75.27 625.90 Td (e periodically enter into term repurchase agreements, short-term borrowing agreements in which we sell financial instruments to one or ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 615.10 Td (more investors while simultaneously committing to repurchase them at a specified future date, at the stated price plus accrued interest.) Tj ET Q BT /F1 9.00 Tf ET BT /F2 10.00 Tf ET q 0 0 0 rg BT 49.50 595.10 Td (Risk Reduction) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 582.30 Td (T) Tj ET Q q 0 0 0 rg BT 72.37 582.30 Td (o mitigate the risk of counterparty default, we maintain collateral agreements with certain counterparties. ) Tj ET Q q 0 0 0 rg BT 452.56 582.30 Td (The agreements require both ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 571.50 Td (parties to maintain collateral in the event the fair values of the derivative financial instruments meet established thresholds. In the event that ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 560.70 Td (either party defaults on the obligation, the secured party may seize the collateral. Generally) Tj ET Q q 0 0 0 rg BT 377.03 560.70 Td (, our collateral arrangements are bilateral such that ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 549.90 Td (we and the counterparty post collateral for the value of our total obligation to each other) Tj ET Q q 0 0 0 rg BT 366.14 549.90 Td (. Contractual terms provide for standard and ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 539.10 Td (customary exchange of collateral based on changes in the market value of the outstanding derivatives. ) Tj ET Q q 0 0 0 rg BT 418.71 539.10 Td (The securing party posts additional ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 528.30 Td (collateral when their obligation rises or removes collateral when it falls.) Tj ET Q BT /F1 9.00 Tf ET BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 509.50 Td (Certain derivative instruments contain provisions that require us to either post additional collateral or immediately settle any outstanding ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 498.70 Td (liability balances upon the occurrence of a specified credit risk-related event. No such specified credit risk related events occurred during the ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 487.90 Td (third quarter of 2015.) Tj ET Q BT /F1 9.00 Tf ET BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 469.10 Td (The primary risk associated with term repurchase agreements is that the counterparty will be unable to perform under the terms of the ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 458.30 Td (contract. ) Tj ET Q q 0 0 0 rg BT 82.49 458.30 Td (As the borrower) Tj ET Q q 0 0 0 rg BT 140.61 458.30 Td (, ) Tj ET Q q 0 0 0 rg BT 144.61 458.30 Td (Ally is exposed to the excess market value of the securities pledged over the amount borrowed. Daily mark-to-) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 447.50 Td (market collateral management is designed to limit this risk to the initial mar) Tj ET Q q 0 0 0 rg BT 322.27 447.50 Td (gin. However) Tj ET Q q 0 0 0 rg BT 370.89 447.50 Td (, should a counterparty declare bankruptcy or ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 436.70 Td (become insolvent, ) Tj ET Q q 0 0 0 rg BT 116.74 436.70 Td (Ally may incur additional delays and costs.) Tj ET Q BT /F2 10.00 Tf ET q 0 0 0 rg BT 49.50 416.70 Td (Counterparty Exposur) Tj ET Q q 0 0 0 rg BT 146.82 416.70 Td (es) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 403.90 Td (Ally Financial placed cash collateral totaling ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 230.94 403.90 Td ($72 million) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 272.69 403.90 Td ( and securities collateral totaling ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 391.90 403.90 Td ($1) Tj ET Q q 0 0 0 rg BT 400.57 403.90 Td (1) Tj ET Q q 0 0 0 rg BT 404.73 403.90 Td (1 million) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 437.48 403.90 Td ( at ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 448.48 403.90 Td (September30, 2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 520.72 403.90 Td ( in ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 393.10 Td (accounts maintained by counterparties. ) Tj ET Q q 0 0 0 rg BT 192.04 393.10 Td (This amount primarily relates to collateral posted to support our derivative positions. ) Tj ET Q q 0 0 0 rg BT 499.56 393.10 Td (This amount also ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 382.30 Td (excludes cash and securities pledged as collateral under repurchase agreements.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 363.50 Td (W) Tj ET Q q 0 0 0 rg BT 75.27 363.50 Td (e received cash collateral from counterparties totaling ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 270.93 363.50 Td ($129 million) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 317.18 363.50 Td ( at ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 328.18 363.50 Td (September30, 2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 400.42 363.50 Td ( to support these derivative positions. ) Tj ET Q q 0 0 0 rg BT 536.65 363.50 Td (At ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 352.70 Td (September30, 2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 121.74 352.70 Td ( we received noncash collateral of $) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 251.17 352.70 Td (8 million) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 283.93 352.70 Td (. Included in this amount is noncash collateral where we have been granted ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 341.90 Td (the right to sell or pledge the underlying assets. ) Tj ET Q q 0 0 0 rg BT 221.80 341.90 Td (W) Tj ET Q q 0 0 0 rg BT 229.57 341.90 Td (e have not sold or pledged any of the noncash collateral received under these agreements.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 323.10 Td (The fair value amounts of derivative instruments are presented on a gross basis, are segregated by derivatives that are designated and ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 312.30 Td (qualifying as hedging instruments or those that are not, and are further segregated by type of contract within those two categories. ) Tj ET Q q 0 0 0 rg BT 518.61 312.30 Td (At ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 301.50 Td (September30, 2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 121.74 301.50 Td (, this included total derivatives of ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 244.46 301.50 Td ($299 million) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 290.71 301.50 Td ( in a receivable position, ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 381.18 301.50 Td ($176 million) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 427.43 301.50 Td ( in a liability position, and of a ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 540.17 301.50 Td ($67.9 ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 290.70 Td (billion) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 73.00 290.70 Td ( notional amount. ) Tj ET Q q 0 0 0 rg BT 138.00 290.70 Td (At ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 149.25 290.70 Td (September30, 2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 221.48 290.70 Td ( the net amount of derivatives in net asset positions and derivatives in net liability positions ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 279.90 Td (totaled ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 76.24 279.90 Td ($62 million) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 117.99 279.90 Td ( and ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 135.49 279.90 Td ($50 million) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 177.24 279.90 Td (, respectively) Tj ET Q q 0 0 0 rg BT 224.64 279.90 Td (.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 261.10 Td (As of ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 89.50 261.10 Td (September30, 2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 161.74 261.10 Td (, the financial instruments sold under agreement to repurchase consisted of ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 433.15 261.10 Td (mortgage-backed residential ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 250.30 Td (securities with the following maturities: ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 195.22 250.30 Td ($1.4 billion) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 236.72 250.30 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 238.97 250.30 Td (within the next 30 days and) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 338.21 250.30 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 340.46 250.30 Td ($149 million) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 386.71 250.30 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 388.96 250.30 Td (in greater than 90 days.) Tj ET Q BT /F1 9.00 Tf ET BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 231.50 Td (As of ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 89.50 231.50 Td (September30, 2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 161.74 231.50 Td (, ) Tj ET Q q 0 0 0 rg BT 165.74 231.50 Td (Ally has not purchased or sold any credit derivatives.) Tj ET Q endstream endobj 31 0 obj <>] /Rotate 0 /Contents 32 0 R>> endobj 32 0 obj <> stream BT /F1 8.00 Tf ET 0 Tr /GS0 gs 0 Tw 0 Tc 100 Tz 0 TL 0 0 1 RG /GS0 gs 0.39 w 0 i [] 0 d 1 J 1 j 3 M 50 772.93359375 m 106.76171875 772.93359375 l s q 0 0 1 rg BT 50.00 774.00 Td (T) Tj ET Q q 0 0 1 rg BT 54.33 774.00 Td (able of Contents) Tj ET Q BT /F1 8.00 Tf ET 0 Tr /GS0 gs 0 Tw 0 Tc 100 Tz 0 TL BT /F1 18.00 Tf ET q 0 0 0 rg BT 50.00 752.40 Td (Basel III Public Disclosures) Tj ET Q BT /F1 8.00 Tf ET q 0 0 0 rg BT 50.00 742.80 Td (Ally Financial Inc.) