GE Capital Fourth quarter 2009 supplement Results are unaudited. This document contains “forward-looking statements”- that is, statements related to future, not past, events. In this context, forward-looking statements often address our expected future business and financial performance and financial condition, and often contain words such as “expect,” “anticipate,” “intend,” “plan,” “believe,” “seek,” “see,” or “will.” Forward-looking statements by their nature address matters that are, to different degrees, uncertain. For us, particular uncertainties that could cause our actual results to be materially different than those expressed in our forward-looking statements include: the severity and duration of current economic and financial conditions, including volatility in interest and exchange rates, commodity and equity prices and the value of financial assets; the impact of U.S. and foreign government programs to restore liquidity and stimulate national and global economies; the impact of conditions in the financial and credit markets on the availability and cost of GE Capital’s funding and on our ability to reduce GE Capital’s asset levels exposure as planned; the impact of conditions in the housing market and unemployment rates on the level of commercial and consumer credit defaults; our ability to maintain our current credit rating and the impact on our funding costs and competitive position if we do not do so; the soundness of other financial institutions with which GE Capital does business; the level of demand and financial performance of the major industries we serve, including, without limitation, real estate and healthcare; the impact of regulation and regulatory, investigative and legal proceedings and legal compliance risks, including the impact of proposed financial services regulation; strategic actions, including acquisitions and dispositions and our success in integrating acquired businesses; and numerous other matters of national, regional and global scale, including those of a political, economic, business and competitive nature. These uncertainties may cause our actual future results to be materially different than those expressed in our forward-looking statements. We do not undertake to update our forward-looking statements. This document may also contain non-GAAP financial information. Management uses this information in its internal analysis of results and believes that this information may be informative to investors in gauging the quality of our financial performance, identifying trends in our results and providing meaningful period-to-period comparisons. Fourth quarter 2009 supplemental information Table of Contents 1. GE Capital structure Page # 1 2. Financial statements a) GECS 3-4 b) GECC 5-6 c) Capital Finance segment earnings 7 3. Asset quality a) Assets by region 9 b) Assets in selected emerging markets 10 c) Portfolio overview and ratios 11 - 13 d) Consumer allowance for losses on financing receivables 14 e) Consumer financing receivables by region 15 f) Consumer mortgage portfolio by country 16 g) Commercial allowance for losses on financing receivables 17 h) Commercial real estate debt and equity overview 18 - 19 i) Equipment leased to others overview 20 j) Commercial aircraft asset details 21 4. Other key areas a) Investment securities 23 - 24 b) FAS 157 fair value measurement 25 - 26 c) Investments measured at fair value in earnings 27 d) Funding 28 e) Ending net investment 29 f) Ratios 30-31 5. Appendix a) Glossary 33-34 GE Capital structure General Electric Company General Electric Capital Services, Inc. (GECS) General Electric Capital Corporation (GECC) Operating businesses - Capital Finance Consumer (formerly GE Money) - Private label credit cards Bank cards Personal loans Auto loans and leases Mortgages & home equity loans Debt consolidation Deposit & other savings products Small & medium enterprise lending Commercial Lending and Leasing (CLL) - Mid-market loans and leases of equipment and major capital assets - Mid-market equity capital Real Estate - Equity capital for acquisition or recapitalization of commercial real estate - Fixed/floating rate mortgages for commercial real estate Energy Financial Services (EFS) - Structured debt, equity, leasing, partnership financing and project financing to global energy and water industries - Invests in operating assets in these industries GE Capital Aviation Services (GECAS) - Commercial aircraft leasing and financing - Project financing for airport facilities 1 Financial Statements 2 GECS - condensed statement of earnings (In millions) Revenues Revenues from services Sales of goods Total revenues December 31, 2009 $ Costs and expenses Interest Operating and administrative Cost of goods sold Investment contracts, insurance losses and insurance annuity benefits Provision for losses on financing receivables (see pages 14 and 17) Depreciation and amortization Total costs and expenses 13,224 279 13,503 September 30, 2009 $ 12,533 213 12,746 For three months ending June 30, 2009 $ 13,252 205 13,457 March 31, 2009 $ 14,184 273 14,457 For the year ending December 31, December 31, 2009 2008 December 31, 2008 $ 15,487 299 15,786 $ 53,193 970 54,163 $ 69,514 1,773 71,287 4,225 3,991 239 812 2,907 2,128 14,302 4,128 3,712 181 785 2,868 2,069 13,743 4,468 3,524 164 823 2,817 1,947 13,743 5,121 3,948 224 773 2,336 2,181 14,583 5,874 4,522 253 864 3,065 2,701 17,279 17,942 15,175 808 3,193 10,928 8,325 56,371 25,116 18,755 1,517 3,421 7,518 9,330 65,657 (799) 870 (997) 1,138 (286) 670 (126) 1,151 (1,493) 2,074 (2,208) 3,829 5,630 2,375 Earnings from continuing operations Loss from discontinued operations, net of taxes 71 (18) 141 40 384 (193) 1,025 (4) 581 (151) 1,621 (175) 8,005 (719) Net earnings Less: net earnings (loss) attributable to noncontrolling interests 53 (40) 181 8 191 17 1,021 46 430 47 1,446 31 7,286 231 Earnings (loss) from continuing operations before income taxes Benefit for income taxes Net earnings attributable to GECS $ 93 $ 173 GECS - statement of changes in shareowners' equity December 31, 2009 (In millions) Changes in GECS shareowners' equity Balance at beginning of period Dividends and other transactions with shareowner Accumulated other comprehensive income - net Investment securities Currency translation adjustments Cash flow hedges Benefit plans Total other comprehensive income Increases attributable to net earnings Comprehensive income Balance at end of period $ 70,720 (50) September 30, 2009 $ 42 (37) 125 (60) 70 93 163 $ 70,833 67,904 (24) $ 70,658 $ For three months ending June 30, 2009 $ 1,698 915 (10) 2 2,605 173 2,778 $ 174 60,774 61 67,904 $ March 31, 2009 $ 1,557 4,801 554 (17) 6,895 174 7,069 $ 975 53,279 9,501 60,774 $ $ 55,698 5,439 $ (846) (6,074) (1,038) (283) (8,241) 383 (7,858) $ 53,279 1,415 $ 7,055 For the year ending December 31, December 31, 2009 2008 December 31, 2008 (636) (3,049) 696 8 (2,981) 975 (2,006) $ 383 53,341 9,488 $ 2,661 2,630 1,365 (67) 6,589 1,415 8,004 $ 70,833 57,676 3,154 (3,207) (8,730) (2,407) (262) (14,606) 7,055 (7,551) $ 53,279 3 GECS - condensed statement of financial position (In millions) Assets Cash and equivalents Investment securities (see pages 23 - 24) Inventories Financing receivables - net (see pages 11 - 13) Other receivables Property, plant & equipment, less accumulated amortization of $26,322, $26,485 $26,341, $25,591 and $29,063 (see page 20) Goodwill Other intangible assets - net Other assets Assets of businesses held for sale Assets of discontinued operations Total assets Liabilities and equity Short-term borrowings (see page 28) Accounts payable Bank Deposits Long-term borrowings (see page 28) Investment contracts, insurance liabilities and insurance annuity benefits Other liabilities Deferred income taxes Liabilities of businesses held for sale Liabilities of discontinued operations December 31, 2009 $ 64,356 51,913 71 336,926 18,752 September 30, 2009 $ 56,717 28,961 3,479 87,471 125 1,470 56,898 52,723 79 348,518 18,625 June 30, 2009 $ 58,712 28,184 3,838 87,941 1,263 1,533 March 31, 2009 50,017 45,168 73 358,949 18,719 $ 58,649 27,709 4,009 85,647 232 1,462 December 31, 2008 45,240 41,783 65 354,480 17,728 $ 58,190 24,832 3,416 88,179 1,464 37,486 41,236 77 372,456 18,636 64,097 25,365 3,613 85,721 10,556 1,659 $ 650,241 $ 658,314 $ 650,634 $ 635,377 $ 660,902 $ 133,939 13,275 38,923 327,472 32,009 23,756 6,793 55 1,138 $ 134,752 12,501 36,836 336,765 32,948 21,021 9,434 143 1,279 $ 146,448 12,401 36,458 319,681 32,831 24,904 