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We study the energy exchange between two bosonic systems that interact via bilinear transformations in the mode operators. The first mode is considered as the thermodynamic system, while the second is regarded as the bath. This work finds its roots in a very recent formulation of quantum thermodynamics [1] which allows to consider baths that are not described by the usual Boltzmann-Gibbs canonical form. Baths can possess quantum properties, such as squeezing or coherence, and can be initially correlated with the system, even through entanglement. We focus mainly on the case of Gaussian states, by quantifying the relation between their defining parameters, namely the mean values of the quadratures and the covariance matrix, and relevant thermodynamical quantities such as the heat exchanged and the work performed during the interaction process. We fully solve the case of initially uncorrelated Gaussian states and provide the most general form of the first law of thermodynamics in this case. We also discuss the case of initially correlated states by considering a number of relevant examples, studying how correlations can assist some phenomena, e.g. work extraction or anomalous heat flows. Finally, we present an information-theoretic approach based on the Renyi entropy of order two for clarifying more generally the role of correlations on heat exchanges.