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 301.00 33.60 Td (15) Tj ET Q BT /F2 12.00 Tf ET q 0 0 0 rg BT 49.50 711.90 Td (Cr) Tj ET Q q 0 0 0 rg BT 63.28 711.90 Td (edit Risk Mitigation) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 699.10 Td (Credit risk is defined as the potential failure to receive payments due from an obligor in accordance with contractual obligations. ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 688.30 Td (Therefore, credit risk is a major source of potential economic loss to us. Credit risk is monitored by several groups and functions throughout ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 677.50 Td (the or) Tj ET Q q 0 0 0 rg BT 70.08 677.50 Td (ganization, including enterprise and line of business committees and the risk management function. ) Tj ET Q q 0 0 0 rg BT 430.07 677.50 Td (T) Tj ET Q q 0 0 0 rg BT 434.94 677.50 Td (ogether) Tj ET Q q 0 0 0 rg BT 461.57 677.50 Td (, they oversee the credit ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 666.70 Td (decisioning and management processes, and monitor credit risk exposures to ensure they are managed in a safe-and-sound manner and are ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 655.90 Td (within our risk appetite. In addition, our loan review group provides an independent assessment of the quality of our credit portfolios and ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 645.10 Td (credit risk management practices, and directly reports its findings to the Risk and Compliance Committee of the Board on a regular basis.) Tj ET Q BT /F1 9.00 Tf ET BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 626.30 Td (T) Tj ET Q q 0 0 0 rg BT 72.37 626.30 Td (o mitigate risk, we have implemented specific policies and practices across all lines of business, utilizing both qualitative and ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 615.50 Td (quantitative analyses. ) Tj ET Q q 0 0 0 rg BT 129.06 615.50 Td (This reflects our commitment to maintain an independent and ongoing assessment of credit risk and credit quality) Tj ET Q q 0 0 0 rg BT 537.87 615.50 Td (. Our ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 604.70 Td (policies require an objective and timely assessment of the overall quality of the consumer and commercial loan and lease portfolios. ) Tj ET Q q 0 0 0 rg BT 526.43 604.70 Td (This ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 593.90 Td (includes the identification of relevant trends that af) Tj ET Q q 0 0 0 rg BT 233.02 593.90 Td (fect the collectability of the portfolios, segments of the portfolios that are potential problem ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 583.10 Td (areas, loans and leases with potential credit weaknesses, and the assessment of the adequacy of internal credit risk policies and procedures to ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 572.30 Td (monitor compliance with relevant laws and regulations. Our consumer and commercial loan and lease portfolios are subject to regular stress ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 561.50 Td (tests that are based on plausible, but unexpected, economic scenarios to ensure that we can weather a severe economic downturn. In addition, ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 550.70 Td (we maintain limits and underwriting policies that reflect our risk appetite.) Tj ET Q BT /F1 9.00 Tf ET BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 531.90 Td (W) Tj ET Q q 0 0 0 rg BT 75.27 531.90 Td (e manage credit risk based on the risk profile of the borrower) Tj ET Q q 0 0 0 rg BT 295.08 531.90 Td (, the source of repayment, the underlying collateral, and current market ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 521.10 Td (conditions. ) Tj ET Q q 0 0 0 rg BT 91.34 521.10 Td (W) Tj ET Q q 0 0 0 rg BT 99.11 521.10 Td (e monitor the credit risk profile of individual borrowers and the aggregate portfolio of borrowerseither within a designated ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 510.30 Td (geographic region or a particular product or industry segment. ) Tj ET Q q 0 0 0 rg BT 275.26 510.30 Td (W) Tj ET Q q 0 0 0 rg BT 283.04 510.30 Td (e perform ongoing analyses of the consumer automotive, consumer ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 499.50 Td (mortgage, and commercial portfolios using a range of indicators to assess the adequacy of the allowance based on historical and current ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 488.70 Td (trends.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 73.74 488.70 Td ( Refer to ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 107.48 488.70 Td (Note 7) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 131.73 488.70 Td ( to the ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 156.47 488.70 Td (Condensed Consolidated Financial Statements) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 323.70 488.70 Td ( within our Quarterly Report on Form 10-Q for the three months ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 477.90 Td (ended ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 73.24 477.90 Td (September30, 2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 145.48 477.90 Td ( for additional information.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 459.10 Td (Additionally) Tj ET Q q 0 0 0 rg BT 112.41 459.10 Td (, we utilize numerous collection strategies to mitigate loss and provide ongoing support to customers in financial distress. ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 448.30 Td (For automotive loans, we work with customers when they become delinquent on their monthly payment. In lieu of repossessing their vehicle, ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 437.50 Td (we may of) Tj ET Q q 0 0 0 rg BT 87.32 437.50 Td (fer several types of assistance to aid our customers based on their willingness and ability to repay their loan. Loss mitigation may ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 426.70 Td (include extension of the loan maturity date and rewriting the loan terms. For mortgage loans, as part of our participation in certain ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 415.90 Td (governmental programs, we of) Tj ET Q q 0 0 0 rg BT 159.80 415.90 Td (fer mortgage loan modifications to qualified borrowers. Numerous initiatives are in place to provide support to ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 405.10 Td (our mortgage customers in financial distress, including principal for) Tj ET Q q 0 0 0 rg BT 294.02 405.10 Td (giveness, maturity extensions, delinquent interest capitalization, and ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 394.30 Td (changes to contractual interest rates.) Tj ET Q BT /F1 9.00 Tf ET BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 375.50 Td (Furthermore, we manage our counterparty credit exposure based on the risk profile of the counterparty) Tj ET Q q 0 0 0 rg BT 436.53 375.50 Td (. ) Tj ET Q q 0 0 0 rg BT 440.87 375.50 Td (W) Tj ET Q q 0 0 0 rg BT 449.00 375.50 Td (ithin our policies, we have ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 364.70 Td (established standards and requirements for managing counterparty risk exposures in a safe-and-sound manner) Tj ET Q q 0 0 0 rg BT 443.88 364.70 Td (. Counterparty credit risk is ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 353.90 Td (derived from multiple exposure types, including derivatives, securities trading, securities financing transactions, financial futures, cash ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 343.10 Td (balances \(e.g., due from depository institutions, restricted accounts, and cash equivalents\), and investment in debt securities. For more ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 331.10 Td (information on derivative counterparty credit risk, refer to) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 258.42 331.10 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 260.92 331.10 Td (Note 20) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 289.67 331.10 Td ( to the ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 314.41 331.10 Td (Condensed Consolidated Financial Statements) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 481.64 331.10 Td ( within our Quarterly ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 320.30 Td (Report on Form 10-Q for the three months ended ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 228.71 320.30 Td (September30, 2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 300.95 320.30 Td (.) Tj ET Q BT /F2 10.00 Tf ET q 0 0 0 rg BT 49.50 300.30 Td (Loan and Lease Exposur) Tj ET Q q 0 0 0 rg BT 155.74 300.30 Td (e) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 287.50 Td (The risks inherent in our loan and lease exposures are lar) Tj ET Q q 0 0 0 rg BT 272.26 287.50 Td (gely driven by changes in the overall economy) Tj ET Q q 0 0 0 rg BT 439.88 287.50 Td (, used vehicle and housing price ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 276.70 Td (levels, unemployment levels, and their impact to our borrowers. ) Tj ET Q q 0 0 0 rg BT 281.78 276.70 Td (The potential financial statement impact of these exposures varies depending ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 265.90 Td (on the accounting classification and future expected disposition strategy) Tj ET Q q 0 0 0 rg BT 308.34 265.90 Td (. ) Tj ET Q q 0 0 0 rg BT 312.68 265.90 Td (W) Tj ET Q q 0 0 0 rg BT 320.45 265.90 Td (e retain the majority of our automotive loans as they complement ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 255.10 Td (our core business model, but we do sell loans from time to time on an opportunistic basis. ) Tj ET Q q 0 0 0 rg BT 374.54 255.10 Td (W) Tj ET Q q 0 0 0 rg BT 382.31 255.10 Td (e ultimately manage the associated risks based on ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 244.30 Td (the underlying economics of the exposure.) Tj ET Q BT /F1 9.00 Tf ET BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 225.50 Td (For detailed information on the significant asset classes af) Tj ET Q q 0 0 0 rg BT 276.28 225.50 Td (fected by our loan and lease exposure, refer to the ) Tj ET Q BT /F4 9.00 Tf ET q 0 0 0 rg BT 457.95 225.50 Td (Risk Management) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 522.68 225.50 Td ( section ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 214.70 Td (within MD&A) Tj ET Q q 0 0 0 rg BT 102.26 214.70 Td ( of our Quarterly Report on Form 10-Q for the three months ended ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 344.45 214.70 Td (September30, 2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 416.69 214.70 Td (.