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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 ($158.6 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 (December31, 2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 548.63 699.10 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 over 95years of experience providing a broad array of financial products ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 677.50 Td (and services, primarily to automotive dealers and their retail customers. ) Tj ET Q q 0 0 0 rg BT 309.25 677.50 Td (W) Tj ET Q q 0 0 0 rg BT 317.03 677.50 Td (e operate as a financial holding company \(FHC\) and a bank holding ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 666.70 Td (company \(BHC\).) 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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, 2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 502.13 456.30 Td (, and our ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 445.50 Td (Consolidated Financial Statements for Holding Companies - FR ) Tj ET Q q 0 0 0 rg BT 282.14 445.50 Td (Y) Tj ET Q q 0 0 0 rg BT 287.64 445.50 Td (-9C for ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 316.14 445.50 Td (December31, 2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 386.86 445.50 Td (. ) Tj ET Q q 0 0 0 rg BT 391.20 445.50 Td (The disclosures included in this report are not ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 434.70 Td (required to be, and have not been, audited by our independent auditors.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 415.90 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 49.50 405.10 Td (The words expect, anticipate, estimate, forecast, initiative, objective, plan, goal, project, outlook, priorities, tar) Tj ET Q q 0 0 0 rg BT 538.58 405.10 Td (get, ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 394.30 Td (intend, evaluate, pursue, seek, may) Tj ET Q q 0 0 0 rg BT 210.82 394.30 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 49.50 383.50 Td (words or similar expressions are intended to identify forward-looking statements. ) Tj ET Q q 0 0 0 rg BT 344.18 383.50 Td (All statements herein, other than statements of historical ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 372.70 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 49.50 361.90 Td (certain risks and uncertainties.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 158.96 361.90 Td ( ) Tj ET Q q 0 0 0 rg BT 160.88 361.90 Td (Y) Tj ET Q q 0 0 0 rg BT 166.47 361.90 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 49.50 351.10 Td (and risks discussed in this report, including those under Item1A, Risk Factors in our ) Tj ET Q q 0 0 0 rg BT 356.22 351.10 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 49.50 340.30 Td (December31, 2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 120.23 340.30 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 49.50 329.50 Td (made, and ) Tj ET Q q 0 0 0 rg BT 88.24 329.50 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 49.50 318.70 Td (the forward-looking statement are made.) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 49.50 299.90 Td (Basis of Pr) Tj ET Q q 0 0 0 rg BT 90.83 299.90 Td (esentation and Consolidation) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 287.10 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 479.37 287.10 Td (America \(GAAP\). ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 276.30 Td (Additionally) Tj ET Q q 0 0 0 rg BT 94.41 276.30 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 67.50 257.50 Td (Refer to ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 98.99 257.50 Td (Note 1) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 123.23 257.50 Td ( to the Consolidated Financial Statements in our ) Tj ET Q q 0 0 0 rg BT 298.21 257.50 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 474.91 257.50 Td (December31, 2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 545.64 257.50 Td (, for ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 246.70 Td (further information on our Basis of Presentation and Consolidation. ) Tj ET Q q 0 0 0 rg BT 294.80 246.70 Td (There are no significant dif) Tj ET Q q 0 0 0 rg BT 392.59 246.70 Td (ferences in the basis of consolidation between ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 235.90 Td (our ) Tj ET Q q 0 0 0 rg BT 63.25 235.90 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 239.95 235.90 Td (December31, 2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 310.68 235.90 Td (, and this report.) Tj ET Q BT /F2 10.00 Tf ET q 0 0 0 rg BT 49.50 215.90 Td (Basel Capital ) Tj ET Q q 0 0 0 rg BT 108.40 215.90 Td (Accord) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 203.10 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 49.50 192.30 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 49.50 181.50 Td (regulators finalized rules implementing the Basel III capital framework and related Dodd-Frank ) Tj ET Q q 0 0 0 rg BT 395.88 181.50 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 49.50 170.70 Td (represents a substantial revision to the regulatory capital standards for U.S. banking or) Tj ET Q q 0 0 0 rg BT 360.25 170.70 Td (ganizations. ) Tj ET Q q 0 0 0 rg BT 405.25 170.70 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 49.50 159.90 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 388.49 159.90 Td (fers and regulatory capital deductions, will be ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 149.10 Td (phased in over several years. ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 130.30 Td (Under U.S. Basel III, ) Tj ET Q q 0 0 0 rg BT 145.74 130.30 Td (Ally must maintain a minimum Common Equity ) Tj ET Q q 0 0 0 rg BT 322.82 130.30 Td (T) Tj ET Q q 0 0 0 rg BT 328.00 130.30 Td (ier 1 risk-based capital ratio of 4.5%, a minimum ) Tj ET Q q 0 0 0 rg BT 507.04 130.30 Td (T) Tj ET Q q 0 0 0 rg BT 512.22 130.30 Td (ier 1 risk-) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 119.50 Td (based capital ratio of 6%, and a minimum ) Tj ET Q q 0 0 0 rg BT 202.04 119.50 Td (T) Tj ET Q q 0 0 0 rg BT 206.91 119.50 Td (otal risk-based capital ratio of 8%. In addition to these minimum requirements, ) Tj ET Q q 0 0 0 rg BT 492.84 119.50 Td (Ally is also subject ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 108.70 Td (to a Common Equity ) Tj ET Q q 0 0 0 rg BT 126.83 108.70 Td (T) Tj ET Q q 0 0 0 rg BT 132.02 108.70 Td (ier 1 capital conservation buf) Tj ET Q q 0 0 0 rg BT 236.81 108.70 Td (fer of more than 2.5%, subject to a phase-in from January 1, 2016 through December 31, ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 97.90 Td (2018. Failure to maintain the full amount of the buf) Tj ET Q q 0 0 0 rg BT 234.80 97.90 Td (fer will result in restrictions on ) Tj ET Q q 0 0 0 rg BT 347.78 97.90 Td (Ally) Tj ET Q q 0 0 0 rg BT 366.28 97.90 Td (s ability to make capital distributions, including ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 87.10 Td (dividend payment and stock repurchases and redemptions, and to pay discretionary bonuses to executive of) Tj ET Q q 0 0 0 rg BT 435.48 87.10 Td (ficers. In addition to these new ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 76.30 Td (risk-based capital standards, U.S. Basel III subjects all U.S. banking or) Tj ET Q q 0 0 0 rg BT 304.53 76.30 Td (ganizations, including ) Tj ET Q q 0 0 0 rg BT 385.77 76.30 Td (Ally) Tj ET Q q 0 0 0 rg BT 401.19 76.30 Td (, to a minimum ) Tj ET Q q 0 0 0 rg BT 458.27 76.30 Td (T) Tj ET Q q 0 0 0 rg BT 463.45 76.30 Td (ier 1 leverage ratio of 4%, ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 65.50 Td (the denominator of which takes into account only on-balance sheet assets.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 315.67 65.50 Td ( ) 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 67.50 713.80 Td (Ef) Tj ET Q q 0 0 0 rg BT 75.83 713.80 Td (fective January 1, 2015, the well-capitalized standard for insured depository institutions, such as ) Tj ET Q q 0 0 0 rg BT 432.23 713.80 Td (Ally Bank, was revised to reflect ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 703.00 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 67.50 684.20 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 49.50 673.40 Td (for the phase-out of instruments that had previously been recognized as capital but that do not satisfy the new criteria. Subject to certain ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 662.60 Td (exceptions \(e.g., for certain debt or equity issued to the U.S. government under the Emer) Tj ET Q q 0 0 0 rg BT 368.49 662.60 Td (gency Economic Stabilization ) Tj ET Q q 0 0 0 rg BT 478.22 662.60 Td (Act\), trust preferred ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 651.80 Td (and other hybrid securities are no longer included in a BHC's ) Tj ET Q q 0 0 0 rg BT 279.64 651.80 Td (T) Tj ET Q q 0 0 0 rg BT 284.82 651.80 Td (ier 1 capital as of January 1, 2016. ) Tj ET Q q 0 0 0 rg BT 410.29 651.80 Td (Also, subject to a phase-in schedule, ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 641.00 Td (certain new items are deducted from Common Equity ) Tj ET Q q 0 0 0 rg BT 244.78 641.00 Td (T) Tj ET Q q 0 0 0 rg BT 249.96 641.00 Td (ier 1 capital, and certain other deductions from regulatory capital have been modified. ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 630.20 Td (Among other things, U.S. Basel III requires significant investments in the common shares of unconsolidated financial institutions, mortgage ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 619.40 Td (servicing rights, and certain deferred tax assets that exceed specified individual and aggregate thresholds to be deducted from Common ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 608.60 Td (Equity ) Tj ET Q q 0 0 0 rg BT 75.59 608.60 Td (T) Tj ET Q q 0 0 0 rg BT 80.77 608.60 Td (ier 1 capital. U.S. Basel III also revises the standardized approach for calculating risk-weighted assets by) Tj ET Q q 0 0 0 rg BT 457.55 608.60 Td (, among other things, ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 597.80 Td (modifying certain risk weights 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 q 0 0 0 rg BT 547.62 597.80 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 579.00 Td (Ally is subject to the U.S. Basel III standardized approach for credit risk. It is not subject to the U.S. Basel III advanced approaches for ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 568.20 Td (credit risk. ) Tj ET Q q 0 0 0 rg BT 89.74 568.20 Td (Ally is currently not subject to the U.S. market risk capital rule, which applies only to banking or) Tj ET Q q 0 0 0 rg BT 439.00 568.20 Td (ganizations with significant ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 557.40 Td (trading assets and liabilities.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 151.48 557.40 Td ( ) Tj ET Q 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 /F2 10.00 Tf ET q 0 0 0 rg BT 49.50 679.10 Td (Restrictions on Capital) Tj ET Q BT /F3 9.00 Tf ET q 0 0 0 rg BT 67.50 666.30 Td ( ) Tj ET Q BT /F3 9.00 Tf ET q 0 0 0 rg BT 85.50 666.30 Td (Capital ) Tj ET Q q 0 0 0 rg BT 114.42 666.30 Td (Adequacy Requirements) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 204.67 666.30 Td ( ) Tj ET Q q 0 0 0 rg BT 217.67 666.30 Td (Ally and ) Tj ET Q q 0 0 0 rg BT 250.67 666.30 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 85.50 655.50 Td (FDICregulations. Refer to ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 184.23 655.50 Td (Note 21) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 212.98 655.50 Td ( to the Consolidated Financial Statements in our ) Tj ET Q q 0 0 0 rg BT 387.95 655.50 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 85.50 644.70 Td (December31, 2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 156.23 644.70 Td ( for additional information.) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 67.50 624.70 Td ( ) Tj ET Q BT /F3 9.00 Tf ET q 0 0 0 rg BT 85.50 624.70 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 406.57 624.70 Td ( Utah law \(and, in certain instances, ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 613.90 Td (federal law\) places restrictions and limitations on dividends or other distributions payable by our banking subsidiary) Tj ET Q q 0 0 0 rg BT 503.57 613.90 Td (, ) Tj ET Q q 0 0 0 rg BT 507.58 613.90 Td (Ally Bank, to ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 603.10 Td (Ally) Tj ET Q q 0 0 0 rg BT 100.92 603.10 Td (. Under the FRB) Tj ET Q q 0 0 0 rg BT 162.91 603.10 Td (s capital plan rule, an objection to a lar) Tj ET Q q 0 0 0 rg BT 302.45 603.10 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 85.50 592.30 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 465.75 592.30 Td (ge BHC receives a non-) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 581.50 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 85.50 570.70 Td (certain circumstances. In addition, FRB supervisory guidance requires BHCs such as ) Tj ET Q q 0 0 0 rg BT 393.18 570.70 Td (Ally to consult with the FRB prior to ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 559.90 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 85.50 549.10 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 85.50 538.30 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 490.94 538.30 Td (The U.S. banking ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 527.50 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 85.50 516.70 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 85.50 505.90 Td (unsound banking practice.) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 67.50 485.90 Td ( ) Tj ET Q BT /F3 9.00 Tf ET q 0 0 0 rg BT 85.50 485.90 Td (T) Tj ET Q q 0 0 0 rg BT 90.66 485.90 Td (ransactions with ) Tj ET Q q 0 0 0 rg BT 153.85 485.90 Td (Af) Tj ET Q q 0 0 0 rg BT 162.69 485.90 Td (filiates) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 187.69 485.90 Td ( Certain transactions between ) Tj ET Q q 0 0 0 rg BT 306.90 485.90 Td (Ally Bank and any of its nonbank af) Tj ET Q q 0 0 0 rg BT 441.46 485.90 Td (filiates, including but not ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 475.10 Td (limited to ) Tj ET Q q 0 0 0 rg BT 122.00 475.10 Td (Ally) Tj ET Q q 0 0 0 rg BT 137.42 475.10 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 85.50 464.30 Td (covered transactions including ) Tj ET Q q 0 0 0 rg BT 205.21 464.30 Td (Ally Bank's extensions of credit to and asset purchases from its nonbank af) Tj ET Q q 0 0 0 rg BT 475.11 464.30 Td (filiates, generally ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 453.50 Td (\(1\)are limited to 10% of ) Tj ET Q q 0 0 0 rg BT 176.48 453.50 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 491.62 453.50 Td (filiate, with an ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 442.70 Td (aggregate limit of 20% of ) Tj ET Q q 0 0 0 rg BT 179.72 442.70 Td (Ally Bank's capital stock and surplus for all af) Tj ET Q q 0 0 0 rg BT 346.14 442.70 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 85.50 431.90 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 482.61 431.90 Td (Ally Bank, may not ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 421.10 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 85.50 410.30 Td (accordance with safe-and-sound banking practices \(collectively) Tj ET Q q 0 0 0 rg BT 313.56 410.30 Td (, the ) Tj ET Q q 0 0 0 rg BT 330.81 410.30 Td (Af) Tj ET Q q 0 0 0 rg BT 340.15 410.30 Td (filiate ) Tj ET Q q 0 0 0 rg BT 363.22 410.30 Td (T) Tj ET Q q 0 0 0 rg BT 368.40 410.30 Td (ransaction Restrictions\). In addition, transactions ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 399.50 Td (between ) Tj ET Q q 0 0 0 rg BT 117.24 399.50 Td (Ally Bank and a nonbank af) Tj ET Q q 0 0 0 rg BT 218.30 399.50 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 103.50 380.70 Td (Furthermore, there is an attribution rule that provides that a transaction between ) Tj ET Q q 0 0 0 rg BT 400.65 380.70 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 85.50 369.90 Td (as a transaction between ) Tj ET Q q 0 0 0 rg BT 174.96 369.90 Td (AllyBank and a nonbank af) Tj ET Q q 0 0 0 rg BT 276.02 369.90 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 85.50 359.10 Td (of or transferred to a nonbank af) Tj ET Q q 0 0 0 rg BT 201.79 359.10 Td (filiate of ) Tj ET Q q 0 0 0 rg BT 234.28 359.10 Td (Ally Bank. For example, because ) Tj ET Q q 0 0 0 rg BT 356.00 359.10 Td (Ally controls ) Tj ET Q q 0 0 0 rg BT 405.00 359.10 Td (Ally Bank, ) Tj ET Q q 0 0 0 rg BT 446.25 359.10 Td (Ally is an af) Tj ET Q q 0 0 0 rg BT 490.32 359.10 Td (filiate of ) Tj ET Q q 0 0 0 rg BT 522.81 359.10 Td (Ally Bank ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 348.30 Td (for purposes of the ) Tj ET Q q 0 0 0 rg BT 154.99 348.30 Td (Af) Tj ET Q q 0 0 0 rg BT 164.32 348.30 Td (filiate ) Tj ET Q q 0 0 0 rg BT 187.40 348.30 Td (T) Tj ET Q q 0 0 0 rg BT 192.58 348.30 Td (ransaction Restrictions. ) Tj ET Q q 0 0 0 rg BT 279.15 348.30 Td (Thus, retail financing transactions by ) Tj ET Q q 0 0 0 rg BT 414.61 348.30 Td (Ally Bank involving vehicles for which ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 337.50 Td (Ally provided floorplan financing are subject to the ) Tj ET Q q 0 0 0 rg BT 272.45 337.50 Td (Af) Tj ET Q q 0 0 0 rg BT 281.78 337.50 Td (filiate ) Tj ET Q q 0 0 0 rg BT 304.86 337.50 Td (T) Tj ET Q q 0 0 0 rg BT 310.04 337.50 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 85.50 326.70 Td (are deemed to benefit, and are ultimately transferred to, ) Tj ET Q q 0 0 0 rg BT 287.16 326.70 Td (Ally) Tj ET Q q 0 0 0 rg BT 302.58 326.70 Td (.