[1]

These balances are comprised of: principal balances of $350 million at September 30, 2016 and December 31, 2015, as well as the impact of ($3) million of unamortized deferred issuance costs and discount at September 30, 2016.

[2]

Prior to January 1, 2016, interest was payable at a fixed rate per annum of 4.153%.

[3]

These balances are comprised of: principal balance of $42 million and $333 million at September 30, 2016 and December 31, 2015, respectively, as well as the impact from interest rate swaps of zero and ($2) million at September 30, 2016 and December 31, 2015, respectively. See Note 11 “Derivatives” for further information. In addition, the Company repurchased $125 million and $166 million of these securities on March 7, 2016 and July 28, 2016, respectively.

[4]

These balances are comprised of: principal balance of zero and $334 million at September 30, 2016 and December 31, 2015, respectively; impact from interest rate swaps of zero and ($3) million at September 30, 2016 and December 31, 2015, respectively. See Note 11 “Derivatives” for further information. On July 28, 2016, the Company repurchased $334 million of these securities.

[5]

These balances are comprised of: principal balances of $250 million at September 30, 2016 and December 31, 2015, as well as the impact of ($1) million of unamortized deferred issuance costs and discount at September 30, 2016.

[6]

These balances are comprised of: principal balances of $750 million at September 30, 2016 and December 31, 2015, as well as the impact of ($1) million of unamortized deferred issuance costs and discount at September 30, 2016.

[7]

This balance is comprised of: principal balance of $350 million at September 30, 2016, as well as the impact of ($2) million of unamortized deferred issuance costs and discount at September 30, 2016.

[8]

These balances are comprised of: principal balances of $750 million at September 30, 2016 and December 31, 2015; impact from interest rate swaps of $1 million and ($1) million at September 30, 2016 and December 31, 2015, respectively; and ($1) million of unamortized deferred issuance costs and discount at September 30, 2016. See Note 11 “Derivatives” for further information.

[9]

These securities were offered under CBNA’s Global Bank Note Program dated December 1, 2014.

[10]

These balances are comprised of: principal balances of $750 million at September 30, 2016 and December 31, 2015; impact from interest rate swaps of $4 million and ($3) million at September 30, 2016 and December 31, 2015, respectively; and ($2) million of unamortized deferred issuance costs and discount at September 30, 2016. See Note 11 “Derivatives” for further information.

[11]

These balances are comprised of: principal balances of $750 million at September 30, 2016 and December 31, 2015; impact from interest rate swaps of $14 million and $2 million at September 30, 2016 and December 31, 2015, respectively; and ($3) million of unamortized deferred issuance costs and discount at September 30, 2016. See Note 11 “Derivatives” for further information.

[12]

This balance is comprised of: principal balance of $750 million at September 30, 2016; impact from interest rate swaps of $1 million and ($2) million of unamortized deferred issuance costs and discount at September 30, 2016. See Note 11 “Derivatives” for further information.

[13]

This balance is comprised of: principal balance of $1.0 billion at September 30, 2016; impact from interest rate swaps of $2 million and ($4) million of unamortized deferred issuance costs and discount at September 30, 2016. See Note 11 “Derivatives” for further information.