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 195.90 Td (As of ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 89.50 195.90 Td (September30, 2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 161.74 195.90 Td (, we do not have any eligible collateral derivatives or other financial guarantees.) Tj ET Q endstream endobj 33 0 obj <>] /Rotate 0 /Contents 34 0 R>> endobj 34 0 obj <> stream BT /F1 8.00 Tf ET 0 Tr /GS0 gs 0 Tw 0 Tc 100 Tz 0 TL 0 0 1 RG /GS0 gs 0.39 w 0 i [] 0 d 1 J 1 j 3 M 50 772.93359375 m 106.76171875 772.93359375 l s q 0 0 1 rg BT 50.00 774.00 Td (T) Tj ET Q q 0 0 1 rg BT 54.33 774.00 Td (able of Contents) Tj ET Q BT /F1 8.00 Tf ET 0 Tr /GS0 gs 0 Tw 0 Tc 100 Tz 0 TL BT /F1 18.00 Tf ET q 0 0 0 rg BT 50.00 752.40 Td (Basel III Public Disclosures) Tj ET Q BT /F1 8.00 Tf ET q 0 0 0 rg BT 50.00 742.80 Td (Ally Financial Inc.) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 301.00 33.60 Td (16) Tj ET Q BT /F2 12.00 Tf ET q 0 0 0 rg BT 49.50 711.90 Td (Securitization) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 699.10 Td (Basel) Tj ET Q BT /F1 9.00 Tf ET 0 Tr /GS0 gs 0 Tw 0 Tc 100 Tz 0 TL q 1 0 0 rg BT 87.50 699.10 Td ( ) Tj ET Q BT /F1 9.00 Tf ET 0 Tr /GS0 gs 0 Tw 0 Tc 100 Tz 0 TL q 0 0 0 rg BT 89.75 699.10 Td (III defines a traditional securitization exposure as follows:) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 680.30 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 680.30 Td (All or a portion of the credit risk of one or more underlying exposures is transferred to one or more third parties other than through ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 669.50 Td (the use of credit derivatives or guarantees;) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 650.70 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 650.70 Td (The credit risk associated with the underlying exposures has been separated into at least two tranches reflecting dif) Tj ET Q q 0 0 0 rg BT 498.45 650.70 Td (ferent levels of ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 639.90 Td (seniority;) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 621.10 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 621.10 Td (Performance of the securitization exposures depends upon the performance of the underlying exposures;) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 602.30 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 602.30 Td (All or substantially all of the underlying exposures are financial exposures;) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 583.50 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 583.50 Td (The underlying exposures are not owned by an operating company; and) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 564.70 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 564.70 Td (The underlying exposures are not owned by a small business investment company or related to a community development ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 553.90 Td (investment.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 535.10 Td (Synthetic securitization exposures are those that meet the above criteria but through the use of one or more credit derivatives or ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 524.30 Td (guarantees. Resecuritization is a securitization with more than one underlying exposures in which one or more of the underlying exposures is ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 513.50 Td (a securitization exposure.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 494.70 Td (Ally is both an originator and investor in the securitization market. ) Tj ET Q q 0 0 0 rg BT 309.78 494.70 Td (W) Tj ET Q q 0 0 0 rg BT 317.55 494.70 Td (e provide a wide range of consumer and commercial automotive ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 483.90 Td (loans, operating leases, and commercial loans to a diverse customer base. ) Tj ET Q q 0 0 0 rg BT 315.75 483.90 Td (W) Tj ET Q q 0 0 0 rg BT 323.52 483.90 Td (e often securitize these loans \(also referred to as financial assets\) ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 473.10 Td (and leases through the use of securitization entities. Securitization transactions typically involve the use of variable interest entities \(VIEs\) ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 462.30 Td (and are accounted for either as sales or secured financings. ) Tj ET Q q 0 0 0 rg BT 262.66 462.30 Td (As an originator) Tj ET Q q 0 0 0 rg BT 320.78 462.30 Td (, the majority of the securitizations are consolidated on our ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 451.50 Td (Consolidated Balance Sheet and are risk-weighted according to the underlying assets. Securitization activities act as a source of liquidity and ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 440.70 Td (cost-ef) Tj ET Q q 0 0 0 rg BT 73.82 440.70 Td (ficient funding while also reducing our credit exposure beyond any economic interest we may retain.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 421.90 Td (In order to conclude whether or not a ) Tj ET Q q 0 0 0 rg BT 203.29 421.90 Td (VIE is required to be consolidated, careful consideration and judgment must be given to our ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 411.10 Td (continuing involvement with the ) Tj ET Q q 0 0 0 rg BT 168.82 411.10 Td (VIE. In circumstances where we have both the power to direct the activities of the entity that most ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 400.30 Td (significantly impact the entity's performance and the obligation to absorb losses or the right to receive benefits of the entity that could be ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 389.50 Td (significant, we would conclude that we would consolidate the entity) Tj ET Q q 0 0 0 rg BT 293.85 389.50 Td (, which would also preclude us from recording an accounting sale on the ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 378.70 Td (transaction. In the case of a consolidated ) Tj ET Q q 0 0 0 rg BT 197.78 378.70 Td (VIE, the accounting is consistent with a secured financing, \(i.e., we continue to carry the loans and ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 367.90 Td (we record the related securitized debt on our balance sheet\). ) Tj ET Q q 0 0 0 rg BT 267.48 367.90 Td (W) Tj ET Q q 0 0 0 rg BT 275.26 367.90 Td (e assess whether we are the primary beneficiary of a ) Tj ET Q q 0 0 0 rg BT 465.50 367.90 Td (VIE on an ongoing basis.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 349.10 Td (In transactions where either one or both of the power or economic criteria mentioned above are not met, we then must determine whether ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 338.30 Td (or not we achieve a sale for accounting purposes. In order to achieve a sale for accounting purposes, the assets being transferred must be ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 327.50 Td (legally isolated, not be constrained by restrictions from further transfer) Tj ET Q q 0 0 0 rg BT 304.06 327.50 Td (, and be deemed to be beyond our control. If we were to fail any of the ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 316.70 Td (three criteria for sale accounting, the accounting would be consistent with the preceding paragraph \(i.e.,a secured borrowing\).) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 297.90 Td (Liabilities incurred as part of these securitization transactions, such as representation and warranty provisions, are recorded at fair value ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 287.10 Td (at the time of sale and are reported as accrued expenses and other liabilities on our Consolidated Balance Sheet. Upon the sale of the loans, ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 276.30 Td (we recognize a gain or loss on sale for the dif) Tj ET Q q 0 0 0 rg BT 212.78 276.30 Td (ference between the assets recognized, the assets derecognized, and the liabilities recognized as ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 265.50 Td (part of the transaction.