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 103.50 307.90 Td (Under the Dodd-Frank ) Tj ET Q q 0 0 0 rg BT 187.23 307.90 Td (Act, among other changes to the ) Tj ET Q q 0 0 0 rg BT 305.45 307.90 Td (Af) Tj ET Q q 0 0 0 rg BT 314.78 307.90 Td (filiate ) Tj ET Q q 0 0 0 rg BT 337.86 307.90 Td (T) Tj ET Q q 0 0 0 rg BT 343.04 307.90 Td (ransaction Restrictions, credit exposures arising from ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 297.10 Td (derivatives transactions, securities lending and borrowing transactions, and acceptance of af) Tj ET Q q 0 0 0 rg BT 416.21 297.10 Td (filiate-issued debt obligations \(other ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 286.30 Td (than securities\) as collateral for a loan or extension of credit will be treated as "covered transactions." ) Tj ET Q q 0 0 0 rg BT 452.54 286.30 Td (The Dodd-Frank ) Tj ET Q q 0 0 0 rg BT 514.53 286.30 Td (Act also ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 275.50 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 85.50 264.70 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 103.50 245.90 Td (Historically) Tj ET Q q 0 0 0 rg BT 145.41 245.90 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 85.50 235.10 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 465.68 235.10 Td (As a result of the Dodd-) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 224.30 Td (Frank ) Tj ET Q q 0 0 0 rg BT 108.25 224.30 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 85.50 213.50 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 85.50 202.70 Td (to the Deposit Insurance Fund. ) Tj ET Q q 0 0 0 rg BT 198.32 202.70 Td (The FRB granted several such exemptions to ) Tj ET Q q 0 0 0 rg BT 362.03 202.70 Td (Ally Bank in the past. However) Tj ET Q q 0 0 0 rg BT 475.65 202.70 Td (, the existing ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 191.90 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 517.15 191.90 Td (Act, any ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 181.10 Td (requests for future exemptions might not be granted. Moreover) Tj ET Q q 0 0 0 rg BT 311.83 181.10 Td (, these limited exemptions generally do not encompass consumer ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 170.30 Td (leasing or used vehicle financing. Since there is no assurance that ) Tj ET Q q 0 0 0 rg BT 322.92 170.30 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 85.50 159.50 Td (with respect to these restrictions, the ability to grow ) Tj ET Q q 0 0 0 rg BT 273.96 159.50 Td (Ally Bank's business will be af) Tj ET Q q 0 0 0 rg BT 385.16 159.50 Td (fected by the ) Tj ET Q q 0 0 0 rg BT 433.39 159.50 Td (Af) Tj ET Q q 0 0 0 rg BT 442.72 159.50 Td (filiate ) Tj ET Q q 0 0 0 rg BT 465.80 159.50 Td (T) Tj ET Q q 0 0 0 rg BT 470.98 159.50 Td (ransaction Restrictions ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 148.70 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 67.50 129.90 Td ( ) Tj ET Q BT /F3 9.00 Tf ET q 0 0 0 rg BT 85.50 129.90 Td (Source of Strength) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 155.51 129.90 Td ( Pursuant to the Federal Deposit Insurance ) Tj ET Q q 0 0 0 rg BT 321.48 129.90 Td (Act, as amended by the Dodd-Frank ) Tj ET Q q 0 0 0 rg BT 453.70 129.90 Td (Act, FRB policy and ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 119.10 Td (regulations, and the Parent Company ) Tj ET Q q 0 0 0 rg BT 220.47 119.10 Td (Agreementand the Capital and Liquidity Maintenance ) Tj ET Q q 0 0 0 rg BT 418.66 119.10 Td (Agreement described in ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 506.88 119.10 Td (Note 21) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 535.62 119.10 Td ( to the ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 108.30 Td (Consolidated Financial Statements in our ) Tj ET Q q 0 0 0 rg BT 235.73 108.30 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 412.44 108.30 Td (December31, 2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 483.16 108.30 Td (, ) Tj ET Q q 0 0 0 rg BT 487.16 108.30 Td (Ally is required to ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 97.50 Td (act as a source of financial and managerial strength to ) Tj ET Q q 0 0 0 rg BT 280.92 97.50 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 86.70 Td (support ) Tj ET Q q 0 0 0 rg BT 114.25 86.70 Td (Ally Bank. ) Tj ET Q q 0 0 0 rg BT 155.84 86.70 Td (This support may be required at inopportune times for ) Tj ET Q q 0 0 0 rg BT 352.55 86.70 Td (Ally) Tj ET Q q 0 0 0 rg BT 367.96 86.70 Td (.) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 67.50 66.70 Td ( ) Tj ET Q BT /F3 9.00 Tf ET q 0 0 0 rg BT 85.50 66.70 Td (Enforcement ) Tj ET Q q 0 0 0 rg BT 135.91 66.70 Td (Authority) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 171.43 66.70 Td ( ) Tj ET Q q 0 0 0 rg BT 184.76 66.70 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 55.90 Td (and desist from unsafe or unsound banking practices and from violations of laws, rules, regulations, or conditions imposed in ) 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 9.00 Tf ET q 0 0 0 rg BT 85.50 713.80 Td (writing by the banking agencies. ) Tj ET Q q 0 0 0 rg BT 204.81 713.80 Td (The FDIC and FRB also are empowered to require af) Tj ET Q q 0 0 0 rg BT 396.34 713.80 Td (firmative actions to correct any violation or ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 703.00 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 85.50 692.20 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 85.50 681.40 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 509.71 681.40 Td (ficers and ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 85.50 670.60 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 85.50 659.80 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 49.50 639.80 Td (Depository Institutions) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 627.00 Td (Ally Bank's deposits are insured by the FDIC, and ) Tj ET Q q 0 0 0 rg BT 250.10 627.00 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 49.50 616.20 Td (condition. ) Tj ET Q q 0 0 0 rg BT 87.83 616.20 Td (T) Tj ET Q q 0 0 0 rg BT 92.70 616.20 Td (otal assets of ) Tj ET Q q 0 0 0 rg BT 140.95 616.20 Td (Ally Bank were ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 200.18 616.20 Td ($1) Tj ET Q q 0 0 0 rg BT 208.85 616.20 Td (1) Tj ET Q q 0 0 0 rg BT 213.01 616.20 Td (1.3 billion) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 250.01 616.20 Td ( at ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 261.01 616.20 Td (December31, 2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 331.73 616.20 Td (. ) Tj ET Q q 0 0 0 rg BT 335.74 616.20 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 49.50 605.40 Td (Utah, ) Tj ET Q q 0 0 0 rg BT 71.00 605.40 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 523.18 605.40 Td (The ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 594.60 Td (Federal Deposit Insurance Corporation Improvement ) Tj ET Q q 0 0 0 rg BT 242.20 594.60 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 49.50 583.80 Td (depository institutions \("well-capitalized," "adequately capitalized," "undercapitalized," "significantly undercapitalized," and "critically ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 573.00 Td (undercapitalized"\) 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 49.50 562.20 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 49.50 551.40 Td (institution is classified, FDICIA) Tj ET Q q 0 0 0 rg BT 164.50 551.40 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 67.50 532.60 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 49.50 521.80 Td (could have a direct material ef) Tj ET Q q 0 0 0 rg BT 158.53 521.80 Td (fect on ) Tj ET Q q 0 0 0 rg BT 185.02 521.80 Td (Ally Bank's results of operations and financial condition. FDICIA) Tj ET Q q 0 0 0 rg BT 421.85 521.80 Td ( generally prohibits a depository ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 511.00 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 557.56 511.00 Td (, ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 500.20 Td (if the depository institution would become under) Tj ET Q q 0 0 0 rg BT 224.79 500.20 Td (-capitalized after such payment. Under) Tj ET Q q 0 0 0 rg BT 364.29 500.20 Td (-capitalized institutions are also subject to growth ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 489.40 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 49.50 478.60 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 49.50 467.80 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 49.50 457.00 Td (a banking institution to capital raising requirements.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 438.20 Td (At ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 78.75 438.20 Td (December31, 2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 149.48 438.20 Td (, both ) Tj ET Q q 0 0 0 rg BT 171.73 438.20 Td (Ally Financial Inc. and ) Tj ET Q q 0 0 0 rg BT 256.46 438.20 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 49.50 427.40 Td (additional discussion of capital adequacy requirements, refer to ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 279.67 427.40 Td (Note 21) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 308.41 427.40 Td ( to the Consolidated Financial Statements in our ) Tj ET Q q 0 0 0 rg BT 483.39 427.40 Td (Annual Report on ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 416.60 Td (Form 10-K for the year ended ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 159.46 416.60 Td (December31, 2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 230.19 416.60 Td (.) Tj ET Q BT /F2 10.00 Tf ET q 0 0 0 rg BT 49.50 396.60 Td (Insurance Companies) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 383.80 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 49.50 373.00 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 49.50 362.20 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 49.50 351.40 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 49.50 340.60 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 49.50 329.80 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 49.50 309.80 Td (Investments in ) Tj ET Q q 0 0 0 rg BT 113.95 309.80 Td (Ally) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 297.00 Td (Because ) Tj ET Q q 0 0 0 rg BT 99.24 297.00 Td (Ally Bank is an FDIC-insured bank and ) Tj ET Q q 0 0 0 rg BT 244.47 297.00 Td (Ally and IB Finance Holding Company) Tj ET Q q 0 0 0 rg BT 386.12 297.00 Td (, LLC are BHCs, acquisitions of our voting ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 286.20 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 423.78 286.20 Td (. Investors are responsible for ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 275.40 Td (ensuring that they do not, directly or indirectly) Tj ET Q q 0 0 0 rg BT 216.87 275.40 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 49.50 264.60 Td (approval under the Change in Bank Control ) Tj ET Q q 0 0 0 rg BT 208.72 264.60 Td (Act, the BHC ) Tj ET Q q 0 0 0 rg BT 259.72 264.60 Td (Act, and Utah state law) Tj ET Q q 0 0 0 rg BT 343.35 264.60 Td (.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 245.80 Td (Further) Tj ET Q q 0 0 0 rg BT 93.63 245.80 Td (, refer to the ) Tj ET Q BT /F4 9.00 Tf ET q 0 0 0 rg BT 139.86 245.80 Td (T) Tj ET Q q 0 0 0 rg BT 144.04 245.80 Td (ax ) Tj ET Q q 0 0 0 rg BT 154.62 245.80 Td (Assets Pr) Tj ET Q q 0 0 0 rg BT 188.04 245.80 Td (otective Measur) Tj ET Q q 0 0 0 rg BT 245.43 245.80 Td (es) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 252.93 245.80 Td ( section of MD&A) Tj ET Q q 0 0 0 rg BT 320.17 245.80 Td ( within our ) Tj ET Q q 0 0 0 rg BT 361.42 245.80 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 49.50 235.00 Td (December31, 2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 120.23 235.00 Td ( for details of 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 541.35 235.00 Td (Ally ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 224.20 Td (common stock that exceeds certain ownership thresholds.) Tj ET Q BT /F2 10.00 Tf ET q 0 0 0 rg BT 49.50 204.20 Td (Surplus of Insurance Subsidiaries and Subsidiary Regulatory Capital) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 191.40 Td (At ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 78.75 191.40 Td (December31, 2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 149.48 191.40 Td (, ) Tj ET Q q 0 0 0 rg BT 153.48 191.40 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 49.50 180.60 Td (capital amount.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 161.80 Td (At ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 78.75 161.80 Td (December31, 2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 149.48 161.80 Td (, the aggregate capital surplus of insurance subsidiaries was $747 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 (December31, 2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 506.26 699.10 Td (.) Tj ET Q 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 50 674.6 m 481 674.6 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 481 674.6 m 563 674.6 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 50 604.6 m 481 604.6 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 481 604.6 m 563 604.6 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 50 548.6 m 481 548.6 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 481 548.6 m 563 548.6 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 50 478.6 m 481 478.6 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 481 478.6 m 563 478.6 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 50 464.6 m 481 464.6 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 481 464.6 m 563 464.6 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 50 450.6 m 481 450.6 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 481 450.6 m 563 450.6 l s BT /F1 9.00 Tf ET q 0 0 0 rg BT 52.50 679.06 Td (\() Tj ET Q BT /F4 9.00 Tf ET q 0 0 0 rg BT 55.50 679.06 Td ($ in millions) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 100.50 679.06 Td (\)) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 486.90 679.05 Td (December 31, 2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 52.50 665.06 Td (Common Equity Tier 1 capital) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 58.50 651.06 Td (Common stock and related surplus) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 483.50 651.05 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 534.75 651.05 Td (21,084) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 58.50 637.06 Td (Retained earnings) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 536.25 637.05 Td (\(8,110) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 559.50 637.05 Td (\)) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 58.50 623.06 Td (Accumulated other comprehensive loss) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 543.00 623.05 Td (\(231) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 559.50 623.05 Td (\)) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 58.50 609.06 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 543.00 609.05 Td (\(236) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 559.50 609.05 Td (\)) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 52.50 595.06 Td (Total Common Equity Tier 1 capital) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 534.75 595.05 Td (12,507) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 52.50 581.06 Td (Other Tier 1 capital) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 58.50 567.06 Td (Additional Tier 1 capital elements) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 539.25 567.05 Td (3,216) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 58.50 553.06 Td (Adjustments and deductions made to Tier 1 capital) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 543.00 553.05 Td (\(646) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 559.50 553.05 Td (\)) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 52.50 539.06 Td (Total Tier 1 capital) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 534.75 539.05 Td (15,077) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 52.50 525.06 Td (Tier 2 capital) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 58.50 511.06 Td (Tier 2 capital elements) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 546.00 511.05 Td (932) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 58.50 497.06 Td (Includable allowance for loan and lease losses) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 539.25 497.05 Td (1,054) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 58.50 483.06 Td (Adjustments and deductions made to Tier 2 capital) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 547.50 483.05 Td (\(58) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 559.50 483.05 Td (\)) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 52.50 469.06 Td (Total Tier 2 capital) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 539.25 469.05 Td (1,928) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 52.50 455.06 Td (Total capital \(a\)) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 483.50 455.05 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 534.75 455.05 Td (17,005) Tj ET Q BT /F1 10.00 Tf ET BT /F1 8.00 Tf ET q 0 0 0 rg BT 49.50 441.50 Td (\(a\) ) Tj ET Q BT /F1 8.00 Tf ET q 0 0 0 rg BT 67.50 441.50 Td (For more information refer to the ) Tj ET Q BT /F1 8.00 Tf ET q 0 0 0 rg BT 175.91 441.50 Td (December31, 2015) Tj ET Q BT /F1 8.00 Tf ET q 0 0 0 rg BT 238.78 441.50 Td ( FR ) Tj ET Q q 0 0 0 rg BT 252.27 441.50 Td (Y) Tj ET Q q 0 0 0 rg BT 257.16 441.50 Td (-9C Schedule HC-R.