6,585 196 1,305 $ 149,906 11,718 33,967 309,215 33,946 23,854 8,863 1,165 $ 163,899 13,882 36,854 313,848 34,369 32,090 8,533 636 1,243 Total liabilites 577,360 585,679 580,809 572,634 605,354 Capital stock Accumulated other comprehensive income - net Investment securities Currency translation adjustments Cash flow hedges Benefit plans Additional paid-in-capital Retained earnings 11 11 11 11 11 (436) 1,372 (1,769) (434) 27,581 44,508 (478) 1,409 (1,894) (374) 27,568 44,416 (2,176) 494 (1,884) (376) 27,569 44,266 (3,733) (4,307) (2,438) (359) 27,570 44,030 (3,097) (1,258) (3,134) (367) 18,069 43,055 Total GECS shareowners' equity 70,833 70,658 67,904 60,774 53,279 2,048 1,977 1,921 1,969 2,269 72,881 72,635 69,825 62,743 55,548 Noncontrolling interests Total equity Total liabilities and equity $ 650,241 $ 658,314 $ 650,634 $ 635,377 $ 660,902 4 GECC - condensed statement of earnings (In millions) Revenues Revenues from services Sales of goods Total revenues December 31, 2009 $ Costs and expenses Interest Operating and administrative Cost of goods sold Investment contracts, insurance losses and insurance annuity benefits Provision for losses on financing receivables Depreciation and amortization Total costs and expenses 12,306 278 12,584 September 30, 2009 $ For three months ending June 30, 2009 11,652 213 11,865 $ 12,383 205 12,588 March 31, 2009 $ 13,363 273 13,636 December 31, 2008 $ 14,799 299 15,098 For the year ending December 31, December 31, 2009 2008 $ 49,704 969 50,673 $ 66,221 1,773 67,994 4,214 3,905 239 45 2,890 2,124 13,417 4,122 3,633 181 47 2,860 2,064 12,907 4,436 3,454 164 45 2,815 1,939 12,853 5,090 3,858 224 73 2,322 2,173 13,740 5,838 4,389 253 118 3,061 2,691 16,350 17,862 14,850 808 210 10,887 8,300 52,917 24,859 18,335 1,517 491 7,498 9,303 62,003 (833) 903 (1,042) 1,145 (265) 687 (104) 1,146 (1,252) 1,979 (2,244) 3,881 5,991 2,265 Earnings from continuing operations Loss from discontinued operations, net of taxes 70 (11) 103 84 422 (194) 1,042 (3) 727 (153) 1,637 (124) 8,256 (704) Net earnings Less: net earnings (loss) attributable to noncontrolling interests 59 (37) 187 16 228 29 1,039 50 574 32 1,513 58 7,552 242 Earnings (loss) from continuing operations before income taxes Benefit for income taxes Net earnings attributable to GECC $ 96 $ 171 GECC - statement of changes in shareowners' equity (In millions) Changes in GECC shareowners' equity Balance at beginning of period Dividends and other transactions with shareowner Accumulated other comprehensive income - net Investment securities Currency translation adjustments Cash flow hedges Benefit plans Total other comprehensive income Increases attributable to net earnings Comprehensive income Balance at end of period December 31, 2009 $ 73,193 (12) September 30, 2009 $ 401 (38) 138 (60) 441 96 537 $ 73,718 $ 71,720 (24) 73,168 $ For three months ending June 30, 2009 $ 420 896 (17) 2 1,301 171 1,472 $ 199 65,635 23 March 31, 2009 $ 556 4,731 593 (17) 5,863 199 6,062 $ 71,720 989 58,229 8,750 $ December 31, 2008 $ (40) (3,024) 723 8 (2,333) 989 (1,344) $ 65,635 542 60,620 5,440 $ 58,229 $ 7,310 For the year ending December 31, December 31, 2009 2008 $ (880) (6,105) (1,105) (283) (8,373) 542 (7,831) $ 1,455 58,254 8,737 $ 1,337 2,565 1,437 (67) 5,272 1,455 6,727 $ 73,718 61,230 3,148 (1,988) (8,705) (2,504) (262) (13,459) 7,310 (6,149) $ 58,229 5 GECC - condensed statement of financial position (In millions) Assets Cash and equivalents Investment securities (see pages 23 - 24) Inventories Financing receivables - net Other receivables Property, plant & equipment, less accumulated amortization of $26,296, $26,458 $26,315, $25,564 and $29,026 Goodwill Other intangible assets - net Other assets Assets of businesses held for sale Assets of discontinued operations Total assets Liabilities and equity Short-term borrowings Accounts payable Bank Deposits Long-term borrowings Investment contracts, insurance liabilities and insurance annuity benefits Other liabilities Deferred income taxes Liabilities of businesses held for sale Liabilities of discontinued operations December 31, 2009 $ 63,693 26,336 71 335,288 21,062 September 30, 2009 $ 56,250 26,325 79 347,356 20,748 June 30, 2009 $ 58,685 28,043 3,371 87,133 1,263 1,533 56,691 28,820 3,018 86,523 125 1,470 March 31, 2009 49,141 20,817 73 357,477 21,784 $ 58,618 27,554 3,541 84,850 232 1,462 December 31, 2008 43,984 20,584 65 352,141 21,145 $ 58,153 24,672 2,982 87,154 1,464 36,430 19,318 77 370,592 22,175 64,043 25,204 3,174 84,201 10,556 1,640 $ 623,097 $ 630,786 $ 625,549 $ 612,344 $ 637,410 $ 129,221 12,865 38,923 328,414 8,687 22,538 5,619 55 853 $ 129,536 12,560 36,836 337,704 9,640 20,099 8,128 143 843 $ 141,019 13,184 36,458 320,619 9,526 24,076 5,773 196 913 $ 145,114 12,371 33,967 310,096 10,851 22,819 8,657 737 $ 158,967 14,863 36,854 314,535 11,403 30,629 8,112 636 799 Total liabilites 547,175 555,489 551,764 544,612 576,798 Capital stock Accumulated other comprehensive income - net Investment securities Currency translation adjustments Cash flow hedges Benefit plans Additional paid-in-capital Retained earnings 56 56 56 56 56 (676) 1,228 (1,816) (434) 28,431 46,929 (1,077) 1,266 (1,954) (374) 28,418 46,833 (1,497) 370 (1,937) (376) 28,419 46,685 (2,053) (4,361) (2,530) (359) 28,421 46,461 (2,013) (1,337) (3,253) (367) 19,671 45,472 Total GECC shareowner's equity 73,718 73,168 71,720 65,635 58,229 2,204 2,129 2,065 2,097 2,383 75,922 75,297 73,785 67,732 60,612 Noncontrolling interests Total equity Total liabilities and equity $ 623,097 $ 630,786 $ 625,549 $ 612,344 $ 637,410 6 Capital Finance - segment earnings (In millions) Revenues Less: Interest expense Net revenues December 31, 2009 $ 12,522 (4,294) 8,228 September 30, 2009 $ For three months ending June 30, 2009 12,161 (4,299) 7,862 $ 12,824 (4,524) 8,300 March 31, 2009 $ 13,114 (4,758) 8,356 December 31, 2008 $ 14,766 (6,329) 8,437 For the year ending December 31, December 31, 2009 2008 $ 50,621 (17,875) 32,746 $ 67,008 (25,094) 41,914 Costs and expenses Selling, general and administrative Depreciation and amortization Operating and other expenses Total costs and expenses 2,545 2,120 1,107 5,772 2,680 2,062 957 5,699 2,565 1,941 790 5,296 2,814 2,174 1,059 6,047 3,188 2,640 538 6,366 10,604 8,297 3,913 22,814 13,891 9,310 4,285 27,486 Earnings before income taxes and provision for losses Less: Provision for losses on financing receivables 2,456 (2,893) 2,163 (2,865) 3,004 (2,817) 2,309 (2,324) 2,071 (3,055) 9,932 (10,899) 14,428 (7,490) (437) 729 (702) 969 187 432 (15) 1,187 (984) 2,063 (967) 3,317 6,938 (1,914) Earnings (loss) before income taxes Benefit (provision) for income taxes Capital Finance segment earnings Less: Net earnings (loss) attributable to noncontrolling interests $ 292 (44) $ 267 4 $ 619 11 $ 1,172 37 $ 1,079 49 $ 2,350 8 $ 8,852 220 Capital Finance segment earnings attributable to the Company $ 336 $ 263 $ 608 $ 1,135 $ 1,030 $ 2,342 $ 8,632 GECS $ 336 $ 263 $ 608 $ 1,135 $ 1,030 $ 2,342 $ 8,632 GECC $ 308 $ 214 $ 564 $ 1,100 $ 1,059 $ 2,186 $ 8,524 Capital Finance segment earnings included in: 7 Asset Quality 8 Assets - by region (a) At (In millions) Financing receivables (net) GECS (b) 136,290 December 31, 2009 Property, plant and equipment (net) $ U.S. Europe Western (including U.K.) Eastern Pacific Basin Americas (excluding U.S.) Other $ Total $ 336,926 $ 56,717 $ 648,771 Total at September 30, 2009 $ 348,518 $ 58,712 $ 656,781 Total at June 30, 2009 $ 358,949 $ 58,649 $ 649,172 Total at March 31, 2009 $ 354,480 $ 58,190 $ 633,913 Total at December 31, 2008 $ 372,456 $ 64,097 $ 659,243 96,795 20,701 36,781 30,118 16,241 12,611 Total assets $ 7,803 417 2,897 1,360 31,629 329,622 $ 130,845 31,499 60,233 42,333 54,239 September 30, 2009 June 30, 2009 March 31, 2009 December 31, 2008 Total assets Total assets Total assets Total assets 328,662 $ 136,119 32,044 62,986 42,921 54,049 $ 656,781 323,060 $ 136,019 29,290 63,659 42,858 54,286 $ 649,172 329,139 $ 128,885 27,170 61,705 32,308 54,706 $ 633,913 330,802 141,901 28,959 69,345 34,208 54,028 $ 659,243 At Financing receivables (net) GECC (b) 134,653 December 31, 2009 Property, plant and equipment (net) $ U.S. Europe Western Eastern Pacific Basin Americas Other $ Total $ 335,288 $ 56,691 $ 621,627 Total at September 30, 2009 $ 347,356 $ 58,685 $ 629,253 Total at June 30, 2009 $ 357,477 $ 58,618 $ 624,087 Total at March 31, 2009 $ 352,141 $ 58,153 $ 610,880 Total at December 31, 2008 $ 370,592 $ 64,043 $ 635,770 96,795 20,701 36,781 30,118 16,240 12,585 Total assets $ 7,803 417 2,897 1,360 31,629 302,502 $ 130,822 31,499 60,233 42,313 54,258 September 30, 2009 June 30, 2009 March 31, 2009 December 31, 2008 Total assets Total assets Total assets Total assets 301,146 $ 136,092 32,044 62,986 42,899 54,086 $ 629,253 297,974 $ 135,993 29,290 63,659 42,837 54,334 $ 624,087 306,103 $ 128,860 27,170 61,705 32,289 54,753 $ 610,880 307,318 141,881 28,959 69,345 34,191 54,076 $ 635,770 (a) Excludes assets of discontinued operations. (b) Prior period amounts have been reclassified to conform to current-period's presentation. 