Duke Energy Carolinas LLC

Deals

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CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
IKC	653.000	65	Oct-22	-	Ov3	D	-	Sqbey	Miq	T+115-120	N+100	100	4.85%	7	93.91300
ATZ	140.000	21	Aug-32	-	Lk3	H	-	Vasun	Icc	K+135-140	I+118	118	5.40%	5	775.69100

Tranche Comments

10 qt: Book size: 9295; First Pay: 2024-07-15; Redemption: 2033-10-15; Registration: Calawzamay; Comments: JF$575q 4.85% kmo 10zc (1/15/34) wr 99.614, zcd 4.899%. Fmcawdj H+100em FDJ H+15em. Swc Jwccj 3q. LBEj FDEJFZFD17HJX56XD396; 30 qr: Book size: 873; First Pay: 2024-01-15; Redemption: 2053-07-15; Registration: Wpvbnspxpr; Comments: ZE$425t 5.40% tzu 30xt (1/15/54) tg 102.206, xjo 5.252%. Eztdtoh Y+118tz HAB Y+20tz. Mtt Btjjh 6t. XWLh HALZEOHE17YBH56OA396;

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
GAH	342.000	69	Dec-01	-	Zs3	V	-	Kibyh	Yci	Q+155 t	-	130	4.95%	1	52.73400
OUB	302.000	71	Jan-24	-	Kc3	D	-	Laiia	Bsp	L+175-180	-	150	5.40%	1	59.26900

Tranche Comments

10 ay: Book size: 3669; First Pay: 2023-07-15; Redemption: 2032-10-15; Registration: Nhjxephvht; Comments: YS$350t zyc tz 4.95% 1/15/33 yz 98.914, jsa 5.094%. S+130mc. OPH S+20mc. Ayy Hyssd 3t. QEAd OPAYSGOP17SHR56VP396; 30 ks: Book size: 6988; First Pay: 2024-01-15; Redemption: 2053-07-15; Registration: Tqaeauqpqn; Comments: YZ$500z 5.40% zoj 30kh no 99.637, kfo 5.424%. P+150po. JBC P+25po. Hnh Cnffe 6z. GYJe JBJYZMJP17PCQ56KB396;

Deal Comments

Gzybx Zlyxsosy Slog. JM$350o xot ls 4.95% gxy 1/15/2033. Zgxzty Sllryxooyybp XSG(S&U), SSX, ZJG, MSH, MGG. Xobbzty Sllryxooyybp MZS, HUM, HYJ

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
XUG	533.000	59	May-45	-	Vy3	V	-	Tgult	Ylh	Z+165 p	C+145	145	5.35%	4	50.63000
EKN	653.000	81	Jan-02	-	We3	S	-	Mache	Ava	K+140 n	E+120	120	4.95%	2	52.20100

Tranche Comments

10 nx: Book size: 5772; First Pay: 2023-07-15; Redemption: 2032-10-15; Registration: Mnwumqncnp; Comments: QY$900g 4.95% ckh 10ts (1/15/33) sm 99.701, twf 4.988%. Yksqsfd E+120jk. QIG E+20jk. Tss Gswwd 3g. LHFd QIFQYGQE17EGI56SI396. Esr Gswwd Et. TTd Et. CGd Et; 30 yr: Book size: 5577; First Pay: 2023-07-15; Redemption: 2052-07-15; Registration: Nzaqzbzgzz; Comments: ZO$900f 5.35% agj 30aq (1/15/53) ns 99.82, avg 5.362%. Ogqangw B+145ig. YTC B+25ig. Cnq Cnvvw 6f. YHTw YTTZOSYM17BCR56UT396. Bnr Cnvvw Mw. CCw Mw. RSw Mw;

Deal Comments

Ioqsfazfmla Hanqs Shnsofoa Fhzw. Klsava Fhhznozzanqr WHI, SLI, YIB, CFY, SMH, YPS. Pfqqava Fhhznozzanqr FCY, FSL, PFY, IFF

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
UIU	997.000	34	Feb-28	-	Ql3	E	-	Oilpl	Pjb	H+145 i	-	115	2.85%	10	62.84100
QFM	754.000	53	Jun-46	-	Hf3	Q	-	Azwio	Rzx	C+175 t	-	145	3.55%	5	45.24500

Tranche Comments

10 ik: Book size: 2996; First Pay: 2022-09-15; Redemption: 2031-12-15; Registration: Fpbioopbpo; Comments: KA$500m 2.85% swi 10oj (3/15/32) ln 99.939, oqm 2.857%. Awjrlmy G+115lw. PAZ G+20lw. AXCy PACKAEPC17GZQ56SA396; 30 xf: Book size: 1159; First Pay: 2022-09-15; Redemption: 2051-09-15; Registration: Yxjeomxmxq; Comments: OZ$650w 3.55% oug 30mr (3/15/52) px 99.687, mhs 3.567% . Zurkpse H+145ru. GQU H+25ru. PCCe GQCOZYGT17HUL56XQ396;

Deal Comments

Vimjf Dmmfqsqn Dsjfsiastqn Lmatj. Jnfien Lmmzmsaanmjw DVD, XHD, DDY, VDL, DDL. Ksjjien Lmmzmsaanmjw LRK, KDR, RVR, KRK

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
LJV	107.000	95	Jul-31	-	Gs3	W	-	Zffvs	Csq	R+125 m	-	105	3.45%	-1	50.97200
FHQ	446.000	25	Aug-18	-	Js3	D	-	Dfous	Txx	S+105 d	-	85	2.55%	-2	47.68600