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 246.70 Td (Gains or losses on of) Tj ET Q q 0 0 0 rg BT 142.83 246.70 Td (f-balance sheet securitizations and sales are reported in gain \(loss\) on mortgage and automotive loans, net, in our ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 235.90 Td (Consolidated Statement of Income. Declines in the fair value of retained interests below the carrying amount are reflected in other ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 225.10 Td (comprehensive income, or as other gain on investments, net, in our Consolidated Statement of Income if such declines are determined to be ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 214.30 Td (other) Tj ET Q q 0 0 0 rg BT 67.81 214.30 Td (-than-temporary) Tj ET Q q 0 0 0 rg BT 125.70 214.30 Td (. Retained interests, as well as any purchased securities, are generally included in available-for) Tj ET Q q 0 0 0 rg BT 465.89 214.30 Td (-sale investment ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 203.50 Td (securities, or other assets. Securities that are noncertificated and cash reserve accounts related to securitizations are included in other assets on ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 192.70 Td (our Consolidated Balance Sheet.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 173.90 Td (W) Tj ET Q q 0 0 0 rg BT 75.27 173.90 Td (e retain servicing responsibilities for all of our consumer and commercial automotive loan, operating lease, and commercial loan ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 163.10 Td (securitizations. ) Tj ET Q q 0 0 0 rg BT 105.82 163.10 Td (W) Tj ET Q q 0 0 0 rg BT 113.59 163.10 Td (e may receive servicing fees based on the securitized loan balances and certain ancillary fees, all of which are reported in ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 152.30 Td (servicing fees in the Consolidated Statement of Income.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 133.50 Td (W) Tj ET Q q 0 0 0 rg BT 75.27 133.50 Td (e generally hold certain conditional repurchase options specific to securitizations that allow us to repurchase assets from the ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 122.70 Td (securitization entity) Tj ET Q q 0 0 0 rg BT 120.14 122.70 Td (. ) Tj ET Q q 0 0 0 rg BT 124.48 122.70 Td (The majority of the securitizations provide us, as servicer) Tj ET Q q 0 0 0 rg BT 330.80 122.70 Td (, with a call option that allows us to repurchase the remaining ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 111.90 Td (transferred financial assets or redeem outstanding beneficial interests at our discretion once the asset pool reaches a predefined level, which ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 101.10 Td (represents the point where servicing becomes burdensome \(a clean-up call option\). ) Tj ET Q q 0 0 0 rg BT 349.73 101.10 Td (The repurchase price is typically the par amount of the ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 90.30 Td (loans plus accrued interest. ) Tj ET Q q 0 0 0 rg BT 148.72 90.30 Td (Additionally) Tj ET Q q 0 0 0 rg BT 193.63 90.30 Td (, we may hold other conditional repurchase options that allow us to repurchase a transferred financial ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 79.50 Td (asset if certain events outside our control occur) Tj ET Q q 0 0 0 rg BT 218.69 79.50 Td (. ) Tj ET Q q 0 0 0 rg BT 223.03 79.50 Td (The typical conditional repurchase option is a delinquent loan repurchase option that gives us ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 68.70 Td (the option to purchase the loan or contract if it exceeds a certain prespecified delinquency level. ) Tj ET Q q 0 0 0 rg BT 396.44 68.70 Td (W) Tj ET Q q 0 0 0 rg BT 404.22 68.70 Td (e generally have discretion regarding when ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 57.90 Td (or if we will exercise these options, but we would do so only when it is in our best interest.) Tj ET Q endstream endobj 35 0 obj <>] /Rotate 0 /Contents 36 0 R>> endobj 36 0 obj <> stream BT /F1 8.00 Tf ET 0 Tr /GS0 gs 0 Tw 0 Tc 100 Tz 0 TL 0 0 1 RG /GS0 gs 0.39 w 0 i [] 0 d 1 J 1 j 3 M 50 772.93359375 m 106.76171875 772.93359375 l s q 0 0 1 rg BT 50.00 774.00 Td (T) Tj ET Q q 0 0 1 rg BT 54.33 774.00 Td (able of Contents) Tj ET Q BT /F1 8.00 Tf ET 0 Tr /GS0 gs 0 Tw 0 Tc 100 Tz 0 TL BT /F1 18.00 Tf ET q 0 0 0 rg BT 50.00 752.40 Td (Basel III Public Disclosures) Tj ET Q BT /F1 8.00 Tf ET q 0 0 0 rg BT 50.00 742.80 Td (Ally Financial Inc.) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 301.00 33.60 Td (17) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 713.80 Td (Other than our customary representation and warranty provisions, these securitizations are nonrecourse to us, thereby transferring the ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 703.00 Td (risk of future credit losses to the extent the beneficial interests in the securitization entities are held by third parties. Representation and ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 692.20 Td (warranty provisions generally require us to repurchase loans or indemnify the investor or other party for incurred losses to the extent it is ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 681.40 Td (determined that the loans were ineligible or were otherwise defective at the time of sale. ) Tj ET Q q 0 0 0 rg BT 368.71 681.40 Td (W) Tj ET Q q 0 0 0 rg BT 376.48 681.40 Td (e did not provide any noncontractual financial ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 670.60 Td (support to any of these entities duringthe third quarter of 2015.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 651.80 Td (Investors in the securitization trusts generally have no recourse to our assets outside of customary market representation and warranty ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 641.00 Td (repurchase provisions.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 622.20 Td (Assets intended to be securitized of) Tj ET Q q 0 0 0 rg BT 195.05 622.20 Td (f-balance sheet are accounted for as loans held-for) Tj ET Q q 0 0 0 rg BT 376.03 622.20 Td (-sale. ) Tj ET Q q 0 0 0 rg BT 397.35 622.20 Td (These loans are valued using internally ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 611.40 Td (developed valuation models because observable market prices are not available. ) Tj ET Q q 0 0 0 rg BT 339.47 611.40 Td (The loans are priced on a discounted cash flow basis utilizing ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 600.60 Td (cash flow projections from internally developed models that utilize prepayment, default, and discount rate assumptions. ) Tj ET Q q 0 0 0 rg BT 482.22 600.60 Td (T) Tj ET Q q 0 0 0 rg BT 487.09 600.60 Td (o the extent ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 589.80 Td (available, we utilize market observable inputs such as interest rates and market spreads. If market observable inputs are not available, we are ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 579.00 Td (required to utilize internal inputs, such as prepayment speeds, credit losses, and discount rates.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 560.20 Td (Purchased interests in securitizations are accounted for as available-for) Tj ET Q q 0 0 0 rg BT 322.71 560.20 Td (-sale securities and reported at fair value in our Consolidated ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 549.40 Td (Balance Sheet. ) Tj ET Q q 0 0 0 rg BT 104.73 549.40 Td (A) Tj ET Q q 0 0 0 rg BT 110.56 549.40 Td (vailable-for) Tj ET Q q 0 0 0 rg BT 152.36 549.40 Td (-sale securities are carried at fair value based on observable market prices, when available. If observable market ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 538.60 Td (prices are not available, our valuations are based on internally developed discounted cash flow models \(an income approach\) that use a ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 527.80 Td (market-based discount rate and consider recent market transactions, experience with similar securities, current business conditions, and ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 517.00 Td (analysis of the underlying collateral, as available. ) Tj ET Q q 0 0 0 rg BT 229.52 517.00 Td (T) Tj ET Q q 0 0 0 rg BT 234.39 517.00 Td (o estimate cash flows, we are required to utilize various significant assumptions including ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 506.20 Td (market observable inputs \(e.g.,forward interest rates\) and internally developed inputs \(including prepayment speeds, delinquency levels, and ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 495.40 Td (credit losses\).) Tj ET Q BT /F2 10.00 Tf ET q 0 0 0 rg BT 49.50 475.40 Td (Risk Management) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 462.60 Td (Our securitization activity exposes us primarily to the credit risk and performance of the underlying assets. For qualitative discussion ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 451.80 Td (surrounding our Credit Risk management policies, procedures, and practices, refer to the Risk Management section within MD&A) Tj ET Q q 0 0 0 rg BT 519.64 451.80 Td ( of our ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 441.00 Td (Quarterly Report on Form 10-Q for the three months ended ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 265.45 441.00 Td (September30, 2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 337.68 441.00 Td ( and our 2014 ) Tj ET Q q 0 0 0 rg BT 389.18 441.00 Td (Annual Report on Form 10-K. ) Tj ET Q q 0 0 0 rg BT 500.51 441.00 Td (T) Tj ET Q q 0 0 0 rg BT 505.38 441.00 Td (o mitigate the ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 430.20 Td (retained risk in securitization activities, ) Tj ET Q q 0 0 0 rg