9 GECS - assets in selected emerging markets (In millions) Selected emerging markets (a) (b) (c) Eastern Europe Poland Czech Republic Hungary Turkey Total Eastern Europe Financing receivables (net) $ Pacific Basin and Other India Thailand Total Pacific Basin and Other Americas Mexico Brazil Central America (ex-Mexico) (d) Total Americas 10,102 5,896 3,633 19,631 December 31, 2009 Property, plant and equipment (net) $ 216 68 71 355 Total assets $ 13,421 8,221 4,816 2,684 29,142 $ At September 30, 2009 June 30, 2009 March 31, 2009 December 31, 2008 Total assets Total assets Total assets Total assets 13,622 8,165 5,165 2,590 29,542 $ 12,202 7,458 4,765 2,313 26,738 $ 11,664 6,601 4,375 2,061 24,701 $ 12,532 6,790 4,754 2,051 26,127 1,211 79 1,290 21 21 1,765 1,386 3,151 2,032 2,524 4,556 2,273 2,536 4,809 2,696 2,430 5,126 3,070 2,604 5,674 8,065 935 4,829 13,829 607 6 241 854 10,155 1,095 9,371 20,621 9,930 1,149 9,035 20,114 10,199 1,364 9,048 20,611 9,948 1,398 731 12,077 10,369 1,488 738 12,595 Total $ 34,750 $ 1,230 $ 52,914 Total at September 30, 2009 $ 35,681 $ 1,134 $ 54,212 Total at June 30, 2009 $ 36,043 $ 1,024 $ 52,158 Total at March 31, 2009 $ 29,794 $ 903 $ 41,904 Total at December 31, 2008 $ 32,467 $ 979 $ 44,396 $ 54,212 $ 52,158 $ 41,904 $ 44,396 (a) We have disclosed here selected emerging markets where our total assets at December 31, 2009, exceed $1 billion. Assets of discontinued operations are excluded. (b) GECS assets in selected emerging markets are equal to GECC assets. (c) Prior period amounts have been reclassified to conform to current-period's presentation. (d) On June 25, 2009, we increased our ownership in BAC, a Central American bank, from 49.99% to a controlling 75% interest. Total assets in GECS include $9.4 billion related to this acquistion. 10 GECS - portfolio overview (In millions, unless otherwise noted) Financing receivables June 30, 2009 Balances (a) December 31, 2009 CLL Americas Europe Asia Other Total (c) $ $ 87,496 39,476 13,202 771 140,945 September 30, 2009 $ $ December 31, 2009 CLL Americas Europe Asia Other Total $ $ 1,179 544 244 8 1,975 Ratios December 31, 2009 CLL Americas Europe Asia Other Total September 30, 2009 $ $ $ 97,173 40,548 14,057 751 152,529 $ $ Allowance for losses (d) June 30, 2009 $ $ 1,133 448 199 5 1,785 December 31, 2008 100,985 40,652 14,528 764 156,929 3.8 % 3.1 4.2 1.8 3.6 % September 30, 2009 $ $ 920 327 178 4 1,429 3.1 % 2.6 3.8 2.0 3.1 % $ $ 843 288 163 2 1,296 December 31, 2008 2.7 % 1.1 2.7 1.4 2.3 % 1.2 % 1.1 1.4 0.7 1.2 % Equipment financing June 30, 2009 $ 105,410 37,767 16,683 786 160,646 December 31, 2009 $ $ December 31, 2008 Allowance for losses as a percent of total financing receivables September 30, June 30, March 31, 2009 2009 2009 1.2 % 1.2 1.7 0.8 1.3 % $ March 31, 2009 Non earning receivables as as percent of financing receivables September 30, June 30, March 31, 2009 2009 2009 1.3 % 1.4 1.8 1.0 1.4 % December 31, 2009 $ 1,098 500 242 6 1,846 3.6 % 3.5 4.4 1.3 3.6 % December 31, 2009 CLL Americas Europe Asia Other Total 92,263 40,383 14,096 776 147,518 March 31, 2009 1.9 % 0.9 1.8 0.3 1.6 % December 31, 2008 0.9 % 0.8 1.2 0.5 0.9 % March 31, 2009 0.8 % 0.8 1.0 0.3 0.8 % 3,155 1,380 576 10 5,121 September 30, 2009 $ $ $ 344 90 62 (1) 495 December 31, 2009 37.4 % 39.4 42.4 80.0 38.6 % December 31, 2009 1.5 % 0.9 1.8 NM 1.4 % December 31, 2008 3,471 1,240 594 14 5,319 $ $ 3,057 1,065 533 15 4,670 March 31, 2009 $ $ December 31, 2008 2,706 437 389 11 3,543 $ $ Write-offs (net) - for three months ending September 30, June 30, March 31, 2009 2009 2009 December 31, 2009 $ Nonearning receivables (b) June 30, 2009 $ $ 266 79 39 1 385 $ $ 229 73 54 1 357 December 31, 2008 $ 185 56 24 265 $ Allowance for losses as a percent of nonearning receivables September 30, June 30, March 31, 2009 2009 2009 31.6 % 40.3 40.7 42.9 34.7 % 37.1 % 42.1 37.3 33.3 38.2 % 34.0 % 74.8 45.8 36.4 40.3 % 0.9 % 0.7 1.5 0.5 0.9 % $ $ 329 103 66 498 December 31, 2008 Write-offs as a percent of financing receivables (e) September 30, June 30, March 31, 2009 2009 2009 1.1 % 0.8 1.1 0.5 1.0 % 1,974 345 306 2 2,627 42.7 83.5 53.3 100.0 49.3 December 31, 2008 0.7 % 0.6 0.6 NM 0.7 % 1.2 1.0 1.5 NM 1.2 1 12333453 0.780912135 1.108230029 0.523903078 Managed delinquency Off-book delinquency On-book delinquency 2.81 % 2.29 2.91 3.01 % 2.51 3.09 2.78 % 2.20 2.88 2.84 % 2.04 2.97 2.17 % 1.20 2.34 (a) During the first quarter of 2009, we transferred Banque Artesia Nederland N.V. (Artesia) from CLL to Consumer. Prior-period amounts were reclassified to conform to the current-period’s presentation. (b) Nonearning receivables are those that are 90 days or more past due (or for which collection has otherwise become doubtful). Nonearning receivables exclude loans purchased at a discount (unless they have deteriorated post acquisition). Under ASC 310, receivables, these loans are initially recorded at fair value and accrete interest income over the estimated life of the loan based on reasonably estimable cash flows even if the underlying loans are contractually delinquent at acquisition. In addition, nonearning receivables exclude loans which are paying currently under a cash accounting basis, but classified as impaired. Recently restructured financing receivables are not considered delinquent when payments are brought current according to restructured terms but may remain classified as nonearning until there has been a period of satisfactory payment performance by the borrower and future payments are reasonably assured of collection. (c) Financing receivables include impaired loans of $4,563 million at December 31, 2009 (d) Losses on financing receivables are recognized when they are incurred, which requires us to make our best estimate of probable losses inherent in the portfolio. Such estimate requires consideration of historical loss experience, adjusted for current conditions, and judgments about the probable effects of relevant observable data, including present economic conditions such as delinquency rates, financial health of specific customers and market sectors, collateral values (including housing price indices as applicable), and the present and expected future levels of interest rates. Our risk management process includes standards and policies for reviewing major risk exposures and concentrations, and evaluates relevant data either for individual loans or financing leases, on a portfolio basis, as appropriate. Effective January 1, 2009, loans acquired in a business acquisition are recorded at fair value, which incorporates our estimate at the acquisition date of the credit losses over the remaining life of the portfolio. As a result, the allowance for loan losses is not carried over at acquisition. This may result in lower reserve coverage ratios prospectively. (e) Write-offs percent is calculated as the ratio of annualized write-offs for the quarter divided by average of financing receivables at the beginning and end of the period. 