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 422.70 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 528.70 422.70 Td (The ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 411.90 Td (terms and conditions of ) Tj ET Q q 0 0 0 rg BT 135.99 411.90 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 49.50 391.90 Td (Common Stock) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 379.10 Td ($0.01 par value; shares authorized 1,100,000,000; issued 482,790,696; and outstanding 481,980,1) Tj ET Q q 0 0 0 rg BT 419.12 379.10 Td (1) Tj ET Q q 0 0 0 rg BT 423.28 379.10 Td (1.) Tj ET Q BT /F2 10.00 Tf ET q 0 0 0 rg BT 49.50 359.10 Td (Pr) Tj ET Q q 0 0 0 rg BT 59.87 359.10 Td (eferr) Tj ET Q q 0 0 0 rg BT 80.77 359.10 Td (ed Stock) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 346.30 Td (The following table summarizes information about our Series) Tj ET Q q 0 0 0 rg BT 290.95 346.30 Td (A) Tj ET Q q 0 0 0 rg BT 296.95 346.30 Td ( preferred stock.) Tj ET Q 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 50 321.79999999999995 m 477 321.79999999999995 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 477 321.79999999999995 m 481 321.79999999999995 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 481 321.79999999999995 m 563 321.79999999999995 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 50 321.79999999999995 m 477 321.79999999999995 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 50 189.79999999999995 m 477 189.79999999999995 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 477 189.79999999999995 m 481 189.79999999999995 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 481 189.79999999999995 m 563 189.79999999999995 l s BT /F2 9.00 Tf ET q 0 0 0 rg BT 485.20 326.25 Td (December 31, 2015) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 52.50 312.25 Td (Series A preferred stock \(a\)) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 58.50 298.26 Td (Carrying value \($ in millions\)) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 483.50 298.25 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 540.00 298.25 Td (696) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 58.50 284.26 Td (Par value \(per share\)) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 537.75 284.25 Td (0.01) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 58.50 270.26 Td (Liquidation preference \(per share\)) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 544.50 270.25 Td (25) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 58.50 256.26 Td (Number of shares authorized) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 513.00 256.25 Td (40,870,560) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 58.50 242.26 Td (Number of shares issued and outstanding) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 513.00 242.25 Td (27,870,560) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 58.50 228.26 Td (Dividend/coupon) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 70.50 214.26 Td (Prior to May15,2016) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 542.25 214.25 Td (8.5) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 553.50 214.25 Td (%) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 70.50 201.06 Td (On and after May15,2016) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 509.40 201.20 Td (Thr) Tj ET Q q 0 0 0 rg BT 524.24 201.20 Td (ee month ) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 491.60 192.25 Td (LIBOR+6.243%) Tj ET Q BT /F1 10.00 Tf ET BT /F1 8.00 Tf ET q 0 0 0 rg BT 49.50 180.70 Td (\(a\) ) Tj ET Q q 0 0 0 rg BT 67.50 180.70 Td (Nonredeemable prior to May15,2016.) Tj ET Q 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 13,000,000 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 49.50 689.65 Td ($26.65 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 13,000,000 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 $325 million for $347 million 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 $325 million and recognized the excess consideration paid of $22 million 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 27,870,560 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 q 0 0 0 rg BT 67.50 627.65 Td (The amount of Series ) Tj ET Q q 0 0 0 rg BT 146.48 627.65 Td (A) Tj ET Q q 0 0 0 rg BT 152.49 627.65 Td ( Preferred Shares included in ) Tj ET Q q 0 0 0 rg BT 259.04 627.65 Td (T) Tj ET Q q 0 0 0 rg BT 264.22 627.65 Td (ier 1 capital was $696 million at ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 382.44 627.65 Td (December31, 2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 453.16 627.65 Td (.) Tj ET Q BT /F3 10.00 Tf ET q 0 0 0 rg BT 49.50 607.65 Td (Series G Preferred Stock) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 594.85 Td (On March 1) Tj ET Q q 0 0 0 rg BT 110.65 594.85 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 49.50 584.05 Td (pro-rata basis,) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 100.48 584.05 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 102.73 584.05 Td (1,288,300) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 138.73 584.05 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 140.98 584.05 Td (shares at a redemption price of) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 251.68 584.05 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 253.93 584.05 Td (1,000) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 274.18 584.05 Td ( per share plus ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 328.67 584.05 Td ($10.50) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 353.42 584.05 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 355.67 584.05 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 49.50 573.25 Td (redemption date. On ) Tj ET Q q 0 0 0 rg BT 124.98 573.25 Td (April 10, 2015, we redeemed) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 229.95 573.25 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 232.20 573.25 Td (1,288,300) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 268.20 573.25 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 270.45 573.25 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 49.50 562.45 Td (preference of approximately) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 151.44 562.45 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 153.69 562.45 Td ($1,288 million) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 206.70 562.45 Td ( for approximately ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 275.92 562.45 Td ($1,302 million) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 328.93 562.45 Td ( cash, which included ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 409.15 562.45 Td ($14 million) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 450.91 562.45 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 453.16 562.45 Td (in accrued and unpaid ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 551.65 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 410.87 551.65 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 413.12 551.65 Td ($1) Tj ET Q q 0 0 0 rg BT 421.79 551.65 Td (17 million) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 459.04 551.65 Td ( and recognized the excess ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 540.85 Td (consideration paid of) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 125.48 540.85 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 127.73 540.85 Td ($1,171 million) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 180.73 540.85 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 182.98 540.85 Td (as an additional return to preferred shareholders. On November 12, 2015, we issued a Notice of ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 530.05 Td (Redemption to the holders of the remaining outstanding Series G Preferred Stock to redeem, on a pro-rata basis,) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 453.14 530.05 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 455.39 530.05 Td (1,288,301) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 491.39 530.05 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 493.64 530.05 Td (shares at a ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 519.25 Td (redemption price of) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 120.47 519.25 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 122.72 519.25 Td ($1,000) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 147.47 519.25 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 149.72 519.25 Td (per share plus) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 199.71 519.25 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 201.96 519.25 Td ($5.64) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 222.21 519.25 Td ( per ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 238.20 519.25 Td (share of accrued and unpaid dividends through the redemption date. On December 14, ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 508.45 Td (2015, we redeemed) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 119.72 508.45 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 121.97 508.45 Td (1,288,301) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 157.97 508.45 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 160.22 508.45 Td (shares of our outstanding SeriesG Preferred Stock, with an aggregate liquidation preference of approximately) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 556.34 508.45 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 497.65 Td ($1,288 million) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 102.50 497.65 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 104.75 497.65 Td (for approximately) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 169.48 497.65 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 171.73 497.65 Td ($1,295 million) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 224.73 497.65 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 226.98 497.65 Td (in cash, which included) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 311.96 497.65 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 314.21 497.65 Td ($7 million) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 351.46 497.65 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 353.71 497.65 Td (in accrued and unpaid dividends. Upon redemption of the ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 486.85 Td (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 282.89 486.85 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 285.14 486.85 Td ($1) Tj ET Q q 0 0 0 rg BT 293.81 486.85 Td (17 million) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 331.06 486.85 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 333.31 486.85 Td (and recognized the excess consideration paid of) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 505.24 486.85 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 507.49 486.85 Td ($1,171 million) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 560.50 486.85 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 476.05 Td (as an additional return to preferred shareholders. Ef) Tj ET Q q 0 0 0 rg BT 234.76 476.05 Td (fective December 14, 2015, the Series G Preferred Stock was retired.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 483.42 476.05 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 457.25 Td (The above capital actions were the result of ) Tj ET Q q 0 0 0 rg BT 225.94 457.25 Td (Ally receiving a non-objection to its capital plan from the FRB. ) Tj ET Q q 0 0 0 rg BT 456.72 457.25 Td (The remaining capital ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 446.45 Td (actions associated with the previously submitted capital plan are intended to occur during 2016.) Tj ET Q BT /F2 10.00 Tf ET q 0 0 0 rg BT 49.50 426.45 Td (T) Tj ET Q q 0 0 0 rg BT 55.43 426.45 Td (rust Pr) Tj ET Q q 0 0 0 rg BT 85.52 426.45 Td (eferr) Tj ET Q q 0 0 0 rg BT 106.42 426.45 Td (ed Securities) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 413.65 Td (At December 31, 2015 we have issued and outstanding approximately $2.6 billion in aggregate liquidation preference of 8.125% Fixed ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 402.85 Td (Rate / Floating Rate ) Tj ET Q q 0 0 0 rg BT 123.82 402.85 Td (T) Tj ET Q q 0 0 0 rg BT 129.01 402.85 Td (rust Preferred Securities, Series 2 \(Series2 ) Tj ET Q q 0 0 0 rg BT 285.30 402.85 Td (TRUPS\) net of original issue discount and debt issuance costs. Each Series2 ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 392.05 Td (TRUPS security has a liquidation amount of $25. Distributions are cumulative and are payable until redemption at the applicable coupon rate. ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 381.25 Td (Distributions are payable at an annual rate of 8.125% payable quarterly in arrears, through but excluding February15,2016. From and ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 370.45 Td (including February15,2016, to but excluding February15,2040, distributions will be payable at an annual rate equal to three-month London ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 359.65 Td (interbank of) Tj ET Q q 0 0 0 rg BT 93.07 359.65 Td (fer rate plus 5.785% payable quarterly in arrears, beginning May15,2016. ) Tj ET Q q 0 0 0 rg BT 363.99 359.65 Td (Ally has the right to defer payments of interest for a ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 348.85 Td (period not exceeding 20consecutive quarters. ) Tj ET Q q 0 0 0 rg BT 216.53 348.85 Td (The Series2 ) Tj ET Q q 0 0 0 rg BT 263.60 348.85 Td (TRUPS have no stated maturity date, but must be redeemed upon the redemption ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 338.05 Td (or maturity of the related debentures \(Debentures\), which mature on February15,2040. ) Tj ET Q q 0 0 0 rg BT 367.40 338.05 Td (Ally at any time on or after February 15, 2016 may ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 327.25 Td (redeem the Series 2 ) Tj ET Q q 0 0 0 rg BT 122.31 327.25 Td (TRUPS at a redemption price equal to 100% of the principal amount being redeemed, plus accrued and unpaid interest ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 316.45 Td (through the date of redemption. ) Tj ET Q q 0 0 0 rg BT 165.30 316.45 Td (The Series2 ) Tj ET Q q 0 0 0 rg BT 212.38 316.45 Td (TRUPS are generally nonvoting, other than with respect to certain limited matters. During any ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 305.65 Td (period in which any Series2 ) Tj ET Q q 0 0 0 rg BT 154.31 305.65 Td (TRUPS remain outstanding but in which distributions on the Series2 ) Tj ET Q q 0 0 0 rg BT 405.89 305.65 Td (TRUPS have not been fully paid, none of ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 294.85 Td (Ally or its subsidiaries will be permitted to \(i\)declare or pay dividends on, make any distributions with respect to, or redeem, purchase, ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 284.05 Td (acquire or otherwise make a liquidation payment with respect to, any of ) Tj ET Q q 0 0 0 rg BT 309.67 284.05 Td (Ally) Tj ET Q q 0 0 0 rg BT 328.17 284.05 Td (s capital stock or make any guarantee payment with respect ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 273.25 Td (thereto; or \(ii\)make any payments of principal, interest, or premium on, or repay) Tj ET Q q 0 0 0 rg BT 340.32 273.25 Td (, repurchase or redeem, any debt securities or guarantees that ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 262.45 Td (rank on a parity with or junior in interest to the Debentures with certain specified exceptions in each case.) Tj ET Q BT /F1 9.00 Tf ET BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 243.65 Td (The amount of trust preferred securities included in ) Tj ET Q q 0 0 0 rg BT 254.77 243.65 Td (T) Tj ET Q q 0 0 0 rg BT 259.95 243.65 Td (ier 1 capital was ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 320.93 243.65 Td ($2.5 billion) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 362.43 243.65 Td ( at ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 373.43 243.65 Td (December31, 2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 444.15 243.65 Td (. ) Tj ET Q q 0 0 0 rg BT 448.49 243.65 Td (The amount represents the ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 232.85 Td (carrying amount of the trust preferred securities less ) Tj ET Q q 0 0 0 rg BT 238.94 232.85 Td (Ally) Tj ET Q q 0 0 0 rg BT 257.44 232.85 Td (s common stock investment in the trust.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 214.05 Td (The trust preferred securities were issued prior to October 4, 2010, under the Emer) Tj ET Q q 0 0 0 rg BT 364.98 214.05 Td (gency Economic Stabilization ) Tj ET Q q 0 0 0 rg BT 474.71 214.05 Td (Act of 2008 and are not ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 203.25 Td (subject to phase-out from additional ) Tj ET Q q 0 0 0 rg BT 181.56 203.25 Td (T) Tj ET Q q 0 0 0 rg BT 186.74 203.25 Td (ier 1 capital into ) Tj ET Q q 0 0 0 rg BT 247.55 203.25 Td (T) Tj ET Q q 0 0 0 rg BT 252.73 203.25 Td (ier 2 capital.) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 49.50 184.45 Td (Subordinated Debt) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 171.65 Td (Qualifying subordinated debt included in ) Tj ET Q q 0 0 0 rg BT 217.56 171.65 Td (T) Tj ET Q q 0 0 0 rg BT 222.74 171.65 Td (ier 2 capital was ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 283.71 171.65 Td ($932 million) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 329.96 171.65 Td ( at ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 340.96 171.65 Td (December31, 2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 411.68 171.65 Td (. ) Tj ET Q q 0 0 0 rg BT 416.02 171.65 Td (The qualifying subordinated debt ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 160.85 Td (represents subordinated debt issued by ) Tj ET Q q 0 0 0 rg BT 190.22 160.85 Td (Ally with an original term to maturity of five years or greater) Tj ET Q q 0 0 0 rg BT 409.90 160.85 Td (. ) Tj ET Q q 0 0 0 rg BT 414.24 160.85 Td (The debt currently has a carrying value ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 150.05 Td (of ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 59.25 150.05 Td ($1.1 billion) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 100.75 150.05 Td (. ) Tj ET Q q 0 0 0 rg BT 105.09 150.05 Td (The coupon rate on the debt range from 5.75% to 8% and maturities range from 2018 through 2025.) 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 \(approved by the ) Tj ET Q q 0 0 0 rg BT 426.14 582.70 Td (Ally and ) Tj ET Q q 0 0 0 rg BT 459.14 582.70 Td (Ally Bank risk committees ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 571.90 Td (of the Board\); measure, monitor) Tj ET Q q 0 0 0 rg BT 164.86 571.90 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 risk committees of the ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 531.50 Td (Board, and implemented through ) Tj ET Q q 0 0 0 rg BT 170.23 531.50 Td (Ally and ) Tj ET Q q 0 0 0 rg BT 203.23 531.50 Td (Ally Bank Board-level and management committees down to line of business committees, ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 520.70 Td (councils, members of enterprise management teams, and line of business management teams. Equally important is the bottom-up and cross ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 509.90 Td (business identification, assessment and management of risks to provide information and reporting to senior management to appropriately ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 499.10 Td (manage and control risk exposures within ) Tj ET Q q 0 0 0 rg BT 201.47 499.10 Td (Ally) Tj ET Q q 0 0 0 rg BT 219.97 499.10 Td (s established Risk ) Tj ET Q q 0 0 0 rg BT 286.22 499.10 Td (Appetite Framework \(which includes the identification of material risks ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 488.30 Td (commensurate to ) Tj ET Q q 0 0 0 rg BT 112.98 488.30 Td (Ally\).) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 469.50 Td (T) Tj ET Q q 0 0 0 rg BT 72.37 469.50 Td (o ef) Tj ET Q q 0 0 0 rg BT 85.95 469.50 Td (fectively manage the risks of ) Tj ET Q q 0 0 0 rg BT 191.66 469.50 Td (Ally) Tj ET Q q 0 0 0 rg BT 207.08 469.50 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 49.50 458.70 Td (responsibilities of the risk owners, risk management and risk reviewers. ) Tj ET Q q 0 0 0 rg BT 309.77 458.70 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 49.50 447.90 Td (between risk and return to protect the enterprise and ) Tj ET Q q 0 0 0 rg BT 238.68 447.90 Td (Ally Bank tar) Tj ET Q q 0 0 0 rg BT 287.51 447.90 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 49.50 437.10 Td (respect to the ef) Tj ET Q q 0 0 0 rg BT 106.56 437.10 Td (fectiveness of ) Tj ET Q q 0 0 0 rg BT 158.04 437.10 Td (Ally) Tj ET Q q 0 0 0 rg BT 176.54 437.10 Td (s governance, risk management and internal controls.) Tj ET Q BT /F2 10.00 Tf ET q 0 0 0 rg BT 49.50 417.10 Td (Capital Planning Practices) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 404.30 Td (The objective of the capital planning processes is to maintain capital levels that are commensurate with ) Tj ET Q q 0 0 0 rg BT 440.88 404.30 Td (Ally and ) Tj ET Q q 0 0 0 rg BT 473.88 404.30 Td (Ally Bank risk profile, ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 393.50 Td (maintain capital above the minimum regulatory capital ratios and internal minimums, and continue to serve as a source of strength for ) Tj ET Q q 0 0 0 rg BT 533.36 393.50 Td (Ally) Tj ET Q q 0 0 0 rg BT 551.86 393.50 Td (s ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 382.70 Td (depository institution, ) Tj ET Q q 0 0 0 rg BT 130.25 382.70 Td (Ally Bank. In addition, ) Tj ET Q q 0 0 0 rg BT 215.25 382.70 Td (Ally will continue to maintain capital levels that enable the company to meet its obligations to ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 371.90 Td (creditors and counterparties and provide credit during stressful conditions.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 353.10 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 475.41 353.10 Td (ganization. ) Tj ET Q q 0 0 0 rg BT 517.23 353.10 Td (The process ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 342.30 Td (documents key processes related to assessing the adequacy of ) Tj ET Q q 0 0 0 rg BT 273.18 342.30 Td (Ally enterprise and ) Tj ET Q q 0 0 0 rg BT 343.91 342.30 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 49.50 331.50 Td (capital needs. It also incorporates related ef) Tj ET Q q 0 0 0 rg BT 205.51 331.50 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 49.50 320.70 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 67.50 301.90 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 504.19 301.90 Td (ganization. ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 291.10 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 49.50 280.30 Td (discussions and potential capital decisions based on established triggers \(such as internal capital tar) Tj ET Q q 0 0 0 rg BT 406.49 280.30 Td (gets, internal goals/minimums and ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 269.50 Td (regulatory minimums\).) Tj ET Q BT /F2 10.00 Tf ET q 0 0 0 rg BT 49.50 249.50 Td (Enterprise-W) Tj ET Q q 0 0 0 rg BT 108.20 249.50 Td (ide Str) Tj ET Q q 0 0 0 rg BT 136.62 249.50 Td (ess ) Tj ET Q q 0 0 0 rg BT 151.17 249.50 Td (T) Tj ET Q q 0 0 0 rg BT 156.92 249.50 Td (esting & Capital Planning) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 236.70 Td (Ally) Tj ET Q q 0 0 0 rg BT 86.00 236.70 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 49.50 225.90 Td (economic scenarios, and ultimately influences ) Tj ET Q q 0 0 0 rg BT 217.45 225.90 Td (Ally and ) Tj ET Q q 0 0 0 rg BT 250.44 225.90 Td (Ally Bank risk management and capital planning practices.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 207.10 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 49.50 196.30 Td (more specific to ) Tj ET Q q 0 0 0 rg BT 109.23 196.30 Td (Ally) Tj ET Q q 0 0 0 rg BT 124.65 196.30 Td (. ) Tj ET Q q 0 0 0 rg BT 128.98 196.30 Td (The results of each stress test are integrated into the Company) Tj ET Q q 0 0 0 rg BT 354.92 196.30 Td (s decision-making, including the Company) Tj ET Q q 0 0 0 rg BT 512.14 196.30 Td (s view of ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 185.50 Td (capital adequacy) Tj ET Q q 0 0 0 rg BT 109.13 185.50 Td (.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 166.70 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 49.50 155.90 Td (throughout the process. ) Tj ET Q q 0 0 0 rg BT 135.49 155.90 Td (Ally) Tj ET Q q 0 0 0 rg BT 153.99 155.90 Td (s Enterprise Stress ) Tj ET Q q 0 0 0 rg BT 222.57 155.90 Td (T) Tj ET Q q 0 0 0 rg BT 227.43 155.90 Td (esting and Scenario ) Tj ET Q q 0 0 0 rg BT 299.67 155.90 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 49.50 145.10 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 49.50 134.30 Td (Ally and its subsidiaries, for both the enterprise and ) Tj ET Q q 0 0 0 rg BT 237.46 134.30 Td (Ally Bank portfolios and exposures. ) Tj ET Q q 0 0 0 rg BT 369.45 134.30 Td (A) Tj ET Q q 0 0 0 rg BT 375.45 134.30 Td ( centrally managed process helps ensure ef) Tj ET Q q 0 0 0 rg BT 529.22 134.30 Td (fective ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 123.50 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 67.50 104.70 Td (The STSA) Tj ET Q q 0 0 0 rg BT 105.25 104.70 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 93.90 Td (prepares summary reporting materials representative of the ) Tj ET Q q 0 0 0 rg BT 263.67 93.90 Td (Ally enterprise and ) Tj ET Q q 0 0 0 rg BT 334.40 93.90 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 73.90 Td (Risk ) Tj ET Q q 0 0 0 rg BT 70.90 73.90 Td (Appetite Framework) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 61.10 Td (The goal of the Risk ) Tj ET Q q 0 0 0 rg BT 142.74 61.10 Td (Appetite Framework is to ensure that ) Tj ET Q q 0 0 0 rg BT 278.21 61.10 Td (Ally) Tj ET Q q 0 0 0 rg BT 296.71 61.10 Td (s risk-taking activities are commensurate with the ) Tj ET Q q 0 0 0 rg BT 477.41 61.10 Td (Ally and ) Tj ET Q q 0 0 0 rg BT 510.41 61.10 Td (Ally Bank ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 50.30 Td (risk committees of the Board-stated risk appetite and that ultimately current and projected capital levels are suf) Tj ET Q q 0 0 0 rg BT 448.69 50.30 Td (ficient to meet or exceed ) 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 (regulatory standards. ) Tj ET Q q 0 0 0 rg BT 126.73 713.80 Td (Ally recognizes the importance of understanding the critical links among strategy) Tj ET Q q 0 0 0 rg BT 419.55 713.80 Td (, business plans and risks; ) Tj ET Q q 0 0 0 rg BT 514.56 713.80 Td (Ally) Tj ET Q q 0 0 0 rg BT 533.06 713.80 Td (s Risk ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 703.00 Td (Appetite Framework established by the ) Tj ET Q q 0 0 0 rg BT 192.72 703.00 Td (Ally and ) Tj ET Q q 0 0 0 rg BT 225.72 703.00 Td (Ally Bank Boards facilitates this linkage by establishing risk capacity) Tj ET Q q 0 0 0 rg BT 475.83 703.00 Td (, appetite and ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 692.20 Td (tolerances across all material 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 67.50 673.40 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 429.42 673.40 Td (Ally and ) Tj ET Q q 0 0 0 rg BT 462.42 673.40 Td (Ally Bank management ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 662.60 Td (and Boards. In order to assess capital adequacy) Tj ET Q q 0 0 0 rg BT 218.86 662.60 Td (, the framework includes processes to compare current and projected capital levels \(from ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 651.80 Td (baseline forecasting, economic capital and stress testing\) to regulatory well-capitalized minimums as well as internal tar) Tj ET Q q 0 0 0 rg BT 489.18 651.80 Td (gets and minimums. ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 641.00 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 67.50 622.20 Td (Ally) Tj ET Q q 0 0 0 rg BT 86.00 622.20 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 49.50 611.40 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 474.17 611.40 Td (Ally Bank, the ) Tj ET Q q 0 0 0 rg BT 528.66 611.40 Td (Ally ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 600.60 Td (Bank Risk Management Committee, and the Risk Committee \(RC\) of the ) Tj ET Q q 0 0 0 rg BT 315.47 600.60 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 49.50 589.80 Td (throughout the or) Tj ET Q q 0 0 0 rg BT 111.83 589.80 Td (ganization to various risk, treasury and financial committees. ) Tj ET Q q 0 0 0 rg BT 333.26 589.80 Td (Ally) Tj ET Q q 0 0 0 rg BT 351.76 589.80 Td (s Risk ) Tj ET Q q 0 0 0 rg BT 375.78 589.80 Td (Appetite Framework, also adopted by ) Tj ET Q q 0 0 0 rg BT 513.25 589.80 Td (Ally Bank, is ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 579.00 Td (reviewed and approved by the RCC \(RC at ) Tj ET Q q 0 0 0 rg BT 205.97 579.00 Td (Ally Bank\) annually and is disseminated throughout the or) Tj ET Q q 0 0 0 rg BT 416.77 579.00 Td (ganization.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 560.20 Td (The following table presents ) Tj ET Q q 0 0 0 rg BT 171.98 560.20 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 489.27 560.20 Td (December31, 2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 560.00 560.20 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 485.20 540.15 Td (December 31, 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 (1,093) 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 (451) 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 (350) 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 (38,458) 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 (63,934) 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 (5,638) 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 (302) 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 (828) 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 (21,027) 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 (1,305) 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 (1,057) 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 (1,286) 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 (110) 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 (135,844) 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 ($16.3 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 (December31, 2015) Tj ET Q BT /F1 8.00 Tf ET q 0 0 0 rg BT 238.78 307.00 Td ( FR ) Tj ET Q q 0 0 0 rg BT 252.27 307.00 Td (Y) Tj ET Q q 0 0 0 rg BT 257.16 307.00 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 (December 31, 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 389.75 236.15 Td (9.21) 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 (11.10) 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 (12.52) 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 (17.05) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 459.25 222.15 Td (17.05) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 533.25 222.15 Td (17.51) 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 ) Tj ET Q q 0 0 0 rg BT 155.75 688.30 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 332.45 688.30 Td (December31, 2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 403.18 688.30 Td (.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 669.50 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 49.50 658.70 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 542.18 658.70 Td (ging ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 647.90 Td (of) Tj ET Q q 0 0 0 rg BT 56.83 647.90 Td (f uncollectible amounts, refer to the ) Tj ET Q BT /F4 9.00 Tf ET q 0 0 0 rg BT 187.54 647.90 Td (Significant ) Tj ET Q q 0 0 0 rg BT 228.62 647.90 Td (Accounting Policies) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 300.85 647.90 Td ( section within ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 356.09 647.90 Td (Note 1) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 380.34 647.90 Td ( to the Consolidated Financial Statements in our ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 637.10 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 226.20 637.10 Td (December31, 2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 296.93 637.10 Td (.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 618.30 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 49.50 607.50 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 185 583 m 222 583 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 222 583 m 259 583 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 259 583 m 305 583 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 305 583 m 342 583 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 342 583 m 384 583 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 388 583 m 430 583 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 430 583 m 470 583 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 470 583 m 512 583 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 50 560 m 185 560 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 185 560 m 222 560 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 222 560 m 259 560 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 259 560 m 305 560 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 305 560 m 342 560 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 342 560 m 384 560 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 384 560 m 388 560 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 388 560 m 430 560 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 430 560 m 470 560 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 470 560 m 512 560 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 512 560 m 516 560 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 516 560 m 563 560 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 50 458 m 185 458 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 185 458 m 222 458 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 222 458 m 259 458 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 259 458 m 305 458 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 305 458 m 342 458 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 342 458 m 384 458 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 384 458 m 388 458 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 388 458 m 430 458 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 430 458 m 470 458 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 470 458 m 512 458 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 512 458 m 516 458 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 516 458 m 563 458 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 50 444 m 185 444 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 185 444 m 222 444 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 222 444 m 259 444 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 259 444 m 305 444 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 305 444 m 342 444 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 342 444 m 384 444 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 384 444 m 388 444 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 388 444 m 430 444 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 430 444 m 470 444 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 470 444 m 512 444 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 512 444 m 516 444 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 516 444 m 563 444 l s BT /F2 9.00 Tf ET q 0 0 0 rg BT 247.00 587.45 Td (Counterparty Type) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 432.50 587.45 Td (Domicile) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 52.50 564.45 Td (December) Tj ET Q q 0 0 0 rg BT 91.31 564.45 Td ( 31, 2015 ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 127.31 564.45 Td (\() Tj ET Q BT /F4 9.00 Tf ET q 0 0 0 rg BT 130.31 564.45 Td ($ in millions) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 175.31 564.45 Td (\)) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 190.95 564.45 Td (Banks) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 227.70 573.45 Td (Public) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 228.55 564.45 Td (sector) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 261.50 573.45 Td (Corporate) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 265.20 564.45 Td (& Other) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 311.50 564.45 Td (Retail) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 352.65 564.45 Td (Total) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 395.45 573.45 Td (United) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 397.00 564.45 Td (States) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 439.95 573.45 Td (Non-) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 441.45 564.45 Td (U.S.) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 480.65 564.45 Td (Total) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 519.75 573.45 Td (Quarterly) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 524.00 564.45 Td (average) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 52.50 550.46 Td (Exposure) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 61.50 536.46 Td (Debt securities) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 187.50 536.45 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 205.00 536.45 Td (349) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 224.50 536.45 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 230.75 536.45 Td (10,182) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 261.50 536.45 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 281.25 536.45 Td (5,909) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 307.50 536.45 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 329.50 536.45 Td () Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 344.50 536.45 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 355.75 536.45 Td (16,440) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 390.50 536.45 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 401.75 536.45 Td (15,966) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 432.50 536.45 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 453.00 536.45 Td (474) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 472.50 536.45 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 483.75 536.45 Td (16,440) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 518.50 536.45 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 534.75 536.45 Td (16,066) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 61.50 522.46 Td (Finance receivables and loans,) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 70.50 513.46 Td (net of unearned income \(a\)) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 209.50 513.45 Td () Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 251.00 513.45 Td (2) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 276.75 513.45 Td (37,638) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 313.75 513.45 Td (74,065) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 351.25 513.45 Td (111,705) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 397.25 513.45 Td (111,681) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 457.50 513.45 Td (24) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 479.25 513.45 Td (111,705) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 530.25 513.45 Td (110,636) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 61.50 499.46 Td (Operating leases) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 209.50 499.45 Td () Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 246.50 499.45 Td () Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 292.50 499.45 Td () Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 313.75 499.45 Td (16,271) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 355.75 499.45 Td (16,271) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 401.75 499.45 Td (16,271) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 457.50 499.45 Td () Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 483.75 499.45 Td (16,271) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 534.75 499.45 Td (16,824) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 61.50 485.46 Td (Over-the-counter derivative) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 70.50 476.46 Td (contracts \(at fair value\)) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 205.00 476.45 Td (118) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 246.50 476.45 Td () Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 292.50 476.45 Td (29) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 329.50 476.45 Td () Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 367.00 476.45 Td (147) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 413.00 476.45 Td (103) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 457.50 476.45 Td (44) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 495.00 476.45 Td (147) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 546.00 476.45 Td (150) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 61.50 462.46 Td (Unfunded commitments) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 209.50 462.45 Td () Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 246.50 462.45 Td () Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 281.25 462.45 Td (1,643) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 325.00 462.45 Td (358) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 360.25 462.45 Td (2,001) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 406.25 462.45 Td (1,992) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 462.00 462.45 Td (9) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 488.25 462.45 Td (2,001) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 539.25 462.45 Td (1,977) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 52.50 448.46 Td (Total credit risk exposures) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 187.50 448.45 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 205.00 448.45 Td (467) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 224.50 448.45 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 230.75 448.45 Td (10,184) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 261.50 448.45 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 276.75 448.45 Td (45,219) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 307.50 448.45 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 313.75 448.45 Td (90,694) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 344.50 448.45 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 351.25 448.45 Td (146,564) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 390.50 448.45 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 397.25 448.45 Td (146,013) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 432.50 448.45 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 453.00 448.45 Td (551) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 472.50 448.45 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 479.25 448.45 Td (146,564) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 518.50 448.45 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 530.25 448.45 Td (145,653) Tj ET Q BT /F1 10.00 Tf ET BT /F1 8.00 Tf ET q 0 0 0 rg BT 49.50 434.90 Td (\(a\) ) Tj ET Q BT /F1 8.00 Tf ET q 0 0 0 rg BT 67.50 434.90 Td (Refer to the ) Tj ET Q BT /F4 8.00 Tf ET q 0 0 0 rg BT 107.26 434.90 Td (Risk Management) Tj ET Q BT /F1 8.00 Tf ET q 0 0 0 rg BT 164.80 434.90 Td ( section within MD&A) Tj ET Q q 0 0 0 rg BT 238.36 434.90 Td ( of our ) Tj ET Q q 0 0 0 rg BT 261.24 434.90 Td (Annual Report on Form 10-K for the year ended ) Tj ET Q BT /F1 8.00 Tf ET q 0 0 0 rg BT 418.31 434.90 Td (December31, 2015) Tj ET Q BT /F1 8.00 Tf ET q 0 0 0 rg BT 481.18 434.90 Td ( for state concentration ) Tj ET Q BT /F1 8.00 Tf ET q 0 0 0 rg BT 67.50 425.30 Td (risk of our consumer and commercial loan portfolios.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 406.50 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 49 364 m 302 364 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 302 364 m 367 364 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 367 364 m 432 364 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 432 364 m 497 364 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 497 364 m 562 364 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 49 280 m 302 280 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 302 280 m 367 280 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 367 280 m 432 280 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 432 280 m 497 280 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 497 280 m 562 280 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 49 266 m 302 266 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 302 266 m 367 266 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 367 266 m 432 266 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 432 266 m 497 266 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 497 266 m 562 266 l s BT /F2 9.00 Tf ET q 0 0 0 rg BT 51.50 368.45 Td (December) Tj ET Q q 0 0 0 rg BT 90.31 368.45 Td ( 31, 2015 ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 126.31 368.45 Td (\() Tj ET Q BT /F4 9.00 Tf ET q 0 0 0 rg BT 129.31 368.45 Td ($ in millions) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 174.31 368.45 Td (\)) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 311.15 377.45 Td (One year or) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 327.25 368.45 Td (less) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 371.40 386.45 Td (After one year) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 375.45 377.45 Td (through five) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 388.75 368.45 Td (years) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 445.70 377.45 Td (After five) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 453.75 368.45 Td (years) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 519.15 368.45 Td (Total) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 51.50 354.46 Td (Exposure) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 60.50 340.46 Td (Debt securities) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 304.50 340.45 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 350.00 340.45 Td (157) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 369.50 340.45 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 408.25 340.45 Td (2,397) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 434.50 340.45 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 468.75 340.45 Td (13,886) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 499.50 340.45 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 533.75 340.45 Td (16,440) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 60.50 326.46 Td (Finance receivables and loans, net of unearned income) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 338.75 326.45 Td (31,210) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 403.75 326.45 Td (39,284) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 468.75 326.45 Td (41,211) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 529.25 326.45 Td (111,705) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 60.50 312.46 Td (Operating leases) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 343.25 312.45 Td (4,586) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 403.75 312.45 Td (11,685) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 484.50 312.45 Td () Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 533.75 312.45 Td (16,271) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 60.50 298.46 Td (Over-the-counter derivative contracts \(at fair value\)) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 359.00 298.45 Td (1) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 415.00 298.45 Td (109) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 484.50 298.45 Td (37) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 545.00 298.45 Td (147) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 60.50 284.46 Td (Unfunded commitments) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 350.00 284.45 Td (248) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 408.25 284.45 Td (1,164) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 480.00 284.45 Td (589) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 538.25 284.45 Td (2,001) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 51.50 270.46 Td (Total credit risk exposures) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 304.50 270.45 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 338.75 270.45 Td (36,202) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 369.50 270.45 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 403.75 270.45 Td (54,639) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 434.50 270.45 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 468.75 270.45 Td (55,723) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 499.50 270.45 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 529.25 270.45 Td (146,564) Tj ET Q BT /F1 10.00 Tf ET BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 247.70 Td (The following table summarizes information as it relates to our held-for) Tj ET Q q 0 0 0 rg BT 325.74 247.70 Td (-investment portfolio of impaired loans recorded at gross ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 236.90 Td (carrying value, 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 49 203.39999999999998 m 302 203.39999999999998 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 302 203.39999999999998 m 367 203.39999999999998 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 367 203.39999999999998 m 432 203.39999999999998 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 432 203.39999999999998 m 497 203.39999999999998 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 497 203.39999999999998 m 562 203.39999999999998 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 49 175.39999999999998 m 302 175.39999999999998 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 302 175.39999999999998 m 367 175.39999999999998 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 367 175.39999999999998 m 432 175.39999999999998 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 432 175.39999999999998 m 497 175.39999999999998 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 497 175.39999999999998 m 562 175.39999999999998 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 49 161.39999999999998 m 302 161.39999999999998 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 302 161.39999999999998 m 367 161.39999999999998 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 367 161.39999999999998 m 432 161.39999999999998 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 432 161.39999999999998 m 497 161.39999999999998 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 497 161.39999999999998 m 562 161.39999999999998 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 432 161.39999999999998 m 497 161.39999999999998 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 49 133.39999999999998 m 302 133.39999999999998 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 302 133.39999999999998 m 367 133.39999999999998 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 367 133.39999999999998 m 432 133.39999999999998 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 432 133.39999999999998 m 497 133.39999999999998 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 497 133.39999999999998 m 562 133.39999999999998 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 49 119.39999999999998 m 302 119.39999999999998 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 302 119.39999999999998 m 367 119.39999999999998 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 367 119.39999999999998 m 432 119.39999999999998 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 432 119.39999999999998 m 497 119.39999999999998 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 497 119.39999999999998 m 562 119.39999999999998 l s BT /F2 9.00 Tf ET q 0 0 0 rg BT 51.50 207.85 Td (December) Tj ET Q q 0 0 0 rg BT 90.31 207.85 Td ( 31, 2015 ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 126.31 207.85 Td (\() Tj ET Q BT /F4 9.00 Tf ET q 0 0 0 rg BT 129.31 207.85 Td ($ in millions) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 174.31 207.85 Td (\)) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 314.05 216.85 Td (Consumer) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 312.50 207.85 Td (automotive) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 379.05 216.85 Td (Consumer) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 380.75 207.85 Td (mortgage) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 440.30 207.85 Td (Commercial) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 519.15 207.85 Td (Total) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 51.50 193.86 Td (Impaired loans with related allowance) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 304.50 193.85 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 350.00 193.85 Td (315) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 369.50 193.85 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 415.00 193.85 Td (202) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 434.50 193.85 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 484.50 193.85 Td (72) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 499.50 193.85 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 545.00 193.85 Td (589) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 51.50 179.86 Td (Impaired loans without a related allowance) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 354.50 179.85 Td () Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 419.50 179.85 Td (64) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 489.00 179.85 Td (5) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 549.50 179.85 Td (69) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 51.50 165.86 Td (Total impaired loans) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 304.50 165.85 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 350.00 165.85 Td (315) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 369.50 165.85 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 415.00 165.85 Td (266) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 434.50 165.85 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 484.50 165.85 Td (77) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 499.50 165.85 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 545.00 165.85 Td (658) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 51.50 151.86 Td (Loans 90 days or more past due nonaccrual) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 304.50 151.85 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 350.00 151.85 Td (222) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 369.50 151.85 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 419.50 151.85 Td (83) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 434.50 151.85 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 484.50 151.85 Td () Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 499.50 151.85 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 545.00 151.85 Td (305) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 51.50 137.86 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 354.50 137.85 Td () Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 419.50 137.85 Td () Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 484.50 137.85 Td () Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 549.50 137.85 Td () Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 51.50 123.86 Td (Total loans 90 days or more past due) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 304.50 123.85 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 350.00 123.85 Td (222) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 369.50 123.85 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 419.50 123.85 Td (83) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 434.50 123.85 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 484.50 123.85 Td () Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 499.50 123.85 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 545.00 123.85 Td (305) 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 50.5 582.3 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 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 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 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 October 1,2015) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 347.00 670.75 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 376.50 670.75 Td (804) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 400.00 670.75 Td ($) 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 ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 494.00 670.75 Td (95) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 513.00 670.75 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 536.75 670.75 Td (1,018) 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 (\(261) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 390.00 656.75 Td (\)) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 436.50 656.75 Td (\(7) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 