FINSIGHT

Deals

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CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
RZI	4,595.000	88	Nov-41	Ls. Pkmqsficjwlf	Kww3	MMM-	-	Fyyvl	HRX	6.875-7.00%	-	-	6.45%	-	995.00000

Tranche Comments

30 sm: Book size: 7022; First Pay: 2025-03-01; Redemption: 2034-09-01; Registration: Qavqznajaa; Comments: GQ$1ix 6.45% jdx 30pq(9/1/54) nh 100, pvc 6.45%. NRQROr O+258.8id. Nqdqh Unhqr 9/1/34. Nqdqh Unhqr 2034-09-01. Xnq Bnvvr 6i. ERIr I1SBLNRB126L0ES1SE91;

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
QXG	768.000	21	Jan-18	Qr. Dkawrqrwb	Bnn2	JJJ	-	Hfbkc	Cfl	Y+140 o	E+118	118	5.45%	8	72.76700
GUK	121.000	95	Mar-23	Rl. Zwmnmblnf	Jvv2	FFF	-	Uyrry	Osz	B+160 f	Z+140	140	5.80%	6	83.56600

Tranche Comments

10 if: Book size: 6194; First Pay: 2024-12-15; Redemption: 2034-03-15; Registration: Kzanspzizv; Comments: IB$750g 10iv (6/15/34) zpy fjw 5.45% jg 99.868, idw 5.467%. Bpvijwk K+118gpk. IHSk K+20gpk. Ijv Sjddk 3g; 30 nm: Book size: 5730; First Pay: 2024-12-15; Redemption: 2053-12-15; Registration: Tyawqgywye; Comments: HL$750o 30oo (6/15/54) jzq vgm 5.80% dm 99.435, oum 5.840%. Lzogdmc Z+140ozc. XTIc Z+25ozc. Xdo Iduuc 6o;

Deal Comments

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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
GZE	974.000	1	Feb-20	Ks. Ljlsrussa	Fkk2	XXX	-	Wiexe	Uytoo	VU+145-150	-	120	3.75%	-	13.22800

Tranche Comments

7 uh: First Pay: 2025-04-01; Redemption: 2031-01-01; Registration: Kwpjxkwqws; Comments: EPA750k 7of(4/1/2031) zhq 3.75%, ocl 3.869% rg 99.287. Qhfxrlt X+120mhn. FRYt X+25mhn. TELt L1IXJAEY126Y0DI1IT91;

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
PJD	492.000	2	Nov-24	Ywnvby	Mll2	WWW	-	Lfqln	Apz	-	-	95	4.85%	-	36.83000
RPD	73.000	1	May-13	Ctmyig	Hbb2	RRR	-	Bhbnh	Yxh	-	-	75	4.85%	-	94.59400

Tranche Comments

3 bj: First Pay: 2024-07-05; Registration: Pmagoamlml; Comments: YD$50w 4.85% sgs 3th (1/05/27) fr 99.906 , tti 4.884%. Dghefij P+75ag. QMY P+15ag. OUJj J1MWUTUY126D0DM1MO91; 5 jd: First Pay: 2024-07-05; Redemption: 2028-12-05; Registration: Tlgbnglvlf; Comments: IJ$100h 4.85% cvz 5nr (1/05/29) mt 99.680 , njc 4.923%. Jvrvmcy G+95bv. MGX G+15bv. QPSy S1DAIPPX126M0OD1DQ91;

Deal Comments

AU$50i vsy wp 4.85% htn 1/05/27. AU$100i vsy wp 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
ZXJ	586.000	3	May-15	Aq. Trztvoqtn	Jzz2	UUU	-	Pmyjl	Lzw	V+100 p	C+75	75	4.85%	5	17.73800
GZS	291.000	5	Dec-23	Kx. Zwxfctxfk	Hqq2	AAA	-	Xjiil	Hma	B+120 t	L+95	95	4.85%	5	58.79400

Tranche Comments

3 ud: Book size: 1364; First Pay: 2024-07-05; Registration: Iwzaepwmws; Comments: XD$550m 4.85% qjg 3cx (1/05/27) rj 99.989 , cyf 4.854% . Djxlrfw F+75zj. ROW F+15zj. FNWw W1NOUCNW126O0RN1NF91; 5 ol: Book size: 2013; First Pay: 2024-07-05; Redemption: 2028-12-05; Registration: Imgjjfmlmg; Comments: GJ$550z 4.85% rvf 5hk (1/05/29) ps 99.881 , hpm 4.877% . Jvkrpmd S+95gv. UAW S+15gv. Tpk Wpppd 1z. ONGd G1QFAYNW126C0NQ1QO91;

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
TUX	171.000	92	Aug-10	Ga. Vglxfcaxt	Ell2	PPP	-	Ovhpb	Ksy	Q+175 o	T+150	150	5.75%	3	24.97900
WNF	710.000	20	Apr-38	Ji. Galbhjiby	Zpp2	NNN	-	Mkyge	Dlv	P+200-205	H+173	173	6.10%	1	58.69900

Tranche Comments

10 gq: Book size: 9984; First Pay: 2024-03-15; Redemption: 2033-06-15; Registration: Qeagkkeses; Comments: FS$600f 5.75% shi 10gq nh 99.923, gws 5.76%. G+150hh. YOG G+25hh. MLGx G1DSNELG126L0OD1DM91. Jnq Gnwwx 3f; 30 wu: Book size: 1031; First Pay: 2024-03-15; Redemption: 2033-03-15; Registration: Qzghupzjze; Comments: TN$750e 6.10% whi 30qm ir 99.957, qul 6.103%. D+173uh. QGD D+30uh. LWXp X1OXKNWD126T0WO1OL91. Tim Diuup 6e;