11 GECS - portfolio overview (In millions, unless otherwise noted) Balances (a) December 31, 2009 Consumer Non - U.S. residential mortgages Non - U.S. installment and revolving credit U.S. installment and revolving credit Non - U.S. auto Other Total (c) $ $ 58,831 25,208 23,190 13,485 12,808 133,522 September 30, 2009 $ $ December 31, 2009 Consumer Non - U.S. residential mortgages Non - U.S. installment and revolving credit U.S. installment and revolving credit Non - U.S. auto Other Total $ $ 952 1,187 1,698 312 318 4,467 Ratios December 31, 2009 Consumer Non - U.S. residential mortgages Non - U.S. installment and revolving credit U.S. installment and revolving credit Non - U.S. auto Other Total Consumer Non - U.S. residential mortgages Non - U.S. installment and revolving credit U.S. installment and revolving credit Non - U.S. auto Other Total September 30, 2009 $ $ $ $ 62,587 25,485 23,939 14,853 13,218 140,082 March 31, 2009 $ $ Allowance for losses (d) June 30, 2009 975 1,113 1,568 301 279 4,236 $ $ 831 1,147 1,575 269 250 4,072 December 31, 2008 56,974 22,256 25,286 15,343 10,309 130,168 7.8 % 1.8 3.4 0.5 3.6 4.8 % $ $ 6.8 % 2.0 3.3 0.6 2.1 4.2 % Allowance for losses as a percent of total financing receivables September 30, June 30, March 31, 2009 2009 2009 September 30, 2009 8.82 % 7.20 9.10 8.80 % 6.85 9.12 1.3 % 4.5 6.6 1.8 1.9 2.9 % Consumer June 30, 2009 8.73 % 6.41 9.08 $ 60,753 24,441 27,645 18,168 11,541 142,548 December 31, 2009 $ $ December 31, 2008 526 1,038 1,718 249 199 3,730 7.8 % 2.1 3.4 0.6 2.2 4.7 % 1.6 % 4.4 7.0 2.1 2.1 3.1 % $ March 31, 2009 Non earning receivables as as percent of financing receivables September 30, June 30, March 31, 2009 2009 2009 1.6 % 4.7 7.3 2.3 2.5 3.3 % December 31, 2009 Managed delinquency Off-book delinquency On-book delinquency 61,308 25,197 22,324 14,366 13,191 136,386 7.7 % 1.8 3.6 0.5 5.0 4.9 % December 31, 2009 Financing receivables June 30, 2009 0.9 % 4.7 6.8 1.6 1.9 2.9 % March 31, 2009 8.20 6.41 8.49 $ $ 383 1,051 1,700 222 226 3,582 December 31, 2008 5.5 % 1.7 2.7 0.5 1.5 3.3 % December 31, 2008 0.6 % 4.3 6.1 1.2 2.0 2.5 % 4,552 454 841 73 645 6,565 September 30, 2009 $ $ $ 130 415 602 33 98 1,278 December 31, 2009 20.9 % 261.5 201.9 427.4 49.3 68.0 % December 31, 2009 0.9 % 6.6 10.6 0.9 3.0 3.8 % 4,768 450 749 75 477 6,519 $ $ 4,878 524 818 84 289 6,593 March 31, 2009 $ $ December 31, 2008 3,874 445 833 95 212 5,459 $ $ $ 122 457 645 92 102 1,418 $ $ 115 473 699 103 88 1,478 $ $ December 31, 2008 57 396 658 108 66 1,285 Allowance for losses as a percent of nonearning receivables September 30, June 30, March 31, 2009 2009 2009 20.4 % 247.3 209.3 401.3 58.5 65.0 % 17.0 % 218.9 192.5 320.2 86.5 61.8 % 0.8 % 7.9 11.4 2.7 3.0 4.4 % $ 66 405 616 101 50 1,238 $ December 31, 2008 13.6 % 233.3 206.2 262.1 93.9 68.3 % Write-offs as a percent of financing receivables (e) September 30, June 30, March 31, 2009 2009 2009 0.8 % 7.2 11.2 2.5 3.1 4.1 % 3,321 413 758 83 175 4,750 $ Write-offs (net) - for three months ending September 30, June 30, March 31, 2009 2009 2009 December 31, 2009 $ Nonearning receivables (b) June 30, 2009 11.5 % 254.5 224.3 267.5 129.1 75.4 % December 31, 2008 0.4 % 6.8 9.9 2.6 2.4 3.8 % 0.4 % 5.6 8.7 1.9 1.5 3.1 % December 31, 2008 7.43 % 8.24 7.31 (a) During the first quarter of 2009, we transferred Banque Artesia Nederland N.V. (Artesia) from CLL to Consumer. Prior-period amounts were reclassified to conform to the current-period’s presentation. (b) Nonearning receivables are those that are 90 days or more past due (or for which collection has otherwise become doubtful). Nonearning receivables exclude loans purchased at a discount (unless they have deteriorated post acquisition). Under ASC 310, receivables, these loans are initially recorded at fair value and accrete interest income over the estimated life of the loan based on reasonably estimable cash flows even if the underlying loans are contractually delinquent at acquisition. In addition, nonearning receivables exclude loans which are paying currently under a cash accounting basis, but classified as impaired. Recently restructured financing receivables are not considered delinquent when payments are brought current according to restructured terms but may remain classified as nonearning until there has been a period of satisfactory payment performance by the borrower and future payments are reasonably assured of collection. (c) Financing receivables include impaired loans of $1,382 million at December 31, 2009 (d) Losses on financing receivables are recognized when they are incurred, which requires us to make our best estimate of probable losses inherent in the portfolio. Such estimate requires consideration of historical loss experience, adjusted for current conditions, and judgments about the probable effects of relevant observable data, including present economic conditions such as delinquency rates, financial health of specific customers and market sectors, collateral values (including housing price indices as applicable), and the present and expected future levels of interest rates. Our risk management process includes standards and policies for reviewing major risk exposures and concentrations, and evaluates relevant data either for individual loans or financing leases, on a portfolio basis, as appropriate. Effective January 1, 2009, loans acquired in a business acquisition are recorded at fair value, which incorporates our estimate at the acquisition date of the credit losses over the remaining life of the portfolio. As a result, the allowance for loan losses is not carried over at acquisition. This may result in lower reserve coverage ratios prospectively. (e) Write-offs percent is calculated as the ratio of annualized write-offs for the quarter divided by average of financing receivables at the beginning and end of the period. 12 GECS - portfolio overview (In millions, unless otherwise noted) Balances December 31, 2009 Real Estate (c) EFS GECAS Other $ 44,841 7,790 15,319 2,614 September 30, 2009 $ December 31, 2009 Real Estate EFS GECAS Other $ 1,494 28 107 34 Ratios December 31, 2009 Real Estate EFS GECAS Other 2.8 % 1.0 1.1 2.8 December 31, 2009 Real Estate EFS GECAS Other 3.3 % 0.4 0.7 1.3 45,471 8,362 15,046 3,095 September 30, 2009 $ Financing receivables (a) June 30, 2009 $ 46,018 8,506 15,096 3,324 March 31, 2009 $ Allowance for losses (d) June 30, 2009 1,028 101 126 23 $ 570 92 61 27 December 31, 2008 45,373 8,360 15,501 3,863 March 31, 2009 $ 2.9 % 2.8 1.4 2.1 396 66 61 32 1.2 % 2.9 1.2 1.6 Allowance for losses as a percent of total financing receivables September 30, June 30, March 31, 2009 2009 2009 2.3 % 1.2 0.8 0.7 1.2 % 1.1 0.4 0.8 46,735 8,392 15,429 4,031 $ December 31, 2008 Non earning receivables as as percent of financing receivables September 30, June 30, March 31, 2009 2009 2009 2.9 % 4.3 1.4 2.5 $ December 31, 2009 0.9 % 0.8 0.4 0.8 $ 301 58 60 28 December 31, 2008 1,252 78 167 72 $ $ 73 67 15 2 December 31, 2009 119.3 % 35.9 64.1 47.2 December 31, 2009 0.6 % 0.7 0.4 0.7 Nonearning receivables (b) June 30, 2009 1,320 360 211 78 $ 1,325 241 204 70 March 31, 2009 December 31, 2008 $ 554 241 191 61 $ Write-offs (net) - for three months ending September 30, June 30, March 31, 2009 2009 2009 December 31, 2009 0.4 % 2.9 0.9 0.9 December 31, 2008 September 30, 2009 0.6 % 3.3 0.4 0.3 $ 104 3 7 $ 76 December 31, 2008 $ 9 - $ 4 43.0 % 38.2 29.9 38.6 10 0.7 % NM NM 0.4 2 December 31, 2008 71.5 % 27.4 31.9 52.5 Write-offs as a percent of financing receivables (e) September 30, June 30, March 31, 2009 2009 2009 0.9 % NM 0.1 0.9 2 - Allowance for losses as a percent of nonearning receivables September 30, June 30, March 31, 2009 2009 2009 77.9 % 28.1 59.7 29.5 194 241 146 38 155.2 % 24.1 41.1 73.7 December 31, 2008 0.1 % NM NM 1.0 0.0 % NM NM 0.2 (a) Financing receivables include $6,519 million, $183 million, $167 million and $72 million of impaired loans at Real Estate, EFS, GECAS, and Other, respectively, at December 31, 2009. (b) Nonearning receivables are those that are 90 days or more past due (or for which collection has otherwise become doubtful). Nonearning receivables exclude loans purchased at a discount (unless they have deteriorated post acquisition). Under FASB ASC 310, receivables, these loans are initially recorded at fair value and accrete interest income over the estimated life of the loan based on reasonably estimable cash flows even if the underlying loans are contractually delinquent at acquisition. In addition, nonearning receivables exclude loans which are paying currently under a cash accounting basis, but classified as impaired. Recently restructured financing receivables are not considered delinquent when payments are brought current according to restructured terms but may remain classified as nonearning until there has been a period of satisfactory payment performance by the borrower and future payments are reasonably assured of collection. (c) Financing receivables included $317 million of construction loans at December 31, 2009. (d) Losses on financing receivables are recognized when they are incurred, which requires us to make our best estimate of probable losses inherent in the portfolio. Such estimate requires consideration of historical loss experience, adjusted for current conditions, and judgments about the probable effects of relevant observable data, including present economic conditions such as delinquency rates, financial health of specific customers and market sectors, collateral values (including housing price indices as applicable), and the present and expected future levels of interest rates. Our risk management process includes standards and policies for reviewing major risk exposures and concentrations, and evaluates relevant data either for individual loans or financing leases, on a portfolio basis, as appropriate. Effective January 1, 2009, loans acquired in a business acquisition are recorded at fair value, which incorporates our estimate at the acquisition date of the credit losses over the remaining life of the portfolio. As a result, the allowance for loan losses is not carried over at acquisition. This may result in lower reserve coverage ratios prospectively. (e) Write-offs percent is calculated as the ratio of annualized write-offs for the quarter divided by average of financing receivables at the beginning and end of the period. 