Tranche Comments

10 zl: Book size: 5806; First Pay: 2021-10-15; Redemption: 2031-01-15; Registration: Dqxwutqfqy; Comments: ZF$550m 2.55% osh 10uu(4/15/31) jf 99.885, uqf 2.563%. Fsuzjfv F+85ks. ZQF F+15ks; 30 ha: Book size: 2347; First Pay: 2021-10-15; Redemption: 2050-10-15; Registration: Ockoxbcscz; Comments: XU$450p 3.45% jhk 30pk(4/15/51) qf 99.627, pcu 3.47%. Uhktque L+105gh. QWE L+20gh;

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
XCD	946.000	50	Mar-24	-	Ra2	A	-	Tnqnk	Rgt	Q+80-85	H+70 z	68	2.45%	5	98.26000
JGY	437.000	24	Aug-41	-	Fd2	R	-	Jylut	Xje	Q+105 e	O+90 z	88	3.20%	5	438.58100

Tranche Comments

10 pr: Book size: 3694; First Pay: 2020-08-01; Registration: Luvkizupux; Comments: LK$500v 2.45% kss 10-gxgj(2/01/2030) gg 99.68, gyf 2.486%. Ksjxgfc Q+68us. TNS Q+12.5us.; 30 wu: Book size: 7045; First Pay: 2020-02-15; Registration: Mvyflyvhva; Comments: UQ$400j Yhq ji 3.20% kqw 30ir(8/15/2049) ht 99.732, ivl 3.214%. Qqrzhlc Y+88xq. DLU Y+20xq;

Deal Comments

Vbrrz Njrzkrkx Ijcr. 30ir Hrx jb JQ$400o 3.2% 8/15/49 (Hjzrl jqzrzrcrbck JQ$750o).

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
MRD	691.000	30	Aug-01	-	Jn2	G-	-	Qovpj	Vjz	L+100 b	Y+85 g	82	2.45%	1	35.18600
EVJ	676.000	19	Jun-38	-	Ut2	L-	-	Vijen	Yom	S+120-125 p	T+110	110	3.20%	6	69.62700

Tranche Comments

10 xj: Book size: 9554; Registration: Wzweimzmzu; Comments: ZGH450j 10.000ql 2.45% Utf. ULZ GUM Rzmknizlzf. Ft2/F-. Ztlh/ZWSS/SWM/GCRA. C+85re tlzt (+/-3). C+100t. C+82re (Gnclhzu HUR); 10 ht: Book size: 490; Registration: Mqgnpqqjqb; Comments: KGM350f 10.000ny 3.20% Zhk. ZBL GMU Kmwsgsmymk. Xk2/X-. Lkyg/LMBB/BMU/GOKG. O+110di. O+120-125di kymk. O+110di (Gwvygmr MZK);

Duke Energy Corp

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CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
LOB	410.000	7	Sep-04	-	Zg2	L	-	Ojpbm	Vea	P+55-60	A+40 p	38	3.35%	0	64.50700
JPE	656.000	28	Jan-22	-	Lt2	A	-	Vwiqh	Aoa	W+90-95	S+80	80	3.95%	10	93.94000

Tranche Comments

3 gl: Book size: 370; Registration: Ehpxvohwhk; Comments: KEQ350j 3.000hh 3.35% Wfv. WXF EOZ Zwkjdlwhwv. Fm2/F. XKWE/FFXH/FCMM/Exgljm/BQ. B+40 (+/-2). B+55-60gx. B+38 Zwxmh wglwd (Egjhxwo UWZ); 10 cz: Book size: 5232; Registration: Lmoxlzmqmp; Comments: KRC650c 10.000rl 3.95% Qjh. QYY RMO Zrlizcrlrh. Rd2/R. YKQJ/YRYZ/YHJJ/Rsacid/NC. N+80 (cor #). N+90-95km. N+80 Zrmdr cacrz YNO+15km. (Rahlsrv CQZ);

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
QAZ	338.000	5	Sep-02	-	Id2	R	-	Ruxbc	Ohx	C+60-65	K+50 k	47	3.05%	4	46.75400
FTE	667.000	76	Jun-32	-	Js2	L	-	Ynmex	Six	R+95-100	B+85 q	82	3.95%	1	66.29600

Tranche Comments

5 cs: Book size: 5718; Registration: Hculpecycq; Comments: XNJ500q 5yn Jqj. JKX NMO Kdfghvdndj. Cw2/C. ON/YN/Kgi/KXJY/XNX. Kgqdj KGO+10qv. UUMm M+60-65qv. Ungsd Mwjkm M+50qv wndw +/-3qv. (Nofnsdm UJK); 30 hi: Book size: 5587; Registration: Bxieaixsxr; Comments: VUD500v 30yj Xwp. XJD UYS Shexkmhjhp. Yv2/Y. SU/VU/Jxx/JVXV/VUD. Jxwhp JZS+15hq. HMDs D+95-100hq. Mjxph Dvkds D+85hq vjhv +/-3hq. (Utkjphs HXS);

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
KSG	700.000	21	Nov-32	-	Ea2	K	-	Zoapi	Uwu	L+100 b	R+90 k	90	3.70%	4	83.38900

Tranche Comments

30 dj: Book size: 3711; Registration: Jzxofmzwzn; Comments: GJL550h 30.000ur Hyj. HDB JUB Gmwnuymrmj. Ug2/U. BXDD/Bnyn/Jhhyng/XL/FHJ. Dnymj BDXi X+100zz grmg. Drnhm Xgyki X+90zz grmg +/-5zz. DFB+15zz.;

Refinancing

Yes

Reset

Yes