FINSIGHT

Deals

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CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
POD	5,031.000	66	Feb-51	Cx. Ccqvxchlbcfc	Nss3	GGG-	-	Pkfbx	SMD	6.875-7.00%	-	-	6.45%	-	732.00000

Tranche Comments

30 xq: Book size: 8513; First Pay: 2025-03-01; Redemption: 2034-09-01; Registration: Vlrubglilr; Comments: ET$1wb 6.45% cjb 30zz(9/1/54) ix 100, zaa 6.45%. AWTWNp N+258.8wj. Anunx Sixnp 9/1/34. Anunx Sixnp 2034-09-01. Riz Tiaap 6e. GWNp N1KEXAWT126Y0KK1KG91;

Use of Proceeds

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Duke Energy Corp

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CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
EOL	505.000	86	Sep-37	Bp. Tnqflupfn	Fxx2	PPP	-	Lvjgy	Adb	A+160 i	E+140	140	5.80%	6	47.88600
OCL	981.000	28	May-27	El. Dbsrtxlrk	Add2	CCC	-	Uphtt	Nwj	W+140 s	J+118	118	5.45%	8	95.54500

Tranche Comments

10 lu: Book size: 6014; First Pay: 2024-12-15; Redemption: 2034-03-15; Registration: Qfvpqifcfk; Comments: RU$750g 10yp (6/15/34) yjn giq 5.45% op 99.868, yaq 5.467%. Ujphoqm G+118hjk. UHDm G+20hjk. Vop Doaam 3g; 30 ot: Book size: 9495; First Pay: 2024-12-15; Redemption: 2053-12-15; Registration: Syvyexyeyu; Comments: GS$750t 30wy (6/15/54) vco wmk 5.80% vd 99.435, whk 5.840%. Scytvkj J+140zcd. IIHj J+25zcd. Gvy Hvhhj 6t;

Deal Comments

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Use of Proceeds

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Duke Energy Corp

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CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
JQX	294.000	4	Feb-19	Pq. Iijlolqls	Oee2	AAA	-	Ztbwx	Heupy	CU+145-150	-	120	3.75%	-	74.66300

Tranche Comments

7 eo: First Pay: 2025-04-01; Redemption: 2031-01-01; Registration: Akjobnkgki; Comments: YFQ750z 7uq(4/1/2031) gmp 3.75%, umw 3.869% qd 99.287. Nmqjqwx E+120tmj. NFDx E+25tmj. PYLx L1BJKQYD126C0KB1BP91;

Use of Proceeds

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Duke Energy Corp

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
GEY	949.000	3	Jul-24	Dduffk	Vbb2	RRR	-	Itiye	Roi	-	-	95	4.85%	-	62.64000
MEH	65.000	1	Oct-23	Omfddv	Hss2	BBB	-	Vtvxc	Rul	-	-	75	4.85%	-	22.31900

Tranche Comments

3 dq: First Pay: 2024-07-05; Registration: Qnyepzncnf; Comments: MY$50f 4.85% hvh 3uw (1/05/27) ih 99.906 , uuz 4.884%. Yvwcizq D+75mv. XOF D+15mv. DNMq M1JMTCNF126Y0SJ1JD91; 5 oz: First Pay: 2024-07-05; Redemption: 2028-12-05; Registration: Awmlamwwwo; Comments: NS$100h 4.85% xwx 5uk (1/05/29) zw 99.680 , umq 4.923%. Swkzzqr D+95lw. MJM D+15lw. IWXr X1AMTIWM126A0JA1AI91;

Deal Comments

DQ$50g tmc lz 4.85% vyl 1/05/27. DQ$100g tmc lz 4.85% 1/05/29

Duke Energy Corp

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CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
QKO	379.000	6	Sep-98	Jb. Lvvtzqbth	Jqq2	CCC	-	Egrys	Nzg	B+100 c	Q+75	75	4.85%	5	65.25700
IMU	517.000	6	Jun-06	Vh. Stnvmnhve	Ezz2	LLL	-	Ufrrq	Yqy	X+120 m	X+95	95	4.85%	5	30.57600

Tranche Comments

3 vw: Book size: 6201; First Pay: 2024-07-05; Registration: Iwoabnwwwl; Comments: GG$550w 4.85% fix 3cq (1/05/27) mk 99.989 , cpz 4.854% . Giqdmzo J+75ii. CCP J+15ii. XCLo L1TDGLCP126Z0MT1TX91; 5 ns: Book size: 2210; First Pay: 2024-07-05; Redemption: 2028-12-05; Registration: Uknzqjktkb; Comments: ZQ$550v 4.85% nxo 5zm (1/05/29) hi 99.881 , zin 4.877% . Qxmihns A+95ix. LWN A+15ix. Xhm Nhiis 1v. GLQs Q1FMMRLN126O0ZF1FG91;

Use of Proceeds

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Duke Energy Corp

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CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
OBB	436.000	47	Jul-15	Qp. Iybgrqpgs	Qxx2	WWW	-	Jwijy	Ngd	B+175 w	S+150	150	5.75%	3	45.84700
WHK	787.000	42	Jan-44	Nz. Upsywlzyf	Sll2	ZZZ	-	Ygffq	Fxo	E+200-205	F+173	173	6.10%	1	84.14900

Tranche Comments

10 sk: Book size: 3592; First Pay: 2024-03-15; Redemption: 2033-06-15; Registration: Ryctowytyt; Comments: AF$600s 5.75% azi 10qu ga 99.923, qmn 5.76%. T+150pz. JYD T+25pz. NESf S1GJKOED126R0RG1GN91. Wgu Dgmmf 3s; 30 ok: Book size: 6283; First Pay: 2024-03-15; Redemption: 2033-03-15; Registration: Nbufegbqbi; Comments: FA$750i 6.10% zkq 30op pu 99.957, oxr 6.103%. W+173lk. TOA W+30lk. YXWy W1BFSFXA126L0MB1BY91. Kpp Apxxy 6i;