444.00 656.75 Td (\)) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 495.50 656.75 Td (\(3) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 503.00 656.75 Td (\)) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 540.50 656.75 Td (\(271) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 557.00 656.75 Td (\)) 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 (67) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 439.50 642.75 Td (5) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 498.50 642.75 Td (1) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 548.00 642.75 Td (73) 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 (\(194) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 390.00 628.75 Td (\)) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 436.50 628.75 Td (\(2) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 444.00 628.75 Td (\)) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 495.50 628.75 Td (\(2) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 503.00 628.75 Td (\)) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 540.50 628.75 Td (\(198) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 557.00 628.75 Td (\)) 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 (229) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 436.50 614.75 Td (\(3) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 444.00 614.75 Td (\)) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 494.00 614.75 Td (14) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 543.50 614.75 Td (240) 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 (\(5) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 390.00 600.75 Td (\)) 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 495.50 600.75 Td (\(1) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 503.00 600.75 Td (\)) 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 December 31, 2015) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 347.00 586.75 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 376.50 586.75 Td (834) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 400.00 586.75 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 430.50 586.75 Td (114) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 454.00 586.75 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 489.50 586.75 Td (106) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 513.00 586.75 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 536.75 586.75 Td (1,054) 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 December 31, 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 (44) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 454.00 558.75 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 494.00 558.75 Td (20) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 513.00 558.75 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 548.00 558.75 Td (86) 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 (812) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 435.00 544.75 Td (70) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 494.00 544.75 Td (86) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 543.50 544.75 Td (968) 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 gross carrying value) 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 ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 365.25 502.75 Td (64,292) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 400.00 502.75 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 423.75 502.75 Td (9,773) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 454.00 502.75 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 478.25 502.75 Td (37,535) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 513.00 502.75 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 527.75 502.75 Td (111,600) 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 (315) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 430.50 488.75 Td (266) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 494.00 488.75 Td (77) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 543.50 488.75 Td (658) 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 (63,977) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 423.75 474.75 Td (9,507) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 478.25 474.75 Td (37,458) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 527.75 474.75 Td (110,942) 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 cash balances of financial institutions, derivatives and ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 688.30 Td (securities financing transactions.) Tj ET Q BT /F2 10.00 Tf ET q 0 0 0 rg BT 49.50 668.30 Td (Methodology) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 655.50 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 49.50 644.70 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 49.50 633.90 Td (by the market value of the derivative financial instrument. ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 615.10 Td (W) Tj ET Q q 0 0 0 rg BT 75.27 615.10 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 49.50 604.30 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 9.00 Tf ET q 0 0 0 rg BT 49.50 585.50 Td (Risk Reduction) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 572.70 Td (T) Tj ET Q q 0 0 0 rg BT 72.37 572.70 Td (o mitigate the risk of counterparty default, we maintain collateral agreements with certain counterparties. ) Tj ET Q q 0 0 0 rg BT 452.56 572.70 Td (The agreements require both ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 561.90 Td (parties to post collateral in the event the fair values of the derivative financial instruments meet posting thresholds established under the ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 551.10 Td (agreements. In the event that either party defaults on the obligation, the secured party may seize the collateral. Generally) Tj ET Q q 0 0 0 rg BT 482.99 551.10 Td (, our collateral ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 540.30 Td (arrangements are bilateral such that 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 496.33 540.30 Td (. Contractual ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 529.50 Td (terms provide for standard and customary exchange of collateral based on changes in the market value of the outstanding derivatives. ) Tj ET Q q 0 0 0 rg BT 531.42 529.50 Td (The ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 518.70 Td (securing party posts additional 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 67.50 499.90 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 49.50 489.10 Td (liability balances upon the occurrence of a specified credit risk-related event. No such specified credit risk related events occurred in 2015.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 549.29 489.10 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 470.30 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 49.50 459.50 Td (contract. ) Tj ET Q q 0 0 0 rg BT 82.49 459.50 Td (As the borrower) Tj ET Q q 0 0 0 rg BT 140.61 459.50 Td (, ) Tj ET Q q 0 0 0 rg BT 144.61 459.50 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 49.50 448.70 Td (market collateral management is designed to limit this risk. However) Tj ET Q q 0 0 0 rg BT 297.57 448.70 Td (, should a counterparty declare bankruptcy or become insolvent, ) Tj ET Q q 0 0 0 rg BT 530.24 448.70 Td (Ally ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 437.90 Td (may incur additional delays and costs.) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 49.50 419.10 Td (Counterparty Exposur) Tj ET Q q 0 0 0 rg BT 137.09 419.10 Td (es) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 406.30 Td (W) Tj ET Q q 0 0 0 rg BT 75.27 406.30 Td (e placed cash collateral totaling ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 190.97 406.30 Td ($103 million) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 237.22 406.30 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 239.47 406.30 Td (and securities collateral totaling) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 354.18 406.30 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 356.43 406.30 Td ($86 million) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 398.18 406.30 Td ( at ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 409.17 406.30 Td (December31, 2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 479.90 406.30 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 482.15 406.30 Td (in accounts ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 395.50 Td (maintained by counterparties. ) Tj ET Q q 0 0 0 rg BT 158.30 395.50 Td (This amount primarily relates to collateral posted to support our derivative positions. ) Tj ET Q q 0 0 0 rg BT 465.82 395.50 Td (This amount also excludes ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 384.70 Td (cash and securities pledged as collateral under repurchase agreements.) Tj ET Q BT /F1 9.00 Tf ET BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 365.90 Td (W) Tj ET Q q 0 0 0 rg BT 75.27 365.90 Td (e received cash collateral from counterparties totaling ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 270.93 365.90 Td ($82 million) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 312.68 365.90 Td ( at ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 323.68 365.90 Td (December31, 2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 394.40 365.90 Td ( to support these derivative positions. ) Tj ET Q q 0 0 0 rg BT 530.64 365.90 Td (At ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 355.10 Td (December31, 2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 120.23 355.10 Td ( we received noncash collateral of ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 245.16 355.10 Td ($7 million) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 282.41 355.10 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 49.50 344.30 Td (the right to sell or pledge the underlying assets. ) Tj ET Q q 0 0 0 rg BT 221.80 344.30 Td (W) Tj ET Q q 0 0 0 rg BT 229.57 344.30 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 67.50 325.50 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 49.50 314.70 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 518.61 314.70 Td (At ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 303.90 Td (December31, 2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 120.23 303.90 Td (, this included total derivatives of ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 242.95 303.90 Td ($233 million) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 289.20 303.90 Td ( in a receivable position, ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 379.67 303.90 Td ($145 million) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 425.92 303.90 Td ( in a liability position, and of a ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 538.66 303.90 Td ($59.1 ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 293.10 Td (billion) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 73.00 293.10 Td ( notional amount. ) Tj ET Q q 0 0 0 rg BT 138.00 293.10 Td (At ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 149.25 293.10 Td (December31, 2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 219.97 293.10 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 49.50 282.30 Td (totaled ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 76.24 282.30 Td ($88 million) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 117.99 282.30 Td ( and ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 135.49 282.30 Td ($65 million) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 177.24 282.30 Td (, respectively) Tj ET Q q 0 0 0 rg BT 224.64 282.30 Td (.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 263.50 Td (As of ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 89.50 263.50 Td (December31, 2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 160.22 263.50 Td (, ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 164.72 263.50 Td (the financial instruments sold under agreements to repurchase consisted of mortgage-backed residential ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 252.70 Td (securities with the following maturities: ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 195.22 252.70 Td ($403 million) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 241.48 252.70 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 243.73 252.70 Td (within the next 30 days and) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 342.96 252.70 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 345.21 252.70 Td ($245 million) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 391.46 252.70 Td ( within 31 to 60 days.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 469.46 252.70 Td ( ) Tj ET Q q 0 0 0 rg BT 471.55 252.70 Td (W) Tj ET Q q 0 0 0 rg BT 479.32 252.70 Td (e placed cash ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 241.90 Td (collateral totaling ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 114.97 241.90 Td ($21 million) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 156.73 241.90 Td ( with counterparties under these collateral arrangements associated with our repurchase agreements.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 223.10 Td (As of ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 89.50 223.10 Td (December31, 2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 160.22 223.10 Td (, ) Tj ET Q q 0 0 0 rg BT 164.23 223.10 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 q 0 0 0 rg BT 544.62 645.10 Td ( ) Tj ET Q 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 establish and maintain underwriting policies and volume based limits across our portfolios and higher risk segments \(e.g., nonprime\) in ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 539.90 Td (support of our risk appetite.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 149.23 539.90 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 521.10 Td (W) Tj ET Q q 0 0 0 rg BT 75.27 521.10 Td (e manage credit risk based on the risk profile of the borrower) Tj ET Q q 0 0 0 rg BT 295.08 521.10 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 49.50 510.30 Td (conditions. ) Tj ET Q q 0 0 0 rg BT 91.34 510.30 Td (W) Tj ET Q q 0 0 0 rg BT 99.11 510.30 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 49.50 499.50 Td (geographic region or a particular product or industry segment. ) Tj ET Q q 0 0 0 rg BT 275.26 499.50 Td (W) Tj ET Q q 0 0 0 rg BT 283.04 499.50 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 49.50 488.70 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 49.50 477.90 Td (trends.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 73.74 477.90 Td ( Refer to ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 107.48 477.90 Td (Note 8) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 131.73 477.90 Td ( to the Consolidated Financial Statements within our ) Tj ET Q q 0 0 0 rg BT 322.70 477.90 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 499.41 477.90 Td (December31, ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 467.10 Td (2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 467.10 Td ( for additional information.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 448.30 Td (Additionally) Tj ET Q q 0 0 0 rg BT 112.41 448.30 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 49.50 437.50 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 49.50 426.70 Td (we may of) Tj ET Q q 0 0 0 rg BT 87.32 426.70 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 49.50 415.90 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 49.50 405.10 Td (governmental programs, we of) Tj ET Q q 0 0 0 rg BT 159.80 405.10 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 49.50 394.30 Td (our mortgage customers in financial distress, including principal for) Tj ET Q q 0 0 0 rg BT 294.02 394.30 Td (giveness, maturity extensions, delinquent interest capitalization, and ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 383.50 Td (changes to contractual interest rates.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 180.19 383.50 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 364.70 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 436.53 364.70 Td (. ) Tj ET Q q 0 0 0 rg BT 440.87 364.70 Td (W) Tj ET Q q 0 0 0 rg BT 449.00 364.70 Td (ithin our policies, we have ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 353.90 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 443.88 353.90 Td (. Counterparty credit risk is ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 343.10 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 49.50 332.30 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 49.50 321.50 Td (information on derivative counterparty credit risk, refer to) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 258.42 321.50 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 260.67 321.50 Td (Note 22) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 289.42 321.50 Td ( to the ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 314.16 321.50 Td (Consolidated Financial Statements) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 439.14 321.50 Td ( within our ) Tj ET Q q 0 0 0 rg BT 480.39 321.50 Td (Annual Report on ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 310.70 Td (Form 10-K for the year ended ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 159.46 310.70 Td (December31, 2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 230.19 310.70 Td (.) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 49.50 291.90 Td (Loan and Lease Exposur) Tj ET Q q 0 0 0 rg BT 145.11 291.90 Td (e) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 279.10 Td (The risks inherent in our loan and lease exposures are lar) Tj ET Q q 0 0 0 rg BT 272.26 279.10 Td (gely driven by changes in the overall economy) Tj ET Q q 0 0 0 rg BT 439.88 279.10 Td (, used vehicle and housing price ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 268.30 Td (levels, unemployment levels, and their impact to our borrowers. ) Tj ET Q q 0 0 0 rg BT 281.78 268.30 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 49.50 257.50 Td (on the accounting classification and future expected disposition strategy) Tj ET Q q 0 0 0 rg BT 308.34 257.50 Td (. ) Tj ET Q q 0 0 0 rg BT 312.68 257.50 Td (W) Tj ET Q q 0 0 0 rg BT 320.45 257.50 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 49.50 245.50 Td (our core business model, but we do sell loans from time t) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 255.46 245.50 Td (o time on an opportunistic basis. ) Tj ET Q q 0 0 0 rg BT 387.77 245.50 Td (W) Tj ET Q q 0 0 0 rg BT 396.41 245.50 Td (e ultimately manage the associated risks ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 233.50 Td (based on the underlying economics of the exposure. Our lease residual risk, which may be more volatile than credit risk in ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 221.50 Td (stressed macroeconomic scenarios, is declining with the decrease in the lease portfolio.