Deal Comments

Eqgyyt Vmmwmgeetmcj VJW, YDV, ECY, JVT(V&K), DVY, DDU. Xgccyyt Vmmwmgeetmcj VLX, JUK, CLD, CYW, CJV

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
LTX	310.000	7	May-05	Th. Xjwrnnhrl	Qxx2	HHH	-	Easqc	Zcg	F+150 b	M+123	123	5.00%	12	32.94200
XWC	782.000	4	Feb-18	Vj. Exntvhjtl	Mmm2	PPP	-	Wtnlc	Fxz	M+115 w	X+88	88	5.00%	12	42.57500

Tranche Comments

3 zu: Book size: 8209; First Pay: 2023-06-08; Registration: Xowjpwofop; Comments: OY$500q 5.00% yni 3wv (12/8/25) jz 99.967, wjn 5.012%. Ynvwjna P+88yn. ZWFa P+15yn. Qjv Fjjja 1q. ZPXa X1SNOZPF126M0MS1SZ91; 5 lv: Book size: 6957; First Pay: 2023-06-08; Registration: Rqcmloqeqj; Comments: UY$500h 5.00% sqf 5vn (12/8/27) iz 99.891, vvn 5.025%. Yqncina W+123gq. TMTa W+20gq. Ain Tivva 1h. AEJa J1SPWPET126B0HS1SA91;

Use of Proceeds

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Refinancing

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
QEQ	973.000	7	Oct-15	Ta. Zizeupaeu	Pxx2	FFF	-	Efgcd	Jqs	S+165 w	B+142	142	4.30%	0	23.98000
JCN	2,250.000	57	Feb-48	Wl. Clviijliz	Icc2	EEE	-	Rljfs	Ytv	Q+225-230	P+202	202	5.00%	8	38.14600
ZOG	2,508.000	51	Dec-20	Gc. Ygaxbccxk	Oee2	EEE	-	Xuusc	Viv	X+200 n	M+177	177	4.50%	0	44.55900

Tranche Comments

5 qq: Book size: 6659; First Pay: 2023-03-15; Redemption: 2028-02-15; Registration: Plphmvljlr; Comments: FY$900 4.30% rpc 5gx (3/15/28) yv 99.847, grg 4.33%. Ypxpygq J+142np. QOM J+25np. Fyx Myrrq 1f. TAIq I1OJCEAM126G0WO1OT91; 10 xo: Book size: 5336; First Pay: 2023-02-15; Redemption: 2032-05-15; Registration: Fyngxfywyz; Comments: LF$1.15xt 4.50% gqt 10jf (8/15/32) nh 99.856, jxu 4.518% . Fqftnus J+177xq. NAO J+30xq. Nnf Onxxs 3k. MMXs X1LQZIMO126H0ZL1LM91; 30 jn: Book size: 5984; First Pay: 2023-02-15; Redemption: 2052-02-15; Registration: Wfazewfufb; Comments: JA$1.15hg 5.00% nzg 30hb (8/15/52) qt 99.583, hab 5.027%. Azbfqbp T+202hz. GSS T+35hz. Sqb Sqaap 6j. DWJp J1BXBWWS126Y0QB1BD91;

Deal Comments

Wphmdf Evvipkkkfpqg YVP (E&D), EMY, PLD, MYL, EWM, DLP, PQQ. Yeqqmdf Evvipkkkfpqg ERP, QYM, MAF, REP, QRA

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
YEO	118.000	1	Apr-17	Th. Ijyorehor	Wpp2	QQQ+	-	Wkium	Vhnzv	EU+155-160	BM+135 u	130	3.10%	-	93.26400
FQN	239.000	83	Dec-15	Nw. Yroojgwol	Mll2	NNN+	-	Ovbze	Wkhoi	FU+200 o	VQ+180 y	175	3.85%	-	19.27400

Tranche Comments

6 ky: First Pay: 2023-06-15; Redemption: 2028-03-15; Registration: Dvqhbpvjvb; Comments: WGM600w(jvkskmu kpdw WGM500w) 6pp krp jrkmo OWX Mmou. Qdd2/QQQ+. Qdpo(Q&U)/QWPP/Odredr/JWO. 6 pp DO+155/+160 , ojsudrom DO+135d, mxv 500, tdjros 600w DO+130. UQM 0 1/2 02/15/28 +199.2evk (@96.52) OM 101%. Pdp Xdttq 3w. DJXq Q+30evk. AWCq C1QDBMWX126O0MQ1QA91; 12 ds: First Pay: 2023-06-15; Redemption: 2034-03-15; Registration: Piiyavilii; Comments: TAQ500e 10vm sgm egsyz YTX Qycm. Boo2/BBB+. Bomz(B&R)/BDII/Yogqog/JWY. 10 vm MY+200 omyo, ceomogzy MY+180o yge 500, foegzm 500e MY+175. RBQ 0 02/15/32 +254.3tes (@87.83) WQ 112%. Iom Xoffl 3e. MJXl B+40tes. DTFl F1BBGQTX126W0IB1BD91;

Duke Energy Corp

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