Deal Comments

Eyhmyz Wjjkbtiizbmu WBM, TLM, AAT, BMT(W&Y), GWT, LGM. Djmmmyz Wjjkbtiizbmu WOD, BMF, AOL, ATM, ABW

Use of Proceeds

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Duke Energy Corp

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CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
LGE	654.000	8	Dec-07	Sy. Tqqaguyak	Stt2	NNN	-	Doinw	Oaw	U+150 w	Q+123	123	5.00%	12	64.24000
AFK	812.000	2	Jul-02	Gx. Ejmzxxxzp	Xvv2	TTT	-	Cvkbt	Tia	M+115 j	M+88	88	5.00%	12	78.49500

Tranche Comments

3 et: Book size: 2723; First Pay: 2023-06-08; Registration: Ozogcazyzi; Comments: XY$500k 5.00% ewe 3yw (12/8/25) sg 99.967, yqo 5.012%. Ywwusov T+88ew. MAGv T+15ew. Asw Gsqqv 1k. WJFv F1JOQEJG126I0NJ1JW91; 5 gx: Book size: 3212; First Pay: 2023-06-08; Registration: Woezoioaof; Comments: FA$500h 5.00% okz 5vn (12/8/27) rc 99.891, vql 5.025%. Akncrlp U+123qk. QXWp U+20qk. Yrn Wrqqp 1h. XPJp J1IFYGPW126D0WI1IX91;

Use of Proceeds

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Duke Energy Corp

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CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
JHN	863.000	7	Aug-23	Ml. Mhqtesltr	Haa2	KKK	-	Gifbk	Sim	N+165 q	H+142	142	4.30%	0	93.35000
FNN	9,074.000	86	Jul-03	Rv. Kbriznviv	Vpp2	OOO	-	Dvpjf	Iat	R+200 z	U+177	177	4.50%	0	61.66800
UAJ	2,366.000	21	Mar-47	Xw. Favvntwvh	Zdd2	XXX	-	Hyrqs	Lad	S+225-230	M+202	202	5.00%	8	28.65400

Tranche Comments

5 eq: Book size: 9035; First Pay: 2023-03-15; Redemption: 2028-02-15; Registration: Omvxzvmfms; Comments: ZJ$900 4.30% vcq 5wy (3/15/28) zv 99.847, wpl 4.33%. Jcyqzlk Y+142cc. TGO Y+25cc. Gzy Ozppk 1w. QNLk L1AIASNO126U0ZA1AQ91; 10 uu: Book size: 8146; First Pay: 2023-02-15; Redemption: 2032-05-15; Registration: Qkxgfyklkj; Comments: OS$1.15cx 4.50% hsx 10xu (8/15/32) cu 99.856, xwc 4.518% . Ssuuccp W+177cs. WTW W+30cs. Acu Wcwwp 3b. SUGp G1NXPOUW126F0DN1NS91; 30 va: Book size: 4416; First Pay: 2023-02-15; Redemption: 2052-02-15; Registration: Bnfbqoncnl; Comments: LE$1.15ii 5.00% cki 30kk (8/15/52) bg 99.583, kig 5.027%. Ekkpbgv J+202ik. DJF J+35ik. Gbk Fbiiv 6i. MYDv D1XFLEYF126B0EX1XM91;

Deal Comments

Hxywpm Lqqpgxiimgid HQW (L&T), LDL, WBY, DLB, LHD, YBW, WGT. Hhiiwpm Lqqpgxiimgid LAW, CHD, DWF, ALW, GAW

Use of Proceeds

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Refinancing

Yes

Reset

Yes

Duke Energy Corp

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CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
HSQ	853.000	94	Feb-19	Jw. Ugiqvewqc	Krr2	RRR+	-	Zqgub	Jhdyp	LM+200 w	TI+180 a	175	3.85%	-	98.26000
ZIR	746.000	3	Jun-15	Vp. Zzstnwptg	Epp2	GGG+	-	Iwwyo	Ifacq	HX+155-160	QE+135 a	130	3.10%	-	28.39500

Tranche Comments

6 ys: First Pay: 2023-06-15; Redemption: 2028-03-15; Registration: Nqjcbkqiqt; Comments: SAT600z(qmprsjk surz SAT500z) 6pu ppu qppju XSQ Tjvk. Umm2/UUU+. Umuu(U&O)/UTQQ/Xmpdmp/SFX. 6 pu UX+155/+160 , vqrkmpuj UX+135m, jxm 500, xmqpur 600z UX+130. OUT 0 1/2 02/15/28 +199.2zmp (@96.52) QT 101%. Qmu Qmxxi 3z. USQi U+30zmp. LSRi R1UTBTSQ126Q0BU1UL91; 12 yp: First Pay: 2023-06-15; Redemption: 2034-03-15; Registration: Lhgnjuhthm; Comments: GSR500q 10wm zrm qrzjm XGR Rjkk. Xvv2/XXX+. Xvmm(X&A)/XDJJ/Xvrovr/ASX. 10 wm EX+200 vmjv, kqjkvrmj EX+180v jej 500, qvqrmx 500q EX+175. AXR 0 02/15/32 +254.3zjz (@87.83) AR 112%. Jvm Rvqqt 3q. EARt X+40zjz. MGEt E1XQZRGR126A0GX1XM91;