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 397.99 221.50 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 202.70 Td (For detailed information on the significant asset classes af) Tj ET Q q 0 0 0 rg BT 276.28 202.70 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 457.95 202.70 Td (Risk Management) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 522.68 202.70 Td ( section ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 191.90 Td (within MD&A) Tj ET Q q 0 0 0 rg BT 102.26 191.90 Td ( of our ) Tj ET Q q 0 0 0 rg BT 128.00 191.90 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 304.71 191.90 Td (December31, 2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 375.43 191.90 Td (.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 173.10 Td (As of ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 89.50 173.10 Td (December31, 2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 160.22 173.10 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 borrowing, \(e.g., we continue to carry the loans and ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 367.90 Td (we record the related securitized debt on our Consolidated Balance Sheet\). ) Tj ET Q q 0 0 0 rg BT 320.23 367.90 Td (W) Tj ET Q q 0 0 0 rg BT 328.01 367.90 Td (e assess whether we are the primary beneficiary of a ) Tj ET Q q 0 0 0 rg BT 518.26 367.90 Td (VIE on an ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 357.10 Td (ongoing basis.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 338.30 Td (In transactions where we are not determined to be the primary beneficiary of the ) Tj ET Q q 0 0 0 rg BT 358.72 338.30 Td (VIE, we then must determine whether or not we achieve ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 327.50 Td (a sale for accounting purposes. In order to achieve a sale for accounting purposes, the assets being transferred must be legally isolated, not be ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 316.70 Td (constrained by restrictions from further transfer) Tj ET Q q 0 0 0 rg BT 220.33 316.70 Td (, and be deemed to be beyond our control. If we were to fail any of the three criteria for sale ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 305.90 Td (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 67.50 287.10 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 49.50 276.30 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 49.50 265.50 Td (we recognize a gain or loss on sale for the dif) Tj ET Q q 0 0 0 rg BT 212.78 265.50 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 49.50 254.70 Td (part of the transaction.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 235.90 Td (Gains or losses on of) Tj ET Q q 0 0 0 rg BT 142.83 235.90 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 49.50 225.10 Td (Consolidated Statement of Income. Retained interests, as well as any purchased securities, are generally included in available-for) Tj ET Q q 0 0 0 rg BT 514.41 225.10 Td (-sale ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 214.30 Td (investment securities and follow the accounting as described above or are classified in other assets. Retained interests that are included in ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 203.50 Td (other assets are reported at fair value and include cash reserves and certain noncertificated residual interests.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 439.32 203.50 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 184.70 Td (W) Tj ET Q q 0 0 0 rg BT 75.27 184.70 Td (e retain servicing responsibilities for all of our consumer and commercial automotive loan and operating lease securitizations. ) Tj ET Q q 0 0 0 rg BT 529.96 184.70 Td (W) Tj ET Q q 0 0 0 rg BT 537.74 184.70 Td (e may ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 173.90 Td (receive servicing fees for of) Tj ET Q q 0 0 0 rg BT 149.78 173.90 Td (f-balance sheet securitizations based on the securitized loan balances and certain ancillary fees, all of which are ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 163.10 Td (reported in servicing fees in the Consolidated Statement of Income. ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 294.52 163.10 Td (T) Tj ET Q q 0 0 0 rg BT 299.39 163.10 Td (ypically) Tj ET Q q 0 0 0 rg BT 327.79 163.10 Td (, the fee we are paid for servicing consumer automotive finance ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 152.30 Td (receivables represents adequate compensation, and consequently) Tj ET Q q 0 0 0 rg BT 281.82 152.30 Td (, we do not recognize a servicing asset or liability) Tj ET Q q 0 0 0 rg BT 459.68 152.30 Td (.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 461.93 152.30 Td ( ) 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 discounted ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 90.30 Td (securitization balance of the assets plus accrued interest when applicable. ) Tj ET Q q 0 0 0 rg BT 315.48 90.30 Td (W) Tj ET Q q 0 0 0 rg BT 323.25 90.30 Td (e generally have discretion regarding when or if we will exercise ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 79.50 Td (these options, but we would do so only when it is in our best interest.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 298.48 79.50 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 60.70 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 49.90 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 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 49.50 713.80 Td (warranty provisions generally require us to repurchase assets 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 49.50 703.00 Td (determined that the assets were ineligible or were otherwise defective at the time of sale.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 368.62 703.00 Td ( ) Tj ET Q q 0 0 0 rg BT 370.71 703.00 Td (W) Tj ET Q q 0 0 0 rg BT 378.48 703.00 Td (e did not provide any noncontractual financial ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 692.20 Td (support to any of these entities duringthe ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 200.97 692.20 Td (fourth) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 222.97 692.20 Td ( quarter of ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 262.70 692.20 Td (2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 280.70 692.20 Td (.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 673.40 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 49.50 662.60 Td (repurchase provisions.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 643.80 Td (Assets intended to be securitized of) Tj ET Q q 0 0 0 rg BT 195.05 643.80 Td (f-balance sheet are accounted for as loans held-for) Tj ET Q q 0 0 0 rg BT 376.03 643.80 Td (-sale. ) Tj ET Q q 0 0 0 rg BT 397.35 643.80 Td (These loans are valued using internally ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 633.00 Td (developed valuation models because observable market prices are not available. ) Tj ET Q q 0 0 0 rg BT 339.47 633.00 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 49.50 622.20 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 482.22 622.20 Td (T) Tj ET Q q 0 0 0 rg BT 487.09 622.20 Td (o the extent ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 611.40 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 49.50 600.60 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 67.50 581.80 Td (Purchased interests in securitizations are accounted for as available-for) Tj ET Q q 0 0 0 rg BT 322.71 581.80 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 49.50 571.00 Td (Balance Sheet. ) Tj ET Q q 0 0 0 rg BT 104.73 571.00 Td (A) Tj ET Q q 0 0 0 rg BT 110.56 571.00 Td (vailable-for) Tj ET Q q 0 0 0 rg BT 152.36 571.00 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 49.50 560.20 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 49.50 549.40 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 49.50 538.60 Td (analysis of the underlying collateral, as available. ) Tj ET Q q 0 0 0 rg BT 229.52 538.60 Td (T) Tj ET Q q 0 0 0 rg BT 234.39 538.60 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 49.50 527.80 Td (market observable inputs \(e.g.,forward interest rates\) and internally developed inputs \(including prepayment speeds, delinquency levels, and ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 517.00 Td (credit losses\).) Tj ET Q BT /F2 10.00 Tf ET q 0 0 0 rg BT 49.50 497.00 Td (Risk Management) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 484.20 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 49.50 473.40 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 519.64 473.40 Td ( of our ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 462.60 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 226.20 462.60 Td (December31, 2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 296.93 462.60 Td (. ) Tj ET Q q 0 0 0 rg BT 301.27 462.60 Td (T) Tj ET Q q 0 0 0 rg BT 306.14 462.60 Td (o mitigate the retained risk in securitization activities, ) Tj ET Q q 0 0 0 rg BT 501.33 462.60 Td (Ally utilizes ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 451.80 Td (credit enhancement, including cash reserves, overcollateralization and subordinate notes.) Tj ET Q BT /F2 10.00 Tf ET q 0 0 0 rg BT 49.50 431.80 Td (Securitization Exposur) Tj ET Q q 0 0 0 rg BT 147.38 431.80 Td (es) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 419.00 Td (The following table represents ) Tj ET Q q 0 0 0 rg BT 178.97 419.00 Td (Ally's of) Tj ET Q q 0 0 0 rg BT 209.68 419.00 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 49 385.5 m 345 385.5 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 345 385.5 m 349 385.5 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 349 385.5 m 416 385.5 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 416 385.5 m 420 385.5 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 420 385.5 m 491 385.5 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 491 385.5 m 495 385.5 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 495 385.5 m 562 385.5 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 49 371.5 m 345 371.5 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 345 371.5 m 349 371.5 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 349 385.5 m 416 385.5 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 349 371.5 m 416 371.5 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 416 371.5 m 420 371.5 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 420 385.5 m 491 385.5 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 420 371.5 m 491 371.5 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 491 371.5 m 495 371.5 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 495 385.5 m 562 385.5 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 495 371.5 m 562 371.5 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 49 357.5 m 345 357.5 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 345 357.5 m 349 357.5 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 349 357.5 m 416 357.5 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 416 357.5 m 420 357.5 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 420 357.5 m 491 357.5 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 491 357.5 m 495 357.5 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 495 357.5 m 562 357.5 l s BT /F2 9.00 Tf ET q 0 0 0 rg BT 51.50 389.95 Td (December) Tj ET Q q 0 0 0 rg BT 90.31 389.95 Td ( 31, 2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 124.06 389.95 Td ( ) Tj ET Q BT /F4 9.00 Tf ET q 0 0 0 rg BT 126.31 389.95 Td (\($ in millions\)) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 356.25 389.95 Td (Total amount) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 423.70 398.95 Td (Amount 60 days) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 422.50 389.95 Td (or more past due) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 508.95 398.95 Td (Net credit) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 517.20 389.95 Td (losses) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 51.50 375.96 Td (Consumer automotive) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 351.50 375.95 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 392.25 375.95 Td (2,529) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 422.50 375.95 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 483.00 375.95 Td (9) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 497.50 375.95 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 554.00 375.95 Td (2) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 51.50 361.96 Td (Total securitization exposures) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 351.50 361.95 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 392.25 361.95 Td (2,529) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 422.50 361.95 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 483.00 361.95 Td (9) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 497.50 361.95 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 554.00 361.95 Td (2) Tj ET Q BT /F1 10.00 Tf ET BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 339.20 Td (Ally does not have any synthetic securitization exposures.) Tj ET Q BT /F2 10.00 Tf ET q 0 0 0 rg BT 49.50 319.20 Td (Securitization ) Tj ET Q q 0 0 0 rg BT 110.88 319.20 Td (Activity) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 306.40 Td (During the year ended ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 149.97 306.40 Td (December31, 2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 220.69 306.40 Td (, we completed a $1.0 billion of) Tj ET Q q 0 0 0 rg BT 335.00 306.40 Td (f-balance sheet securitization backed by retail) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 295.60 Td (automotive loans. ) Tj ET Q q 0 0 0 rg BT 115.58 295.60 Td (The pretax loss recognized on the sale was $3 million.) Tj ET Q BT /F2 10.00 Tf ET q 0 0 0 rg BT 49.50 275.60 Td (Pur) Tj ET Q q 0 0 0 rg BT 65.43 275.60 Td (chased Investment Securities) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 262.80 Td (As an investor) Tj ET Q q 0 0 0 rg BT 119.13 262.80 Td (, ) Tj ET Q q 0 0 0 rg BT 123.13 262.80 Td (Ally has purchased investment securities that meet the regulatory definition of a securitization. ) Tj ET Q q 0 0 0 rg BT 466.37 262.80 Td (These securitizations are ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 252.00 Td (part of our investment portfolio. ) Tj ET Q q 0 0 0 rg BT 167.31 252.00 Td (W) Tj ET Q q 0 0 0 rg BT 175.09 252.00 Td (e utilize the Simplified Supervisory Formula ) Tj ET Q q 0 0 0 rg BT 337.57 252.00 Td (Approach \(SSF) Tj ET Q q 0 0 0 rg BT 392.65 252.00 Td (A\) to determine the risk-weight. ) Tj ET Q q 0 0 0 rg BT 510.45 252.00 Td (The SSF) Tj ET Q q 0 0 0 rg BT 541.04 252.00 Td (A) Tj ET Q q 0 0 0 rg BT 547.04 252.00 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 241.20 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 67.50 222.40 Td (The following table represents ) Tj ET Q q 0 0 0 rg BT 178.97 222.40 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 49.50 211.60 Td (underlying exposure type, as of ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 164.97 211.60 Td (December31, 2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 235.70 211.60 Td (.) Tj ET Q 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 50 178.10000000000002 m 492 178.10000000000002 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 492 178.10000000000002 m 496 178.10000000000002 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 496 178.10000000000002 m 563 178.10000000000002 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 50 136.10000000000002 m 492 136.10000000000002 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 492 136.10000000000002 m 496 136.10000000000002 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 496 136.10000000000002 m 563 136.10000000000002 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 50 122.10000000000002 m 492 122.10000000000002 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 492 122.10000000000002 m 496 122.10000000000002 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 496 122.10000000000002 m 563 122.10000000000002 l s BT /F2 9.00 Tf ET q 0 0 0 rg BT 52.50 182.55 Td (December) Tj ET Q q 0 0 0 rg BT 91.31 182.55 Td ( 31, 2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 125.06 182.55 Td ( ) Tj ET Q BT /F4 9.00 Tf ET q 0 0 0 rg BT 127.31 182.55 Td (\($ in millions\)) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 510.80 191.55 Td (Exposure) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 514.20 182.55 Td (amount) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 52.50 168.56 Td (Mortgage-backed residential securities) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 498.50 168.55 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 539.25 168.55 Td (2,906) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 52.50 154.56 Td (Mortgage-backed commercial securities) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 546.00 154.55 Td (483) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 52.50 140.56 Td (Asset-backed securities) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 539.25 140.55 Td (1,758) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 52.50 126.56 Td (Total) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 498.50 126.55 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 539.25 126.55 Td (5,147) 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 (December31, 2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 423.79 713.80 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 (December) Tj ET Q q 0 0 0 rg BT 91.31 684.75 Td ( 31, 2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 125.06 684.75 Td ( ) Tj ET Q BT /F4 9.00 Tf ET q 0 0 0 rg BT 127.31 684.75 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 ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 468.25 656.75 Td (4,859) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 498.50 656.75 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 539.25 656.75 Td (1,011) 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 (188) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 546.00 642.75 Td (123) 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 479.50 628.75 Td (93) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 546.00 628.75 Td (129) 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 (42) 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 ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 468.25 600.75 Td (5,147) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 498.50 600.75 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 539.25 600.75 Td (1,305) 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 ($3 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 ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 369.34 677.50 Td (Note 1) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 393.59 677.50 Td ( 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 ) Tj ET Q q 0 0 0 rg BT 88.50 666.70 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 265.21 666.70 Td (December31, 2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 335.93 666.70 Td (. In addition, we also hold equity investments related to ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 655.90 Td (community reinvestment activities and Federal Home Loan Bank \(FHLB\) stock classified within other assets on our Consolidated Balance ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 645.10 Td (Sheet.