13 Consumer - allowance for losses on financing receivables Balance January 1, 2009 (In millions) Consumer (c) Non - U.S. residential mortgages Non - U.S. installment and revolving credit U.S. installment and revolving credit Non - U.S. auto Other Total Total Other (a) Gross writeoffs Recoveries Balance December 31, 2009 $ 383 1,051 1,700 222 226 $ 915 1,835 3,576 408 389 $ 78 42 (974) 18 57 $ (519) (2,320) (2,817) (556) (465) $ 95 579 213 220 111 $ 952 1,187 1,698 312 318 $ 3,582 $ 7,123 $ (779) $ (6,677) $ 1,218 $ 4,467 Balance January 1, 2008 (In millions) Consumer (c) Non - U.S. residential mortgages Non - U.S. installment and revolving credit U.S. installment and revolving credit Non - U.S. auto Other Provision charged to operations Provision charged to operations Other (b) Gross writeoffs Recoveries $ 246 1,371 985 324 167 $ 324 1,748 3,217 376 229 $ (38) (417) (624) (124) 9 $ (218) (2,551) (2,173) (637) (248) $ 69 900 295 283 69 $ 3,093 $ 5,894 $ (1,194) $ (5,827) $ 1,616 Balance December 31, 2008 383 1,051 1,700 222 226 $ 3,582 (a) Other primarily included the effects of securitization activity, currency exchange and dispositions. (b) Other primarily included the effects of securitization activity, currency exchange, dispositions and acquisitions. (c) During the first quarter of 2009, we transferred Artesia from CLL to Consumer. Prior-period amounts were reclassified to conform to the current-period’s presentation. 14 Consumer - financing receivables by region (a) (In millions) December 31, 2009 Mortgages U.S. Europe Western Eastern Pacific Basin Americas Other $ Total at December 31, 2009 $ - Installment and revolving credit $ 36,989 8,297 9,284 3,672 589 June 30, 2009 58,831 Mortgages U.S. Europe Western Eastern Pacific Basin Americas Other $ Total at June 30, 2009 $ - December 31, 2008 Mortgages U.S. Europe Western Eastern Pacific Basin Americas Other $ Total at December 31, 2008 $ - $ 48,398 $ 23,939 - $ 13,485 49,424 $ $ 27,645 8,977 6,472 6,373 2,220 399 $ 52,086 $ - $ $ 12,808 14,853 1,074 $ 13,218 $ $ 18,168 1,526 $ 11,541 25,013 60,398 20,216 23,640 9,818 997 $ 140,082 September 30, 2009 Mortgages U.S. Europe Western Eastern Pacific Basin Americas Other $ Total at September 30, 2009 $ - Installment and revolving credit $ 38,287 8,412 10,302 3,689 618 March 31, 2009 61,308 Mortgages U.S. Europe Western Eastern Pacific Basin Americas Other $ Total at March 31, 2009 $ - $ $ 47,521 25,286 $ 47,542 14,366 $ $ $ 13,191 - $ 15,343 1,183 $ 10,309 136,386 Total $ 4,280 4,065 544 237 $ 23,364 59,903 21,751 21,251 9,248 869 Other (b) 8,924 1,845 4,214 297 63 $ 1,040 Total 5,373 4,953 354 1,471 - Auto 8,261 5,665 6,042 1,976 312 $ $ 7,385 1,877 4,321 727 56 Installment and revolving credit $ Other (b) - 8,858 6,509 6,274 3,361 195 34,599 7,468 12,067 2,183 657 56,974 22,324 Auto 26,469 56,064 19,043 22,867 4,693 1,032 $ 130,168 Total $ 4,055 4,682 967 311 $ 133,522 Total Other (b) - 24,171 57,593 21,174 20,463 9,346 775 5,627 4,391 421 1,705 - 10,883 2,078 4,757 346 104 $ 981 Other (b) Auto $ Total 5,134 4,799 361 1,533 - 7,643 1,864 4,507 772 67 Installment and revolving credit $ $ Auto 8,750 5,894 6,973 3,605 263 $ Other (b) 6,940 1,728 4,087 691 39 Installment and revolving credit 37,400 7,857 12,401 2,363 732 60,753 $ 8,530 6,350 6,731 3,450 147 38,378 8,067 11,739 3,736 667 62,587 23,190 Auto 29,171 61,315 21,089 24,498 5,240 1,235 $ 142,548 (a) During the first quarter of 2009, we transferred Artesia from CLL to Consumer. Prior-period amounts were reclassified to conform to the current-period’s presentation. (b) Represents mainly small and medium enterprise loans. 15 Consumer - mortgage portfolio by country (a) (In millions) Financing receivables December 31, 2009 As a % of total U.K. (b) (d) Australia France (d) Poland Mexico Spain Hungary All other $ 21,146 7,319 11,455 5,652 2,033 1,316 1,059 8,851 35.9 % 12.4 19.5 9.6 3.5 2.2 1.8 15.0 Total at December 31, 2009 (c) $ 58,831 100.0 % Financing receivables June 30, 2009 As a % of total U.K. Australia France Poland Mexico Spain Hungary All other $ 22,745 9,495 11,376 5,505 2,018 1,288 1,044 9,116 36.3 % 15.2 18.2 8.8 3.2 2.1 1.7 14.6 Total at June 30, 2009 $ 62,587 100.0 % Financing receivables December 31, 2008 As a % of total Nonearning receivables 15.6 0.6 1.9 0.7 8.3 19.6 4.6 5.1 Delinquent more than 30 days % 7.7 % Nonearning receivables 15.8 2.4 1.6 0.5 7.3 19.7 2.2 4.8 25.2 6.5 2.9 1.6 12.8 29.4 8.6 9.7 % 13.3 % Delinquent more than 30 days % 7.8 % Nonearning receivables 25.9 5.2 2.8 1.5 11.4 30.3 6.5 8.8 Financing receivables September 30, 2009 U.K. Australia France Poland Mexico Spain Hungary All other $ 22,135 8,159 11,710 5,698 1,973 1,317 1,073 9,243 36.1 % 13.3 19.1 9.3 3.2 2.1 1.8 15.1 Total at September 30, 2009 $ 61,308 100.0 % Financing receivables March 31, 2009 % 13.2 % As a % of total As a % of total Nonearning receivables 16.1 0.6 1.8 0.4 7.7 21.6 3.8 4.9 Delinquent more than 30 days % 7.8 % Nonearning receivables 25.8 5.7 3.0 1.5 11.7 31.8 8.2 9.3 % 13.4 % Delinquent more than 30 days U.K. Australia France Poland Mexico Spain Hungary All other $ 20,004 9,797 10,527 5,020 1,865 1,236 961 7,564 35.1 % 17.2 18.5 8.8 3.3 2.2 1.7 13.3 14.1 % 2.3 1.4 0.4 5.6 17.5 1.8 4.2 23.7 % 5.0 2.5 1.3 8.9 28.1 5.0 7.9 Total at March 31, 2009 $ 56,974 100.0 % 6.8 % 11.8 % Delinquent more than 30 days U.K. Australia France Poland Mexico Spain Hungary All other $ 21,989 9,942 11,056 5,272 1,961 1,315 1,005 8,213 36.2 % 16.4 18.2 8.7 3.2 2.2 1.7 13.5 11.0 % 2.0 1.1 0.4 4.8 13.6 1.0 3.4 21.0 % 4.9 2.0 1.2 8.3 23.2 3.0 6.5 Total at December 31, 2008 $ 60,753 100.0 % 5.5 % 10.6 % (a) Consumer loans secured by residential real estate (both revolving and closed-end loans) are written down to the fair value of collateral, less costs to sell, no later than when they become 360 days past due. (b) At December 31, 2009, we had in repossession stock approximately 1,200 houses in the U.K., which had a value of approximately $0.2 billion. (c) At December 31, 2009, net of credit insurance, approximately 24% of this portfolio comprised loans with introductory, below market rates that are scheduled to adjust at future dates; with high loan-to-value ratios at inception; whose terms permitted interest-only payments; or whose terms resulted in negative amortization. At origination, we underwrite loans with an adjustable rate to the reset value. 82% of these loans are in our U.K. and France portfolios, which comprise mainly loans with interest-only payments and introductory below market rates, have a delinquency rate of 18.3% and have loan-to-value at origination of 74%. At December 31, 2009, 1% (based on dollar values) of these loans in our U.K. and France portfolios have been restructured. (d) Our U.K. and France portfolios have reindexed loan-to-value ratios of 82% and 68%, respectively. 16 Commercial - allowance for losses on financing receivables Balance January 1, 2009 (In millions) CLL (c) Americas Europe Asia Other $ Real Estate 843 288 163 2 Provision charged to operations $ 1,399 570 257 6 Gross write-offs Other (a) $ (39) (16) 3 1 $ (1,117) (331) (203) (1) Balance December 31, 2009 Recoveries $ 93 33 24 - $ 301 1,442 13 (264) EFS 58 33 4 (67) - 28 GECAS 60 69 (4) (18) - 107 Total $ Balance January 1, 2008 (In millions) CLL (c) Americas Europe Asia Other $ Real Estate EFS GECAS Total 1,715 $ 471 232 226 3 $ 3,776 $ Provision charged to operations $ 909 309 152 2 (38) $ Gross write-offs Other (b) $ (2,001) 111 (32) 34 (4) $ (728) (247) (256) - 168 135 9 (12) 19 36 3 - 8 53 1,127 $ 1,596 $ 121 2 1,179 544 244 8 $ (1,244) $ $ 80 26 7 1 $ 1 $ 3,604 Balance December 31, 2008 Recoveries (1) $ 152 1,494 843 288 163 2 301 - 58 - 60 115 $ 1,715 (a) Other primarily included the effects of securitization activity, currency exchange and dispositions. (b) Other primarily included the effects of securitization activity, currency exchange, dispositions and acquisitions. (c) During the first quarter of 2009, we transferred Artesia from CLL to Consumer. Prior-period amounts were reclassified to conform to the current-period’s presentation. 