BT 192.96 430.20 Td (Ally utilizes credit enhancement, including cash reserves, overcollateralization and subordinate notes.) Tj ET Q BT /F2 10.00 Tf ET q 0 0 0 rg BT 49.50 410.20 Td (Securitization Exposur) Tj ET Q q 0 0 0 rg BT 147.38 410.20 Td (es) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 397.40 Td (The following table represents ) Tj ET Q q 0 0 0 rg BT 178.97 397.40 Td (Ally's of) Tj ET Q q 0 0 0 rg BT 209.68 397.40 Td (f-balance sheet securitization exposures, including delinquencies and net credit losses.) Tj ET Q 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 49 363.9 m 345 363.9 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 345 363.9 m 349 363.9 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 349 363.9 m 416 363.9 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 416 363.9 m 420 363.9 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 420 363.9 m 491 363.9 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 491 363.9 m 495 363.9 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 495 363.9 m 562 363.9 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 49 349.9 m 345 349.9 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 345 349.9 m 349 349.9 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 349 363.9 m 416 363.9 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 349 349.9 m 416 349.9 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 416 349.9 m 420 349.9 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 420 363.9 m 491 363.9 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 420 349.9 m 491 349.9 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 491 349.9 m 495 349.9 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 495 363.9 m 562 363.9 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 495 349.9 m 562 349.9 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 49 335.9 m 345 335.9 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 345 335.9 m 349 335.9 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 349 335.9 m 416 335.9 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 416 335.9 m 420 335.9 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 420 335.9 m 491 335.9 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 491 335.9 m 495 335.9 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 495 335.9 m 562 335.9 l s BT /F2 9.00 Tf ET q 0 0 0 rg BT 51.50 368.35 Td (September) Tj ET Q q 0 0 0 rg BT 92.83 368.35 Td ( 30, 2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 126.58 368.35 Td ( ) Tj ET Q BT /F4 9.00 Tf ET q 0 0 0 rg BT 128.83 368.35 Td (\($ in millions\)) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 356.25 368.35 Td (Total amount) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 423.70 377.35 Td (Amount 60 days) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 422.50 368.35 Td (or more past due) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 508.95 377.35 Td (Net credit) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 517.20 368.35 Td (losses) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 51.50 354.36 Td (Consumer automotive) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 351.50 354.35 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 392.25 354.35 Td (2,870) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 422.50 354.35 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 483.00 354.35 Td (8) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 497.50 354.35 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 554.00 354.35 Td (1) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 51.50 340.36 Td (Total securitization exposures) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 351.50 340.35 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 392.25 340.35 Td (2,870) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 422.50 340.35 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 483.00 340.35 Td (8) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 497.50 340.35 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 554.00 340.35 Td (1) Tj ET Q BT /F1 10.00 Tf ET BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 317.60 Td (Ally does not have any synthetic securitization exposures.) Tj ET Q BT /F2 10.00 Tf ET q 0 0 0 rg BT 49.50 297.60 Td (Securitization ) Tj ET Q q 0 0 0 rg BT 110.88 297.60 Td (Activity) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 284.80 Td (During the three months ended ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 181.22 284.80 Td (September30, 2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 253.46 284.80 Td (, we completed a $1.0 billion of) Tj ET Q q 0 0 0 rg BT 367.77 284.80 Td (f-balance sheet securitization backed by retail ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 274.00 Td (automotive loans. ) Tj ET Q q 0 0 0 rg BT 115.58 274.00 Td (The pretax loss recognized on the sale was ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 271.52 274.00 Td ($3 million) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 308.77 274.00 Td (.) Tj ET Q BT /F2 10.00 Tf ET q 0 0 0 rg BT 49.50 254.00 Td (Pur) Tj ET Q q 0 0 0 rg BT 65.43 254.00 Td (chased Investment Securities) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 241.20 Td (As an investor) Tj ET Q q 0 0 0 rg BT 119.13 241.20 Td (, ) Tj ET Q q 0 0 0 rg BT 123.13 241.20 Td (Ally has purchased investment securities that meet the regulatory definition of a securitization. ) Tj ET Q q 0 0 0 rg BT 466.37 241.20 Td (These securitizations are ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 230.40 Td (part of our investment portfolio. ) Tj ET Q q 0 0 0 rg BT 167.31 230.40 Td (W) Tj ET Q q 0 0 0 rg BT 175.09 230.40 Td (e utilize the Simplified Supervisory Formula ) Tj ET Q q 0 0 0 rg BT 337.57 230.40 Td (Approach \(SSF) Tj ET Q q 0 0 0 rg BT 392.65 230.40 Td (A\) to determine the risk-weight. ) Tj ET Q q 0 0 0 rg BT 510.45 230.40 Td (The SSF) Tj ET Q q 0 0 0 rg BT 541.04 230.40 Td (A) Tj ET Q q 0 0 0 rg BT 547.04 230.40 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 219.60 Td (method considers our seniority in the securitization structure and risk factors inherent in the underlying assets.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 200.80 Td (The following table represents ) Tj ET Q q 0 0 0 rg BT 178.97 200.80 Td (Ally's purchased investment securities which meet the regulatory definition of a securitization, by ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 190.00 Td (underlying exposure type, as of ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 164.97 190.00 Td (September30, 2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 237.21 190.00 Td (.) Tj ET Q 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 50 156.5 m 492 156.5 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 492 156.5 m 496 156.5 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 496 156.5 m 563 156.5 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 50 114.5 m 492 114.5 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 492 114.5 m 496 114.5 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 496 114.5 m 563 114.5 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 50 100.5 m 492 100.5 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 492 100.5 m 496 100.5 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 496 100.5 m 563 100.5 l s BT /F2 9.00 Tf ET q 0 0 0 rg BT 52.50 160.95 Td (September) Tj ET Q q 0 0 0 rg BT 93.83 160.95 Td ( 30, 2015) Tj ET Q BT /F4 9.00 Tf ET q 0 0 0 rg BT 127.58 160.95 Td ( \($ in millions\)) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 510.80 169.95 Td (Exposure) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 514.20 160.95 Td (amount) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 52.50 146.96 Td (Mortgage-backed residential securities) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 498.50 146.95 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 539.25 146.95 Td (3,116) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 52.50 132.96 Td (Mortgage-backed commercial securities) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 546.00 132.95 Td (516) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 52.50 118.96 Td (Asset-backed securities) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 539.25 118.95 Td (1,943) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 52.50 104.96 Td (Total) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 498.50 104.95 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 539.25 104.95 Td (5,575) Tj ET Q BT /F1 10.00 Tf ET endstream endobj 37 0 obj <>] /Rotate 0 /Contents 38 0 R>> endobj 38 0 obj <> stream BT /F1 8.00 Tf ET 0 Tr /GS0 gs 0 Tw 0 Tc 100 Tz 0 TL 0 0 1 RG /GS0 gs 0.39 w 0 i [] 0 d 1 J 1 j 3 M 50 772.93359375 m 106.76171875 772.93359375 l s q 0 0 1 rg BT 50.00 774.00 Td (T) Tj ET Q q 0 0 1 rg BT 54.33 774.00 Td (able of Contents) Tj ET Q BT /F1 8.00 Tf ET 0 Tr /GS0 gs 0 Tw 0 Tc 100 Tz 0 TL BT /F1 18.00 Tf ET q 0 0 0 rg BT 50.00 752.40 Td (Basel III Public Disclosures) Tj ET Q BT /F1 8.00 Tf ET q 0 0 0 rg BT 50.00 742.80 Td (Ally Financial Inc.) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 301.00 33.60 Td (18) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 713.80 Td (The following table represents ) Tj ET Q q 0 0 0 rg BT 178.97 713.80 Td (Ally's securitizations by risk weight bands as of ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 353.06 713.80 Td (September30, 2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 425.30 713.80 Td (.) Tj ET Q 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 50 680.3 m 421 680.3 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 421 680.3 m 425 680.3 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 425 680.3 m 492 680.3 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 492 680.3 m 496 680.3 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 496 680.3 m 563 680.3 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 50 610.3 m 421 610.3 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 421 610.3 m 425 610.3 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 425 610.3 m 492 610.3 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 492 610.3 m 496 610.3 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 496 610.3 m 563 610.3 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 50 596.3 m 421 596.3 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 421 596.3 m 425 596.3 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 425 596.3 m 492 596.3 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 492 596.3 m 496 596.3 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 496 596.3 m 563 596.3 l s BT /F2 9.00 Tf ET q 0 0 0 rg BT 52.50 684.75 Td (September) Tj ET Q q 0 0 0 rg BT 93.83 684.75 Td ( 30, 2015) Tj ET Q BT /F4 9.00 Tf ET q 0 0 0 rg BT 127.58 684.75 Td ( \($ in millions\)) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 439.80 693.75 Td (Exposure) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 442.20 684.75 Td (Amount) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 508.45 693.75 Td (SSFA risk-) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 499.60 684.75 Td (weighted assets) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 52.50 670.76 Td (Risk-weight category) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 61.50 656.76 Td (20% <50% risk weighting \(a\)) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 427.50 656.75 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 468.25 656.75 Td (5,169) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 498.50 656.75 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 539.25 656.75 Td (1,125) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 61.50 642.76 Td (50% <100% risk weighting) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 475.00 642.75 Td (260) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 546.00 642.75 Td (166) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 61.50 628.76 Td (100% <250% risk weighting) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 475.00 628.75 Td (139) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 546.00 628.75 Td (237) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 61.50 614.76 Td (250% 1250% risk weighting) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 484.00 614.75 Td (7) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 550.50 614.75 Td (45) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 52.50 600.76 Td (Total) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 427.50 600.75 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 468.25 600.75 Td (5,575) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 498.50 600.75 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 539.25 600.75 Td (1,573) Tj ET Q BT /F1 10.00 Tf ET BT /F1 8.00 Tf ET q 0 0 0 rg BT 49.50 587.20 Td (\(a\) ) Tj ET Q BT /F1 8.00 Tf ET q 0 0 0 rg BT 67.50 587.20 Td (Includes resecuritization exposures of ) Tj ET Q BT /F1 8.00 Tf ET q 0 0 0 rg BT 190.57 587.20 Td ($4 million) Tj ET Q BT /F1 8.00 Tf ET q 0 0 0 rg BT 223.68 587.20 Td ( and SSF) Tj ET Q q 0 0 0 rg BT 251.98 587.20 Td (A) Tj ET Q q 0 0 0 rg BT 257.32 587.20 Td ( risk-weighted assets of ) Tj ET Q BT /F1 8.00 Tf ET q 0 0 0 rg BT 334.64 587.20 Td ($1 million) Tj ET Q BT /F1 8.00 Tf ET q 0 0 0 rg BT 367.75 587.20 Td (.) Tj ET Q endstream endobj 39 0 obj <>] /Rotate 0 /Contents 40 0 R>> endobj 40 0 obj <> stream BT /F1 8.00 Tf ET 0 Tr /GS0 gs 0 Tw 0 Tc 100 Tz 0 TL 0 0 1 RG /GS0 gs 0.39 w 0 i [] 0 d 1 J 1 j 3 M 50 772.93359375 m 106.76171875 772.93359375 l s q 0 0 1 rg BT 50.00 774.00 Td (T) Tj ET Q q 0 0 1 rg BT 54.33 774.00 Td (able of Contents) Tj ET Q BT /F1 8.00 Tf ET 0 Tr /GS0 gs 0 Tw 0 Tc 100 Tz 0 TL BT /F1 18.00 Tf ET q 0 0 0 rg BT 50.00 752.40 Td (Basel III Public Disclosures) Tj ET Q BT /F1 8.00 Tf ET q 0 0 0 rg BT 50.00 742.80 Td (Ally Financial Inc.) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 301.00 33.60 Td (19) Tj ET Q BT /F2 12.00 Tf ET q 0 0 0 rg BT 49.50 711.90 Td (Equities Not Subject to the Market Risk Rule) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 699.10 Td (Our equity holdings primarily consist of equity securities which are classified as available-for) Tj ET Q q 0 0 0 rg BT 404.72 699.10 Td (-sale. ) Tj ET Q q 0 0 0 rg BT 426.05 699.10 Td (These available-for) Tj ET Q q 0 0 0 rg BT 495.58 699.10 Td (-sale equity ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 688.30 Td (securities are carried at fair value with unrealized net gains or losses reported within accumulated other comprehensive income \(loss\) in ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 677.50 Td (equity) Tj ET Q q 0 0 0 rg BT 71.41 677.50 Td (. Details of ) Tj ET Q q 0 0 0 rg BT 112.90 677.50 Td (Ally) Tj ET Q q 0 0 0 rg BT 131.41 677.50 Td (s policy for the valuation of investment securities can be found in Note 1 to the Consolidated Financial Statements ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 666.70 Td (within our 2014 ) Tj ET Q q 0 0 0 rg BT 108.75 666.70 Td (Annual Report on Form 10-K. In addition, we also hold equity investments related to community reinvestment activities and ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 655.90 Td (Federal Home Loan Bank \(FHLB\) stock classified within other assets on our Consolidated Balance Sheet.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 637.10 Td (Under the Basel III rules, a banking or) Tj ET Q q 0 0 0 rg BT 205.79 637.10 Td (ganization may apply a 100% risk weight to equity exposures deemed non-significant. Equity ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 626.30 Td (exposures are considered non-significant when the total aggregate adjusted carrying value of the equity exposures do not exceed 10 percent of ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 615.50 Td (total capital. ) Tj ET Q q 0 0 0 rg BT 95.73 615.50 Td (Ally) Tj ET Q q 0 0 0 rg BT 114.24 615.50 Td (s equity exposures do not exceed 10 percent of total capital and are considered non-significant. ) Tj ET Q q 0 0 0 rg BT 457.95 615.50 Td (The table below presents the ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 604.70 Td (carrying value, fair value and R) Tj ET Q q 0 0 0 rg BT 162.95 604.70 Td (W) Tj ET Q q 0 0 0 rg BT 170.45 604.70 Td (A) Tj ET Q q 0 0 0 rg BT 176.45 604.70 Td ( by risk weight.) Tj ET Q 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 49 571.2 m 278 571.2 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 278 571.2 m 282 571.2 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 282 571.2 m 349 571.2 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 349 571.2 m 353 571.2 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 353 571.2 m 420 571.2 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 420 571.2 m 424 571.2 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 424 571.2 m 491 571.2 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 491 571.2 m 495 571.2 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 495 571.2 m 562 571.2 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 49 515.2 m 278 515.2 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 49 501.2 m 278 501.2 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 278 515.2 m 282 515.2 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 278 501.2 m 282 501.2 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 282 515.2 m 349 515.2 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 282 501.2 m 349 501.2 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 349 515.2 m 353 515.2 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 349 501.2 m 353 501.2 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 353 515.2 m 420 515.2 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 353 501.2 m 420 501.2 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 420 515.2 m 424 515.2 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 420 501.2 m 424 501.2 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 424 515.2 m 491 515.2 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 424 501.2 m 491 501.2 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 491 515.2 m 495 515.2 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 491 501.2 m 495 501.2 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 495 515.2 m 562 515.2 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 495 501.2 m 562 501.2 l s BT /F2 9.00 Tf ET q 0 0 0 rg BT 51.50 575.65 Td (September) Tj ET Q q 0 0 0 rg BT 92.83 575.65 Td ( 30, 2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 126.58 575.65 Td ( \() Tj ET Q BT /F4 9.00 Tf ET q 0 0 0 rg BT 131.82 575.65 Td ($ in millions) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 176.83 575.65 Td (\)) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 291.95 584.65 Td (Risk-weight) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 297.25 575.65 Td (Category) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 355.60 575.65 Td (Amortized Cost) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 436.95 575.65 Td (Fair Value) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 500.45 584.65 Td (Risk-weighted) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 516.00 575.65 Td (Assets) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 51.50 561.66 Td (Equity exposures) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 60.50 547.66 Td (FHLB Stock) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 330.50 547.65 Td (20) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 339.50 547.65 Td (%) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 355.50 547.65 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 403.00 547.65 Td (287) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 426.50 547.65 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 474.00 547.65 Td (287) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 497.50 547.65 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 549.50 547.65 Td (57) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 60.50 533.66 Td (Community reinvestment activity exposures) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 326.00 533.65 Td (100) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 339.50 533.65 Td (%) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 403.00 533.65 Td (211) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 474.00 533.65 Td (211) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 545.00 533.65 Td (211) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 60.50 519.66 Td (Non-significant equity exposures \(a\)) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 326.00 519.65 Td (100) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 339.50 519.65 Td (%) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 396.25 519.65 Td (1,151) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 467.25 519.65 Td (1,039) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 538.25 519.65 Td (1,039) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 51.50 505.66 Td (Total) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 355.50 505.65 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 396.25 505.65 Td (1,649) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 426.50 505.65 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 467.25 505.65 Td (1,537) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 497.50 505.65 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 538.25 505.65 Td (1,307) Tj ET Q BT /F1 10.00 Tf ET BT /F1 8.00 Tf ET q 0 0 0 rg BT 49.50 492.10 Td (\(a\) ) Tj ET Q BT /F1 8.00 Tf ET q 0 0 0 rg BT 67.50 492.10 Td (Includes publicly traded equity securities with a amortized cost of ) Tj ET Q BT /F1 8.00 Tf ET q 0 0 0 rg BT 280.32 492.10 Td ($1.1 billion) Tj ET Q BT /F1 8.00 Tf ET q 0 0 0 rg BT 317.21 492.10 Td (.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 473.30 Td (T) Tj ET Q q 0 0 0 rg BT 72.37 473.30 Td (otal net unrealized losses on available-for) Tj ET Q q 0 0 0 rg BT 221.88 473.30 Td (-sale equity securities recognized on the balance sheet but not through earnings were ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 529.02 473.30 Td ($1) Tj ET Q q 0 0 0 rg BT 537.68 473.30 Td (12 ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 462.50 Td (million) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 75.50 462.50 Td ( at ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 86.50 462.50 Td (September30, 2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 158.73 462.50 Td (. ) Tj ET Q q 0 0 0 rg BT 163.07 462.50 Td (T) Tj ET Q q 0 0 0 rg BT 167.94 462.50 Td (otal net realized losses arising from sales and liquidations of equity securities were ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 468.11 462.50 Td ($7 million) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 505.36 462.50 Td ( for the three ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 451.70 Td (months ended ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 101.99 451.70 Td (September30, 2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 174.23 451.70 Td (.) Tj ET Q endstream endobj 41 0 obj <>] /Rotate 0 /Contents 42 0 R>> endobj 42 0 obj <> stream BT /F1 8.00 Tf ET 0 Tr /GS0 gs 0 Tw 0 Tc 100 Tz 0 TL 0 0 1 RG /GS0 gs 0.39 w 0 i [] 0 d 1 J 1 j 3 M 50 772.93359375 m 106.76171875 772.93359375 l s q 0 0 1 rg BT 50.00 774.00 Td (T) Tj ET Q q 0 0 1 rg BT 54.33 774.00 Td (able of Contents) Tj ET Q BT /F1 8.00 Tf ET 0 Tr /GS0 gs 0 Tw 0 Tc 100 Tz 0 TL BT /F1 18.00 Tf ET q 0 0 0 rg BT 50.00 752.40 Td (Basel III Public Disclosures) Tj ET Q BT /F1 8.00 Tf ET q 0 0 0 rg BT 50.00 742.80 Td (Ally Financial Inc.) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 301.00 33.60 Td (20) Tj ET Q BT /F2 12.00 Tf ET q 0 0 0 rg BT 49.50 711.90 Td (Inter) Tj ET Q q 0 0 0 rg BT 75.28 711.90 Td (est Rate Risk for) Tj ET Q q 0 0 0 rg BT 160.71 711.90 Td ( Non-T) Tj ET Q q 0 0 0 rg BT 196.15 711.90 Td (rading ) Tj ET Q q 0 0 0 rg BT 232.50 711.90 Td (Activities) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 699.10 Td (W) Tj ET Q q 0 0 0 rg BT 75.27 699.10 Td (e are exposed to interest rate risk arising from changes in interest rates related to financing, investing, and cash management activities.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 559.35 699.10 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 688.30 Td (Interest rate risk arises from the mismatch between assets and the related liabilities used for funding. ) Tj ET Q q 0 0 0 rg BT 413.47 688.30 Td (W) Tj ET Q q 0 0 0 rg BT 421.25 688.30 Td (e enter into various financial ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 677.50 Td (instruments, including derivatives, to maintain the desired level of exposure to the risk of interest rate and other fluctuations.) Tj ET Q BT /F1 9.00 Tf ET BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 658.70 Td (W) Tj ET Q q 0 0 0 rg BT 75.27 658.70 Td (e prepare forward-looking forecasts of net financing revenue, which take into consideration anticipated future business growth, asset/) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 647.90 Td (liability positioning, and interest rates based on the implied forward curve. Simulations are used to assess changes in net financing revenue in ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 637.10 Td (multiple interest rates scenarios relative to the baseline forecast. ) Tj ET Q q 0 0 0 rg BT 281.75 637.10 Td (The changes in net financing revenue relative to the baseline are defined as ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 626.30 Td (the sensitivity) Tj ET Q q 0 0 0 rg BT 99.16 626.30 Td (. Our simulation incorporates contractual cash flows and repricing characteristics for all assets, liabilities and of) Tj ET Q q 0 0 0 rg BT 501.12 626.30 Td (f-balance sheet ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 615.50 Td (exposures and incorporates the ef) Tj ET Q q 0 0 0 rg BT 169.79 615.50 Td (fects of changing interest rates on the prepayment and attrition rates of certain assets and liabilities. ) Tj ET Q q 0 0 0 rg BT 529.26 615.50 Td (The ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 604.70 Td (analysis is highly dependent upon a variety of assumptions including the repricing characteristics of deposits with non-contractual maturities. ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 593.90 Td (Our simulation does not assume any specific future actions are taken to mitigate the impacts of changing interest rates.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 476.62 593.90 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 481.12 593.90 Td (Relative to our ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 583.10 Td (baseline forecast, which is based on the implied forward curve, our net financing revenue over the next twelve months would increase by $12 ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 572.30 Td (million if interest rates remain unchanged.) Tj ET Q BT /F1 9.00 Tf ET BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 553.50 Td (The net financing revenue sensitivity tests measure the potential change in our pretax net financing revenue over the following twelve ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 542.70 Td (months. ) Tj ET Q q 0 0 0 rg BT 80.01 542.70 Td (A) Tj ET Q q 0 0 0 rg BT 86.01 542.70 Td ( number of alternative rate scenarios are tested, including immediate and gradual parallel shocks to both current spot rates and the ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 531.90 Td (market forward curve. ) Tj ET Q q 0 0 0 rg BT 131.80 531.90 Td (W) Tj ET Q q 0 0 0 rg BT 139.57 531.90 Td (e also evaluate nonparallel shocks to interest rates and stresses to certain term points on the yield curve in isolation to ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 521.10 Td (capture and monitor a number of risk types) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 204.71 521.10 Td (.