Meritor Acquisition and 2022 Financial Results slide image

Meritor Acquisition and 2022 Financial Results

Table of Contents Fair Value Amount and Location of Derivative Instruments The following table summarizes the location and fair value of derivative instruments on our Consolidated Balance Sheets: In millions Derivatives Designated as Hedging Instruments December 31, Derivatives Not Designated as Hedging Instruments December 31, 2022 2021 2022 2021 $ 3,051 S 2,558 S 2,900 $ 1.888 Notional amount Derivative assets Prepaid expenses and other current assets. $ 18 $ 15 $ 27 $ 4 Other assets 80 Total derivative assets(1) 98 $ 15 $ 27 $ 4 Derivative liabilities Other accrued expenses Other liabilities Total derivative liabilities(1) $ 19 $ 11 $ 3 $ 4 151 19 - $ 170 $ 30 $ 3 $ 4 (D) Estimates of the fair value of all derivative assets and liabilities above are derived from Level 2 inputs, which are estimated using actively quoted prices for similar instruments from brokers and observable inputs where available, including market transactions and third-party pricing services, or net asset values provided to investors. We do not currently have any Level 3 input measures and there were no transfers into or out of Level 2 or 3 during 2022 or 2021. We elected to present our derivative contracts on a gross basis in ourConsolidated Balance Sheets. Had we chosen to present on a net basis, we would have derivatives in a net asset position of $52 million and derivatives in a net liability position of $100 million. NOTE 23. RUSSIAN OPERATIONS On March 17, 2022, the Board indefinitely suspended our operations in Russia due to the ongoing conflict in Ukraine. At the time of suspension, our Russian operations included a wholly-owned distributor in Russia, an Unconsolidated JV with KAMAZ (a Russian truck manufacturer) and direct sales into Russia from our other business segments. As a result of the suspension of operations, we evaluated the recoverability of assets in Russia and assessed other potential liabilities. We experienced and expect to continue to experience an inability to collect customer receivables and may be the subject of litigation as a consequence of our suspension of commercial operations in Russia. We recorded a charge of $111 million during 2022 related to these actions. As of December 31, 2022, we had no inventory and approximately $4 million of receivables in Russia, all of which are fully reserved. In addition, we have cash balances of $66 million, some of which will be used to fund ongoing employee, tax and contract settlement obligations. The following summarizes the costs associated with the suspension of our Russian operations in ourConsolidated Statements of Net Income: In millions Inventory write-downs Accounts receivable reserves Impairment and other joint venture costs Other Russian suspension costs, net of recoveries Year ended December 31, 2022 Statement of Net Income Location $ 17 Cost of sales 41 Other operating expense, net 31 22 Equity, royalty and interest income from investees Other operating expense, net $ 111 We will continue to evaluate the situation as conditions evolve and may take additional actions as deemed necessary in future periods. 120
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