17 Commercial - real estate debt overview (In millions) December 31, 2009 Region September 30, 2009 Financing receivables June 30, 2009 March 31, 2009 December 31, 2008 U.S. Europe Pacific Basin Americas $ 27,008 5,807 3,235 8,791 $ 27,542 5,986 3,133 8,810 $ 28,231 5,953 3,105 8,729 $ 28,669 5,435 3,124 8,145 $ 28,887 5,895 3,522 8,431 Total (a) $ 44,841 $ 45,471 $ 46,018 $ 45,373 $ 46,735 December 31, 2009 Vintage profile Originated in pre-2006 2006 2007 2008 2009 $ 5,786 8,038 13,871 16,990 156 $ 44,841 Property type September 30, 2009 Financing receivables June 30, 2009 March 31, 2009 December 31, 2008 Office buildings Owner occupied Apartment buildings Hotel properties Warehouse properties Retail facilities Mixed use Parking facilities Other $ 11,121 8,276 7,649 5,152 4,349 4,302 1,395 122 2,475 $ 11,171 8,431 7,932 5,153 4,383 4,377 1,389 128 2,507 $ 11,122 8,539 8,330 5,309 4,383 4,371 1,341 133 2,490 $ 10,905 8,607 8,329 5,149 4,304 4,146 1,326 124 2,483 $ 11,591 8,803 8,708 5,528 4,410 3,905 1,334 126 2,330 Total (a) $ 44,841 $ 45,471 $ 46,018 $ 45,373 $ 46,735 December 31, 2009 Contractual maturities Due in 2010 and prior (b) 2011 2012 2013 2014 and later Total Total December 31, 2009 $ 12,596 10,050 6,942 2,796 12,457 $ 44,841 (a) Represents total gross financing receivables for Real Estate only. (b) Includes $1,234 million relating to loans with contractual maturities prior to January 1, 2010. 18 Commercial - real estate equity overview (a) (In millions, unless otherwise noted) Region December 31, 2009 Equity June 30, 2009 September 30, 2009 March 31, 2009 December 31, 2008 U.S. Europe Pacific Basin Americas $ 9,892 11,705 7,966 3,027 $ 10,067 12,384 7,902 3,031 $ 10,055 12,120 7,595 3,006 $ 10,173 11,142 7,320 2,785 $ 10,304 12,025 7,963 2,985 Total $ 32,590 $ 33,384 $ 32,776 $ 31,420 $ 33,277 Vintage profile (e) Originated in pre-2006 2006 2007 2008 2009 Total December 31, 2009 $ $ 5,942 9,621 14,043 2,238 746 32,590 Property type December 31, 2009 Equity June 30, 2009 September 30, 2009 March 31, 2009 December 31, 2008 Office buildings Apartment buildings Warehouse properties Retail facilities Mixed use Parking facilities Owner occupied Hotel properties Other $ 16,340 4,747 3,869 3,194 1,723 787 724 421 785 $ 16,714 4,708 4,054 3,244 1,829 841 714 424 856 $ 16,543 4,585 3,994 3,162 1,802 834 687 357 812 $ 15,637 4,442 3,772 2,884 1,759 837 669 360 1,060 $ 16,342 4,445 3,890 3,082 1,902 851 668 373 1,724 Total $ 32,590 $ 33,384 $ 32,776 $ 31,420 $ 33,277 Key metrics December 31, 2009 Owned real estate (b) $ Net operating income (annualized) Net operating income yield (c) $ End of period vacancies (d) Foreclosed properties 28,365 September 30, 2009 $ 1,628 $ 5.7 % 20.6 % $ 779 29,005 June 30, 2009 $ 1,621 $ 5.6 % 20.7 % $ 729 28,591 March 31, 2009 $ 1,606 $ 5.7 % 20.3 % $ 508 27,581 December 31, 2008 $ 1,569 $ 5.6 % 18.7 % $ 254 28,971 1,726 5.7 % 17.5 % $ 64 (a) Includes real estate investments related to Real Estate only. (b) Excludes joint ventures, equity investment securities, and foreclosed properties. (c) Net operating income yield is calculated as annualized net operating income for the relevant quarter as a percentage of the average owned real estate. (d) Excludes hotel properties, apartment buildings and parking facilities. (e) Includes foreclosed properties based on date of foreclosure. 19 Equipment leased to others (ELTO), net of depreciation and amortization overview (In millions) December 31, 2009 Collateral type CLL Aircraft Vehicles Railroad rolling stock Construction and manufacturing Mobile equipment All other $ Total at December 31, 2009 $ June 30, 2009 Collateral type GECAS 3,246 11,509 2,563 1,696 1,875 967 $ 21,856 $ CLL Aircraft Vehicles Railroad rolling stock Construction and manufacturing Mobile equipment All other $ Total at June 30, 2009 $ December 31, 2008 Collateral type $ Total at December 31, 2008 $ 29,737 324 35 - $ 30,096 $ GECAS 3,009 12,892 2,542 2,039 1,971 1,207 $ 23,660 $ CLL Aircraft Vehicles Railroad rolling stock Construction and manufacturing Mobile equipment All other EFS $ 29,438 $ 952 $ 952 $ 30,019 372 30 - $ 30,421 $ $ 29,306 $ $ 1 2 15 28 $ Consumer 796 $ 796 $ - $ 1 1 17 30 $ Consumer 777 $ 777 $ - CLL Aircraft Vehicles Railroad rolling stock Construction and manufacturing Mobile equipment All other $ 52,932 Total at September 30, 2009 $ March 31, 2009 Collateral type GECAS 3,245 12,762 2,575 1,813 1,882 1,215 $ 23,492 $ CLL 33,028 12,903 2,914 2,040 2,002 2,020 Aircraft Vehicles (a) Railroad rolling stock Construction and manufacturing Mobile equipment All other $ 54,907 Total at March 31, 2009 $ EFS 30,287 328 28 - $ 30,643 $ GECAS 3,277 13,024 2,589 2,059 1,994 1,036 $ 23,979 $ Consumer 793 $ 793 $ $ 29,819 $ $ 33,532 12,774 2,903 1,814 1,913 2,023 $ 54,959 12 1 3 15 EFS 29,412 377 30 - - Total 31 Consumer 800 $ 800 $ - Total $ 32,689 13,037 2,966 2,059 2,025 1,852 $ 54,628 13 1 16 30 Total $ 32,288 18,149 2,915 2,333 2,022 1,863 $ 59,570 22 2 25 49 September 30, 2009 Collateral type 32,983 11,519 2,887 1,697 1,912 1,934 Total 11 EFS 28,893 383 30 - - Total 10 EFS GECAS 3,395 18,127 2,532 2,333 1,990 1,061 Consumer (a) Decline from December 31, 2008, reflects the effects of the deconsolidation of Penske Truck Leasing during the first quarter of 2009. 20 Commercial - aircraft asset details (a) December 31, 2009 Collateral type (In millions) September 30, 2009 Loans and leases June 30, 2009 March 31, 2009 December 31, 2008 December 31, 2009 Airline regions (In millions) September 30, 2009 Loans and leases June 30, 2009 March 31, 2009 December 31, 2008 Narrow-body aircraft Wide-body aircraft Cargo Regional jets Engines $ 22,882 8,532 3,030 5,931 2,480 $ 22,927 8,710 2,991 6,023 2,385 $ 22,663 8,695 3,027 6,100 2,231 $ 22,199 9,889 1,719 6,144 2,370 $ 22,266 9,201 1,744 6,218 2,131 U.S. Europe Pacific Basin Americas Other $ 14,700 9,642 6,481 6,099 5,933 $ 14,514 9,858 7,554 5,708 5,402 $ 14,606 9,705 7,227 5,273 5,905 $ 13,781 9,866 7,023 5,332 6,319 $ 13,865 10,055 7,123 4,963 5,554 Total $ 42,855 $ 43,036 $ 42,716 $ 42,321 $ 41,560 Total $ 42,855 $ 43,036 $ 42,716 $ 42,321 $ 41,560 GECS aircraft Vintage proflie December 31, 2009 0-5 years 6-10 years 11 - 15 years 15+ years $ 17,357 14,462 4,321 4,235 Total (b) $ 40,375 (a) Includes loans and financing leases of $13,254 million, $12,927 million, $ 12,901 million, $13,189 million and $13,078 million (less non-aircraft loans and financing leases of $136 million, $178 million, $204 million, $280 million and $411 million) and ELTO of $29,737 million, $30,287 million, $30,019 million, $29,412 million and $28,893 million at December 31, 2009, September 30, 2009, June 30, 2009, March 31, 2009 and December 31, 2008, respectively, related to commercial aircraft at Aviation Financial Services. (b) Excludes aircraft engine loans and leases of $2,480 million at December 31, 2009. 