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 502.30 Td (Our twelve-month pretax net financing revenue sensitivity based on the market forward-curve was as follows.) Tj ET Q BT /F1 9.00 Tf ET 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 441 477.8 m 502 477.8 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 502 477.8 m 506 477.8 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 506 477.8 m 563 477.8 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 50 463.8 m 437 463.8 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 437 463.8 m 441 463.8 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 441 463.8 m 502 463.8 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 502 463.8 m 506 463.8 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 506 463.8 m 563 463.8 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 506 463.8 m 563 463.8 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 50 421.8 m 437 421.8 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 437 421.8 m 441 421.8 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 441 421.8 m 502 421.8 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 502 421.8 m 506 421.8 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 506 421.8 m 563 421.8 l s BT /F2 9.00 Tf ET q 0 0 0 rg BT 463.95 482.25 Td (September 30, 2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 52.50 468.26 Td (Change in Interest Rates \() Tj ET Q BT /F4 9.00 Tf ET q 0 0 0 rg BT 145.97 468.26 Td ($ in millions) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 190.98 468.26 Td (\)) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 443.95 468.25 Td (Instantaneous) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 511.35 468.25 Td (Gradual \(a\)) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 52.50 454.26 Td ( -100 basis points) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 443.50 454.25 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 486.50 454.25 Td (\(40) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 498.50 454.25 Td (\)) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 508.50 454.25 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 555.00 454.25 Td (3) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 52.50 440.26 Td ( +100 basis points) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 486.50 440.25 Td (\(50) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 498.50 440.25 Td (\)) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 552.00 440.25 Td (\(7) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 559.50 440.25 Td (\)) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 52.50 426.26 Td ( +200 basis points) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 482.00 426.25 Td (\(180) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 498.50 426.25 Td (\)) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 547.50 426.25 Td (\(31) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 559.50 426.25 Td (\)) Tj ET Q BT /F1 10.00 Tf ET BT /F1 8.00 Tf ET q 0 0 0 rg BT 49.50 412.70 Td (\(a\) ) Tj ET Q BT /F1 8.00 Tf ET q 0 0 0 rg BT 67.50 412.70 Td (Gradual changes in interest rates are recognized over 12 months.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 393.90 Td (W) Tj ET Q q 0 0 0 rg BT 75.27 393.90 Td (e remain moderately liability sensitive as our simulation models assume liabilities will initially re-price faster than assets. ) Tj ET Q q 0 0 0 rg BT 514.17 393.90 Td (A) Tj ET Q q 0 0 0 rg BT 520.17 393.90 Td ( material ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 383.10 Td (portion of our interest rate exposure has historically been driven by Prime rate index floors on certain commercial loans that limit interest ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 372.30 Td (income increases until the index rises above the level of the floor) Tj ET Q q 0 0 0 rg BT 283.17 372.30 Td (. Due to market demand for our London Interbank Of) Tj ET Q q 0 0 0 rg BT 475.45 372.30 Td (fered Rate \(LIBOR\)-) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 361.50 Td (based product and to reduce our exposure to rising interest rates, we have migrated a substantial portion of our dealer floorplan accounts from ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 350.70 Td (Prime to LIBOR indices. ) Tj ET Q q 0 0 0 rg BT 141.24 350.70 Td (As of September 30, 2015, more than 90% of our floorplan assets will re-price directly with changes in short-term ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 339.90 Td (interest rates.) Tj ET Q BT /F1 9.00 Tf ET BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 321.10 Td (The future repricing behavior of retail deposit liabilities, particularly non-maturity deposits, remains a significant driver of interest rate ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 310.30 Td (sensitivity) Tj ET Q q 0 0 0 rg BT 85.92 310.30 Td (. ) Tj ET Q q 0 0 0 rg BT 90.25 310.30 Td (The sustained low interest rate environment increases the uncertainty of assumptions for deposit repricing relationships to market ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 299.50 Td (interest rates. Our interest rate risk models use dynamic assumptions driven by a number of factors, including the overall level of interest rates ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 288.70 Td (and the spread between short-term and long-term interest rates to project changes in our retail deposit of) Tj ET Q q 0 0 0 rg BT 424.21 288.70 Td (fered rates. ) Tj ET Q q 0 0 0 rg BT 465.93 288.70 Td (Ally) Tj ET Q q 0 0 0 rg BT 484.44 288.70 Td (s interest rate risk ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 277.90 Td (metrics currently assume a long-term retail deposit beta of greater than 80%. ) Tj ET Q q 0 0 0 rg BT 327.48 277.90 Td (W) Tj ET Q q 0 0 0 rg BT 335.26 277.90 Td (e believe our deposits may ultimately be less sensitive to ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 267.10 Td (interest rate changes, which will reduce our overall exposure to rising rates. ) Tj ET Q q 0 0 0 rg BT 323.41 267.10 Td (Assuming a long-term retail deposit beta of 50% \(vs. current ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 256.30 Td (assumption of greater than 80%\) would result in a consolidated interest rate risk position that is asset sensitive.) Tj ET Q BT /F1 9.00 Tf ET BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 237.50 Td (Our pro-forma rate sensitivity assuming a 50% deposit pass-through based on the market forward-curve as of September 30, 2015, was ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 226.70 Td (as follows.) Tj ET Q BT /F1 9.00 Tf ET 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 441 202.20000000000005 m 502 202.20000000000005 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 502 202.20000000000005 m 506 202.20000000000005 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 506 202.20000000000005 m 563 202.20000000000005 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 50 188.20000000000005 m 437 188.20000000000005 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 437 188.20000000000005 m 441 188.20000000000005 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 441 188.20000000000005 m 502 188.20000000000005 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 502 188.20000000000005 m 506 188.20000000000005 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 506 188.20000000000005 m 563 188.20000000000005 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 50 146.20000000000005 m 437 146.20000000000005 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 437 146.20000000000005 m 441 146.20000000000005 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 441 146.20000000000005 m 502 146.20000000000005 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 502 146.20000000000005 m 506 146.20000000000005 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 506 146.20000000000005 m 563 146.20000000000005 l s BT /F2 9.00 Tf ET q 0 0 0 rg BT 463.95 206.65 Td (September 30, 2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 52.50 192.66 Td (Change in Interest Rates \() Tj ET Q BT /F4 9.00 Tf ET q 0 0 0 rg BT 145.97 192.66 Td ($ in millions) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 190.98 192.66 Td (\)) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 443.95 192.65 Td (Instantaneous) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 511.35 192.65 Td (Gradual \(a\)) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 52.50 178.66 Td ( -100 basis points) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 443.50 178.65 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 482.00 178.65 Td (\(192) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 498.50 178.65 Td (\)) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 508.50 178.65 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 547.50 178.65 Td (\(50) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 559.50 178.65 Td (\)) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 52.50 164.66 Td ( +100 basis points) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 489.50 164.65 Td (48) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 550.50 164.65 Td (29) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 52.50 150.66 Td ( +200 basis points) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 489.50 150.65 Td (62) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 550.50 150.65 Td (50) Tj ET Q BT /F1 10.00 Tf ET BT /F1 8.00 Tf ET q 0 0 0 rg BT 49.50 137.10 Td (\(a\) ) Tj ET Q BT /F1 8.00 Tf ET q 0 0 0 rg BT 67.50 137.10 Td (Gradual changes in interest rates are recognized over 12 months.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 118.30 Td (Our liability sensitive risk position is also driven by receive-fixed interest rate swaps designated as fair value hedges of certain fixed-rate ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 107.50 Td (liabilities including legacy unsecured debt. ) Tj ET Q q 0 0 0 rg BT 205.79 107.50 Td (These swaps continue to generate positive financing revenue in the current interest rate ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 96.70 Td (environment, but also add to our liability sensitive position. ) Tj ET Q q 0 0 0 rg BT 266.06 96.70 Td (The size, maturity and mix of our hedging activities change frequently as we ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 85.90 Td (adjust our broader asset and liability management objectives.) 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