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 626.30 Td (Under the Basel III rules, a banking or) Tj ET Q q 0 0 0 rg BT 205.79 626.30 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 49.50 615.50 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 49.50 604.70 Td (total capital. ) Tj ET Q q 0 0 0 rg BT 95.73 604.70 Td (Ally) Tj ET Q q 0 0 0 rg BT 114.24 604.70 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 457.95 604.70 Td (The table below presents the ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 593.90 Td (carrying value, fair value and R) Tj ET Q q 0 0 0 rg BT 162.95 593.90 Td (W) Tj ET Q q 0 0 0 rg BT 170.45 593.90 Td (A) Tj ET Q q 0 0 0 rg BT 176.45 593.90 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 49 560.4 m 278 560.4 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 278 560.4 m 282 560.4 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 282 560.4 m 349 560.4 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 349 560.4 m 353 560.4 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 353 560.4 m 420 560.4 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 420 560.4 m 424 560.4 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 424 560.4 m 491 560.4 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 491 560.4 m 495 560.4 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 495 560.4 m 562 560.4 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 49 504.4 m 278 504.4 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 49 490.4 m 278 490.4 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 278 504.4 m 282 504.4 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 278 490.4 m 282 490.4 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 282 504.4 m 349 504.4 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 282 490.4 m 349 490.4 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 349 504.4 m 353 504.4 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 349 490.4 m 353 490.4 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 353 504.4 m 420 504.4 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 353 490.4 m 420 490.4 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 420 504.4 m 424 504.4 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 420 490.4 m 424 490.4 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 424 504.4 m 491 504.4 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 424 490.4 m 491 490.4 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 491 504.4 m 495 504.4 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 491 490.4 m 495 490.4 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 495 504.4 m 562 504.4 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 495 490.4 m 562 490.4 l s BT /F2 9.00 Tf ET q 0 0 0 rg BT 51.50 564.85 Td (December) Tj ET Q q 0 0 0 rg BT 90.31 564.85 Td ( 31, 2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 124.06 564.85 Td ( \() Tj ET Q BT /F4 9.00 Tf ET q 0 0 0 rg BT 129.31 564.85 Td ($ in millions) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 174.31 564.85 Td (\)) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 291.95 573.85 Td (Risk-weight) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 297.25 564.85 Td (Category) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 355.60 564.85 Td (Amortized Cost) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 436.95 564.85 Td (Fair Value) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 500.45 573.85 Td (Risk-weighted) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 516.00 564.85 Td (Assets) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 51.50 550.86 Td (Equity exposures) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 60.50 536.86 Td (FHLB Stock) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 330.50 536.85 Td (20) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 339.50 536.85 Td (%) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 355.50 536.85 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 403.00 536.85 Td (391) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 426.50 536.85 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 474.00 536.85 Td (391) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 497.50 536.85 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 549.50 536.85 Td (78) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 60.50 522.86 Td (Community reinvestment activity exposures) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 326.00 522.85 Td (100) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 339.50 522.85 Td (%) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 403.00 522.85 Td (222) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 474.00 522.85 Td (222) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 545.00 522.85 Td (222) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 60.50 508.86 Td (Non-significant equity exposures \(a\)) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 326.00 508.85 Td (100) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 339.50 508.85 Td (%) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 403.00 508.85 Td (848) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 474.00 508.85 Td (757) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 545.00 508.85 Td (757) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 51.50 494.86 Td (Total) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 355.50 494.85 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 396.25 494.85 Td (1,461) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 426.50 494.85 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 467.25 494.85 Td (1,370) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 497.50 494.85 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 538.25 494.85 Td (1,057) Tj ET Q BT /F1 10.00 Tf ET BT /F1 8.00 Tf ET q 0 0 0 rg BT 49.50 481.30 Td (\(a\) ) Tj ET Q BT /F1 8.00 Tf ET q 0 0 0 rg BT 67.50 481.30 Td (Includes publicly traded equity securities with an amortized cost of ) Tj ET Q BT /F1 8.00 Tf ET q 0 0 0 rg BT 284.32 481.30 Td ($808 million) Tj ET Q BT /F1 8.00 Tf ET q 0 0 0 rg BT 325.44 481.30 Td (.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 462.50 Td (T) Tj ET Q q 0 0 0 rg BT 72.37 462.50 Td (otal net unrealized losses on available-for) Tj ET Q q 0 0 0 rg BT 221.88 462.50 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 529.02 462.50 Td ($91 ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 451.70 Td (million) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 75.50 451.70 Td ( at ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 86.50 451.70 Td (December31, 2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 157.22 451.70 Td (. ) Tj ET Q q 0 0 0 rg BT 161.56 451.70 Td (T) Tj ET Q q 0 0 0 rg BT 166.43 451.70 Td (otal net realized gains arising from sales and liquidations of equity securities were ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 464.09 451.70 Td ($22 million) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 505.84 451.70 Td ( for the three ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 440.90 Td (months ended ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 101.99 440.90 Td (December31, 2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 172.72 440.90 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 q 0 0 0 rg BT 495.88 677.50 Td (.) Tj ET Q 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 noncontractual 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. 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 $30 ) 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 q 0 0 0 rg BT 201.95 572.30 Td ( ) Tj ET Q 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 206.96 521.10 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 502.30 Td (Our ) Tj ET Q q 0 0 0 rg BT 83.75 502.30 Td (twelve-month ) Tj ET Q q 0 0 0 rg BT 135.98 502.30 Td (pretax ) Tj ET Q q 0 0 0 rg BT 160.72 502.30 Td (net ) Tj ET Q q 0 0 0 rg BT 173.97 502.30 Td (financing ) Tj ET Q q 0 0 0 rg BT 210.20 502.30 Td (revenue ) Tj ET Q q 0 0 0 rg BT 240.93 502.30 Td (sensitivity ) Tj ET Q q 0 0 0 rg BT 280.19 502.30 Td (based ) Tj ET Q q 0 0 0 rg BT 302.93 502.30 Td (on ) Tj ET Q q 0 0 0 rg BT 314.18 502.30 Td (the ) Tj ET Q q 0 0 0 rg BT 327.42 502.30 Td (market ) Tj ET Q q 0 0 0 rg BT 354.66 502.30 Td (forward-curve ) Tj ET Q q 0 0 0 rg BT 408.38 502.30 Td (was ) Tj ET Q q 0 0 0 rg BT 424.63 502.30 Td (as ) Tj ET Q q 0 0 0 rg BT 434.37 502.30 Td (follows.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 463.62 502.30 Td ( ) Tj ET Q 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 441 477.8 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 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 502 477.8 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 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 506 477.8 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 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 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 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 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 465.20 482.25 Td (December 31, 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 ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 489.50 454.25 Td (47) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 508.50 454.25 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 550.50 454.25 Td (17) 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 482.00 440.25 Td (\(109) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 498.50 440.25 Td (\)) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 547.50 440.25 Td (\(37) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 559.50 440.25 Td (\)) 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 (\(278) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 498.50 426.25 Td (\)) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 547.50 426.25 Td (\(96) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 559.50 426.25 Td (\)) 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 migrated more than 95% of our dealer floorplan accounts from Prime to ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 350.70 Td (LIBOR indices through 2015. ) Tj ET Q q 0 0 0 rg BT 159.08 350.70 Td (These assets will now re-price directly with changes in short-term interest rates, which is the primary ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 525.22 350.70 Td (driver of ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 339.90 Td (the changes in our interest rate risk profile since December 31, 2014) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 295.41 339.90 Td (.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 297.66 339.90 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 299.75 339.90 Td (The interest rate sensitivity analysis presented above was completed ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 329.10 Td (using a market forward-curve as of December 31, 2015. Market interest rates have materially declined since the beginning of 2016, ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 318.30 Td (particularly long-term interest rates.) Tj ET Q BT /F1 9.00 Tf ET BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 299.50 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 49.50 288.70 Td (sensitivity) Tj ET Q q 0 0 0 rg BT 85.92 288.70 Td (. ) Tj ET Q q 0 0 0 rg BT 90.25 288.70 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 49.50 277.90 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 49.50 267.10 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 424.21 267.10 Td (fered rates. ) Tj ET Q q 0 0 0 rg BT 465.93 267.10 Td (Ally) Tj ET Q q 0 0 0 rg BT 484.44 267.10 Td (s interest rate risk ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 256.30 Td (metrics currently assume a long-term retail deposit beta of greater than 80%. ) Tj ET Q q 0 0 0 rg BT 327.48 256.30 Td (W) Tj ET Q q 0 0 0 rg BT 335.26 256.30 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 49.50 245.50 Td (interest rate changes, which will reduce our overall exposure to rising rates. ) Tj ET Q q 0 0 0 rg BT 323.41 245.50 Td (Assuming a long-term retail deposit beta of 50% \(vs. current ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 234.70 Td (assumption of greater than 80%\) would result in a consolidated interest rate risk position that is asset sensitive.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 448.41 234.70 Td ( ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 67.50 215.90 Td (Our pro-forma rate sensitivity assuming a 50% deposit pass-through based on the market forward-curve as of December31, 2015, was as ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 205.10 Td (follows.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 78.75 205.10 Td ( ) Tj ET Q 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 441 180.60000000000002 m 502 180.60000000000002 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 502 180.60000000000002 m 506 180.60000000000002 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 506 180.60000000000002 m 563 180.60000000000002 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 50 166.60000000000002 m 437 166.60000000000002 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 437 166.60000000000002 m 441 166.60000000000002 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 441 166.60000000000002 m 502 166.60000000000002 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 502 166.60000000000002 m 506 166.60000000000002 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 506 166.60000000000002 m 563 166.60000000000002 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 50 138.60000000000002 m 437 138.60000000000002 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 437 138.60000000000002 m 441 138.60000000000002 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 441 138.60000000000002 m 502 138.60000000000002 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 502 138.60000000000002 m 506 138.60000000000002 l s 0 0 0 RG /GS0 gs 2.00 w 0 i [] 0 d 0 J 0 j 3 M 506 138.60000000000002 m 563 138.60000000000002 l s BT /F2 9.00 Tf ET q 0 0 0 rg BT 465.20 185.05 Td (December 31, 2015) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 52.50 171.06 Td (Change in Interest Rates \() Tj ET Q BT /F4 9.00 Tf ET q 0 0 0 rg BT 145.97 171.06 Td ($ in millions) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 190.98 171.06 Td (\)) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 443.95 171.05 Td (Instantaneous) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 511.35 171.05 Td (Gradual \(a\)) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 52.50 157.06 Td ( +100 basis points) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 443.50 157.05 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 489.50 157.05 Td (13) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 508.50 157.05 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 555.00 157.05 Td (4) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 52.50 143.06 Td ( +200 basis points) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 486.50 143.05 Td (\(13) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 498.50 143.05 Td (\)) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 552.00 143.05 Td (\(1) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 559.50 143.05 Td (\)) Tj ET Q BT /F1 10.00 Tf ET BT /F1 8.00 Tf ET q 0 0 0 rg BT 49.50 129.50 Td (\(a\) ) Tj ET Q BT /F1 8.00 Tf ET q 0 0 0 rg BT 67.50 129.50 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 67.50 110.70 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 99.90 Td (liabilities including legacy unsecured debt. ) Tj ET Q q 0 0 0 rg BT 205.79 99.90 Td (These swaps continue to gener) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 316.26 99.90 Td (ate 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 89.10 Td (environment, but also add to our liability sensitive position. ) Tj ET Q q 0 0 0 rg BT 266.06 89.10 Td (The impact of receive-fixed interest rate swaps is partially of) Tj ET Q q 0 0 0 rg BT 485.06 89.10 Td (fset by pay-fixed ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 78.30 Td (interest rate swaps designated as fair value hedges of certain retail automotive assets. ) Tj ET Q q 0 0 0 rg BT 357.72 78.30 Td (The size, maturity and mix of our hedging activities ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 49.50 67.50 Td (change frequently as we adjust our broader asset and ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 241.68 67.50 Td (liability management objectives.) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 358.89 67.50 Td ( ) Tj ET Q endstream endobj 43 0 obj <> endobj 44 0 obj <> stream BT /F1 10.00 Tf ET q 0 0 0 rg BT 301.00 33.60 Td (21) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 252.25 403.00 Td (\(This page intentionally left blank\)) Tj ET Q endstream endobj 45 0 obj <> /View <>>>>> endobj 46 0 obj <> /View <>>>>> endobj 47 0 obj <> endobj 48 0 obj <> stream xy\E7~n{{w'd'52 HaGPPA!"" b-&h,+TLy?:uk?uΩoH""?W~.Xv3&rm 2\jMgwm'CڴzlycǏ\ rBjx\DsV@{twocmC{Iwl11z:1m!t-\q3D.:yz'Wɨp[_F=>E"ǢӦ/|K&_~=!wn-az3¦h$7,ؑ2Oo_eSFLlk}Fg[F>|;