21 Other key areas 22 Investment securities GECS (In millions) Debt U.S. corporate State and municipal Residential mortgage-backed (a) Commercial mortgage-backed Asset-backed Corporate - non-U.S. Government - non-U.S. U.S. government and federal agency Amortized cost $ Retained interests (b) Equity Available-for-sale Trading Total GECC (In millions) Debt U.S. corporate State and municipal Residential mortgage-backed (a) Commercial mortgage-backed Asset-backed Corporate - non-U.S. Government - non-U.S. U.S. government and federal agency $ $ Equity Available-for-sale Trading $ $ 981 34 79 89 48 59 63 46 $ (756) (246) (766) (440) (305) (50) (29) - Estimated fair value $ 23,635 1,794 3,318 2,702 2,737 1,840 2,936 2,674 Amortized cost $ 22,183 1,556 5,326 2,910 3,173 1,441 1,300 739 At December 31, 2008 Gross Gross unrealized unrealized gains losses $ 512 19 70 14 3 14 61 65 $ (2,477) (94) (1,052) (788) (691) (166) (19) (100) Estimated fair value $ 20,218 1,481 4,344 2,136 2,485 1,289 1,342 704 8,479 392 (40) 8,831 6,395 113 (152) 6,356 489 720 242 - (5) - 726 720 629 388 24 - (160) - 493 388 52,517 Amortized cost Retained interests (b) Total 23,410 2,006 4,005 3,053 2,994 1,831 2,902 2,628 At December 31, 2009 Gross Gross unrealized unrealized gains losses 4,954 887 2,999 1,599 2,786 994 2,461 1,865 $ 2,033 $ (2,637) At December 31, 2009 Gross Gross unrealized unrealized gains losses $ 83 3 21 5 37 18 15 $ - (236) (216) (722) (302) (298) (26) (25) - $ 51,913 Estimated fair value $ 4,801 674 2,298 1,302 2,525 986 2,451 1,865 $ 46,040 Amortized cost $ 4,456 915 4,228 1,664 2,922 608 936 26 $ 895 $ (5,699) At December 31, 2008 Gross Gross unrealized unrealized gains losses $ 54 5 9 2 6 2 3 $ (637) (70) (976) (509) (668) (23) (15) - $ 41,236 Estimated fair value $ 3,873 850 3,261 1,155 2,256 591 923 29 7,252 362 (21) 7,593 5,144 73 (136) 5,081 885 720 239 - (3) - 1,121 720 1,023 388 22 - (134) - 911 388 27,402 $ 783 $ (1,849) $ 26,336 $ 22,310 $ 176 $ (3,168) $ 19,318 (a) Substantially collateralized by U.S. mortgages. (b) Includes $1,918 million and $1,752 million of retained interests at December 31, 2009 and December 31, 2008, respectively, accounted for in accordance with FASB ASC 815, derivatives and hedging. 23 Investment securities - aging of unrealized losses GECS (In millions) Debt U.S. corporate State and municipal Residential mortgage-backed Commercial mortgage-backed Asset-backed Corporate - non-U.S. Government - non-U.S. U.S. government and federal agency At December 31 2009 - In loss position for Less than 12 months 12 months or more Gross Gross Estimated unrealized Estimated unrealized fair value losses fair value losses $ Retained interests Equity Total GECC (In millions) Debt U.S. corporate State and municipal Residential mortgage-backed Commercial mortgage-backed Asset-backed Corporate - non-U.S. Government - non-U.S. U.S. government and federal agency $ 3,146 592 118 167 126 374 399 - $ (88) (129) (14) (5) (11) (18) (4) - $ 4,880 535 1,678 1,293 1,342 481 224 - $ # (668) (117) (752) (435) (294) (32) (25) - At December 31, 2008 - In loss position for Less than 12 months 12 months or more Gross Gross Estimated unrealized Estimated unrealized fair value losses fair value losses $ $ (1,108) (44) (107) (184) (419) (106) (4) - $ 5,629 278 1,614 1,218 1,063 335 275 150 $ (1,369) (50) (945) (604) (272) (60) (15) (100) 208 (16) 27 (24) 1,403 (71) 274 (81) 92 (2) 10 (3) 265 (156) 9 (4) 5,222 $ (287) $ 10,470 $ (2,350) $ At December 31 2009 - In loss position for Less than 12 months 12 months or more Gross Gross Estimated unrealized Estimated unrealized fair value losses fair value losses $ 6,602 570 1,355 774 1,064 454 88 - 601 229 70 60 310 368 - $ (20) (120) (4) (7) (14) (3) - $ 1,365 421 1,561 1,015 1,311 346 193 - $ (216) (96) (718) (302) (291) (12) (22) - 12,575 $ (2,199) $ 10,845 $ (3,500) At December 31, 2008 - In loss position for Less than 12 months 12 months or more Gross Gross Estimated unrealized Estimated unrealized fair value losses fair value losses $ 1,152 302 1,216 285 903 60 - $ (397) (21) (64) (85) (406) (7) - $ 1,253 278 1,534 870 1,031 265 275 - $ (240) (49) (912) (424) (262) (16) (15) - Retained interests 13 (1) 4 (20) 1,246 (61) 238 (75) Equity 22 (2) 8 (1) 200 (132) 6 (2) Total $ 1,673 $ (171) $ 6,224 $ (1,678) $ 5,364 $ (1,173) $ 5,750 $ (1,995) 24 GECS - FAS 157 fair value measurement At December 31, 2009 Assets (In millions) Investment securities Debt U.S. corporate State and municipal Residential mortage-backed Commercial mortgage-backed Asset-backed Corporate - non-U.S. Government - non-U.S. U.S. government and federal agency Level 2 Level 1 $ 722 159 1,277 85 $ At December 31, 2008 FIN 39 netting Level 3 19,669 1,621 3,195 2,647 860 692 1,483 2,307 Retained interests - - Equity Available-for-sale Trading 523 720 184 - $ 3,244 173 123 55 1,877 989 176 282 8,831 $ 19 - - - 726 720 10,529 771 (3,618) Other - - 595 - 3,486 $ 43,187 (In millions) Level 2 Level 1 $ Other Total 17,135 $ (3,618) $ Level 1 $ Level 2 - $ 30 69 496 5 17,172 1,234 4,141 2,070 880 562 422 515 - - 458 83 12 305 - $ $ - $ 32 $ 7,066 220 $ $ 220 $ 3,046 247 173 66 1,605 658 424 184 23 - - 493 388 (7,088) 595 - 288 551 $ 45,710 $ 20,218 1,481 4,344 2,136 2,485 1,289 1,342 704 6,356 1,094 1,141 $ - 18,109 $ - 6,356 - 60,190 $ Net balance 14,427 12,115 $ (7,088) 839 $ 54,190 At December 31, 2008 FIN 39 netting Level 3 7,034 FIN 39 netting Level 3 7,682 At December 31, 2009 Liabilities Derivatives $ 23,635 1,794 3,318 2,702 2,737 1,840 2,936 2,674 8,831 - $ $ - Derivatives Total Net balance (3,630) Net balance $ $ (3,630) 3,624 Level 1 $ 32 $ 3,656 Level 2 2 $ $ 11,517 $ 323 2 $ 11,840 FIN 39 netting Level 3 165 $ $ 165 (7,252) Net balance $ $ (7,252) 4,432 323 $ 4,755 25 GECC - FAS 157 fair value measurement At December 31, 2009 Assets (In millions) Investment securities Debt U.S. corporate State and municipal Residential mortage-backed Commercial mortgage-backed Asset-backed Corporate - non-U.S. Government - non-U.S. U.S. government and federal agency Level 2 Level 1 $ 1,276 159 1,277 85 $ At December 31, 2008 FIN 39 netting Level 3 1,871 501 2,254 1,251 719 51 1,023 1,780 Retained interests - - Equity Available-for-sale Trading 437 720 667 - $ 1,654 173 44 51 1,806 776 151 7,593 $ 17 - - 395 83 498 305 7,251 - 595 - - - 595 - (In millions) Level 2 Level 1 $ Other Total $ (3,611) $ 34,182 $ 1,602 $ - $ $ - $ 32 $ 6,870 219 $ $ 219 $ 1,640 247 118 57 1,580 472 417 - $ - Net balance $ 3,873 850 3,261 1,155 2,256 591 923 29 - 5,081 18 - 911 388 17,721 544 (7,054) 288 551 - 26,095 - $ 10,725 $ (7,054) 11,211 839 $ 31,368 At December 31, 2008 FIN 39 netting Level 3 6,838 FIN 39 netting Level 3 5,081 At December 31, 2009 Liabilities Derivatives 13,311 1,708 603 3,113 1,098 676 50 11 24 1,121 720 Other $ $ (3,611) 20,528 525 30 69 495 5 - 451 $ $ - 10,411 3,954 4,801 674 2,298 1,302 2,525 986 2,451 1,865 Level 2 7,593 - $ $ Level 1 - Derivatives Total Net balance (3,623) Net balance $ $ (3,623) 3,434 Level 1 $ 32 $ 3,466 Level 2 2 $ $ 10,810 $ 323 2 $ 11,133 FIN 39 netting Level 3 162 $ $ 162 (7,218) Net balance $ $ (7,218) 3,756 323 $ 4,079 26 GECS - investments measured at fair value in earnings (a) Asset balances at December 31, 2009 Investment type (In millions) Equities - trading $ 720 December 31, 2008 $ 388 Net earnings impact for year ending December 31, 2009 $ 351 Retained interests 1,939 1,772 119 Assets held for sale (LOCOM) 3,708 5,038 (197) Assets of businesses held for sale (LOCOM) 125 2,669 (3) Investment companies 477 458 (11) Total $ 6,969 $ 10,325 $ 259 (a) Excludes derivatives portfolio. 27 Capital Finance ending net investment (ENI) (In millions) December 31, 2009 December 31, 2008 GECS total assets $ $ Less: assets of discontinued operations 649.4 660.9 1.5 1.7 74.9 85.5 Less: GECS headquarters ENI Capital Finance ENI 79.4 493.6 48.5 525.2 Less: effects of currency exchange rates Capital Finance ENI, excluding the effects of currency exchange rates 21.4 472.2 525.2 Less: non-interest bearing liabilities $ $ 28 GECS - funding (In billions) Commercial paper (a) Long-term debt (b) Deposits/brokered CD's Others December 31, 2009 $ Total debt, excluding FIN 46 Debt of VIE's Total debt $ 47.3 397.1 38.9 13.9 September 30, 2009 $ 50.0 404.6 36.8 13.0 June 30, 2009 $ March 31, 2009 50.1 400.5 36.5 10.9 $ 57.5 386.5 34.0 9.9 December 31, 2008 $ 71.8 381.1 36.9 18.8 497.2 504.4 498.0 487.9 508.6 3.1 4.0 4.6 5.2 6.1 500.3 $ 508.4 $ 502.6 $ 493.1 $ 514.6 Metrics Bank lines $51.7 $52.3 $55.4 $58.3 $60.0 Commercial paper coverage (c) 109.0 % 104.6 % 110.6 % 101.4 % Cash and equivalents $64.4 $56.9 $50.0 $45.2 $37.5 LT debt < 1 year (d) $70.1 $69.1 $82.2 $78.7 $69.4 83.6 % (a) Excludes $2.4 billion, $2.9 billion, $3.0 billion, $3.5 billion and $3.7 billion asset-backed commercial paper which relates entirely to obligations of consolidated, liquidating securitization entities at December 31, 2009, September 30, 2009, June 30, 2009, March 31, 2009 and December 31, 2008 , respectively. (b) Includes $59 billion, $55 billion, $48 billion, $37 billion and $13 billion of long term debt issued under the TLGP program at December 31, 2009, September 30, 2009, June 30, 2009, March 31, 2009 and December 31, 2008, respectively. (c) Commercial paper coverage represents bank lines as a percentage of the commercial paper balance as of the end of the relevant period. (d) Excludes $0.2 billion, $0.2 billion, $0.2 billion, $0.3 billion and $0.3 billion of asset-backed senior notes, issued by consolidated, liquidating securitization entities at December 31, 2009, Septebmer 30, 2009, June 30, 2009, March 31, 2009, and December 31, 2008, respectively. 29 Debt to equity ratio GECS (In billions) Debt Equity (a) December 31, 2009 September 30, 2009 June 30, 2009 March 31, 2009 December 31, 2008 $500.3 70.8 $508.4 70.7 $502.6 67.9 $493.1 60.8 $514.6 53.3 7.1:1 7.2:1 7.4:1 8.1:1 9.7:1 $500.3 (7.7) (64.4) 428.2 $508.4 (7.7) (56.9) 443.7 $502.6 (7.7) (50.0) 444.8 $493.1 (7.7) (45.2) 440.2 $514.6 (7.7) (37.5) 469.4 Equity (a) Add: hybrid debt Adjusted equity 70.8 7.7 78.5 70.7 7.7 78.4 67.9 7.7 75.6 60.8 7.7 68.5 53.3 7.7 61.0 Adjusted debt to equity ratio 5.5:1 5.7:1 5.9:1 6.4:1 7.7:1 Debt to equity ratio Debt Less: hybrid debt Less: cash and equivalents Adjusted debt GECC (In billions) Debt Equity (a) December 31, 2009 September 30, 2009 June 30, 2009 March 31, 2009 December 31, 2008 $496.6 73.7 $504.1 73.2 $498.1 71.7 $489.2 65.6 $510.4 58.2 6.7:1 6.9:1 6.9:1 7.5:1 8.8:1 $496.6 (7.7) (63.7) 425.2 $504.1 (7.7) (56.3) 440.1 $498.1 (7.7) (49.1) 441.2 $489.2 (7.7) (44.0) 437.5 $510.4 (7.7) (36.4) 466.3 Equity (a) Add: hybrid debt Adjusted equity 73.7 7.7 81.4 73.2 7.7 80.9 71.7 7.7 79.4 65.6 7.7 73.4 58.2 7.7 65.9 Adjusted debt to equity ratio 5.2:1 5.4:1 5.6:1 6.0:1 7.1:1 Debt to equity ratio Debt Less: hybrid debt Less: cash and equivalents Adjusted debt (a) Equity represents amounts available to GECS and GECC shareholders, respectively, excluding noncontrolling interests. 30 Tangible common equity to tangible assets ratio GECS (In billions) December 31, 2009 September 30, 2009 June 30, 2009 March 31, 2009 December 31, 2008 Total equity (a) Less: Goodwill and other intangibles $ 70.8 (32.4) $ 70.7 (32.0) $ 67.9 (31.7) $ 60.8 (28.2) $ 53.3 (29.0) Tangible common equity $ 38.4 $ 38.6 $ 36.2 $ 32.5 $ 24.3 Total assets Less: Goodwill and other intangibles $ 649.4 (32.4) $ 658.3 (32.0) $ 650.6 (31.7) $ 635.4 (28.2) $ 660.9 (29.0) Tangible assets $ 617.0 $ 626.3 $ 618.9 $ 607.1 $ 631.9 Tangible common equity to tangible assets 6.2 % 6.2 % 5.8 % 5.4 % 3.8 % Tier 1 common ratio (b) 6.6 % 6.5 % 6.4 % 6.2 % 4.7 % GECC (In billions) December 31, 2009 September 30, 2009 June 30, 2009 March 31, 2009 December 31, 2008 Total equity (a) Less: Goodwill and other intangibles $ 73.7 (31.8) $ 73.2 (31.4) $ 71.7 (31.1) $ 65.6 (27.7) $ 58.2 (28.4) Tangible common equity $ 41.9 $ 41.8 $ 40.6 $ 38.0 $ 29.8 Total assets Less: Goodwill and other intangibles $ 622.3 (31.8) $ 630.8 (31.4) $ 625.5 (31.1) $ 612.3 (27.7) $ 637.4 (28.4) Tangible assets $ 590.5 $ 599.4 $ 594.5 $ 584.7 $ 609.0 Tangible common equity to tangible assets 7.1 % 7.0 % 6.8 % 6.5 % 4.9 % Tier 1 common ratio (b) 7.7 % 7.5 % 7.4 % 7.2 % 5.7 % (a) Equity represents amounts available to GECS and GECC shareholders, respectively, excluding noncontrolling interests. (b) Estimated based on SCAP requirements. 31 Appendix 32 Glossary Term Definition Borrowing Financial liability (short or long-term) that obligates us to repay cash or another financial asset to another entity. Cash equivalents Highly liquid debt instruments with original maturities of three months or less, such as commercial paper. Typically included with cash for reporting purposes, unless designated as available-for-sale and included with investment securities. Cash flow hedges Qualifying derivative instruments that we use to protect ourselves against exposure to variability in future cash flows. The exposure may be associated with an existing asset or liability, or with a forecasted transaction. See "Hedge." Commercial paper Unsecured, unregistered promise to repay borrowed funds in a specified period ranging from overnight to 270 days. Derivative instrument A financial instrument or contract with another party (counterparty) that is designed to meet any of a variety of risk management objectives, including those related to fluctuations in interest rates, currency exchange rates or commodity prices. Options, forwards and swaps are the most common derivative instruments we employ. See "Hedge." Discontinued operations Certain businesses we have sold or committed to sell within the next year and therefore will no longer be part of our ongoing operations. The net earnings, assets and liabilities, and cash flows of such businesses are separately classified on our Statement of Earnings and Statement of Financial Position for all periods presented. Ending Net Investment (ENI) The total capital we have invested in the financial services business. It is the sum of short-term borrowings, long-term borrowings and equity (excluding noncontrolling interests) adjusted for unrealized gains and losses on investment securities and hedging instruments. Alternatively, it is the amount of assets of continuing operations less the amount of non-interest bearing liabilities. Equipment leased to others Rental equipment we own that is available to rent and is stated at cost less accumulated depreciation. Fair value hedge Qualifying derivative instruments that we use to reduce the risk of changes in the fair value of assets, liabilities or certain types of firm commitments. Changes in the fair values of derivative instruments that are designated and effective as fair value hedges are recorded in earnings, but are offset by corresponding changes in the fair values of the hedged items. See "Hedge." Financing receivables Investment in contractual loans and financing leases due from customers (not investment securities). Goodwill The premium paid for acquisition of a business. Calculated as the purchase price less the fair value of net assets acquired (net assets are identified tangible and intangible assets, less liabilities assumed). Hedge A technique designed to eliminate risk. Often refers to the use of derivative financial instruments to offset changes in interest rates, currency exchange rates or commodity prices, although many business positions are "naturally hedged" - for example, funding a U.S. fixed-rate investment with U.S. fixed-rate borrowings is a natural interest rate hedge. 33 Glossary Term Definition Intangible asset A non-financial asset lacking physical substance, such as goodwill, patents, licenses, trademarks and customer relationships. Interest rate swap Agreement under which two counterparties agree to exchange one type of interest rate cash flow for another. In a typical arrangement, one party periodically will pay a fixed amount of interest, in exchange for which that party will receive variable payments computed using a published index. See "Hedge." Investment securities Generally, an instrument that provides an ownership position in a corporation (a stock), a creditor relationship with a corporation or governmental body (a bond), rights to contractual cash flows backed by pools of financial assets or rights to ownership such as those represented by options, subscription rights and subscription warrants. Managed receivables Total receivable amounts on which we continue to perform billing and collection activities, including receivables that have been sold with and without credit recourse and are no longer reported on our Statement of Financial Position. Net operating income Represents operating income less operating expenses for owned real estate properties. Retained interest A portion of a transferred financial asset retained by the transferor that provides rights to receive portions of the cash inflows from that asset. Securitization A process whereby loans or other receivables are packaged, underwritten and sold to investors. In a typical transaction, assets are sold to a special purpose entity, which purchases the assets with cash raised through issuance of beneficial interests (usually debt instruments) to third-party investors. Whether or not credit risk associated with the securitized assets is retained by the seller depends on the structure of the securitization. See "Variable interest entity." Variable interest entity (VIE) Entity defined by Financial Accounting Standards Board (FASB) Accounting Standards Codification (ASC) 810 (FASB Interpretation 46 (Revised)), and that must be consolidated by its primary beneficiary. A variable interest entity has one or both of the following characteristics: (1) its equity at risk is not sufficient to permit the entity to finance its activities without additional subordinated financial support from other parties, or (2) as a group, the equity investors lack one or more of the following characteristics: (a) direct/indirect ability to make decisions, (b) obligation to absorb expected losses, or (c) right to receive expected residual returns. 34