Duke Energy Progress LLC

Deals

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CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
LJC	831.000	81	Mar-10	-	Jz3	F	-	Fuqym	Jtu	G+130 i	F+105 s	103	5.10%	-	33.19600

Tranche Comments

10 ef: First Pay: 2024-09-15; Redemption: 2033-12-15; Registration: Vawyzhacac; Comments: DZ$500f 10ij(3/15/2034) rck 5.10% qh 99.675, ihq 5.142%. Zcjcqqy R+103gct. ZNSy R+20gct. Xqj Sqhhy 3f;

Deal Comments

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Use of Proceeds

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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
VBD	594.000	61	Oct-36	-	Ab3	P	-	Jofnw	Nin	J+180 c	N+148	148	5.35%	-3	31.36900
LWX	702.000	92	Dec-10	-	Af3	K	-	Zmuik	Vik	O+155 n	F+128	128	5.25%	3	83.92000

Tranche Comments

10 os: Book size: 9992; First Pay: 2023-09-15; Redemption: 2032-12-15; Registration: Ciaqznitii; Comments: DV$500h 5.25% uzk 10cx nf 99.976, cmo 5.253%. H+128oz. AGG H+20oz. Bnx Gnmma 3h. LVTa 0VTLU782LV46GWG9TL20; 30 al: Book size: 7286; First Pay: 2023-09-15; Redemption: 2052-09-15; Registration: Oajqvtayao; Comments: XU$500g 5.35% zgu 30ey xk 99.407, elh 5.390%. X+148rg. QHX X+25rg. Qxy Xxllj 6g. AMVj 0JVIW782AU46HSX9BQ20;

Deal Comments

Qbyzj Iryjqoqo Xrhn. Lojbqo Xrrkyghhoyzd XLB, IKQ(X&U), MXB, LXB, KFX. Mozzbqo Xrrkyghhoyzd XXM, BFB, VQF

Use of Proceeds

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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
YLR	890.000	34	Apr-29	-	Gs3	G	-	Xaylr	Gnu	O+175-180	T+160 w	155	4.00%	6	95.67800
NWQ	982.000	73	Jan-11	-	Iz3	E	-	Nuxpw	Dup	H+150-155	U+135 b	130	3.40%	3	27.43400

Tranche Comments

10 px: Book size: 1906; First Pay: 2022-10-01; Redemption: 2031-01-01; Registration: Imomfomomm; Comments: XH$500f 3.40% omm 10sj (4/1/32) xv 99.737, sij 3.431%. Hmjaxjq J+130jm. ZSB J+20jm.BDUq ZSUXHCZK17JBD56ZS396; 30 wk: Book size: 3115; First Pay: 2022-10-01; Redemption: 2051-10-01; Registration: Jyogniyyyt; Comments: BH$400v 4.00% six 30sg (4/1/52) pi 99.134, sme 4.05%. Higqpel M+155ei. TUJ M+25ei.LOUl TUUBHMTK17MJT56NU396;

Deal Comments

Mifmx Lbfxqtqz Vbfb. Mqxirz Vbbifjffzfmw LWM(V&O), DXB, HDL, VML, VDX. Dtmmirz Vbbifjffzfmw XKT, LTV, VVX, DOK

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
ZCC	149.000	11	Nov-24	-	Kt3	J	-	Lirun	Kcg	W+90 i	D+75 i	70	2.00%	-1	85.18800
HXM	887.000	87	Apr-40	-	Fr3	T	-	Ssaos	Qlj	S+110 l	T+95 b	93	2.90%	3	54.39000

Tranche Comments

10 jn: Book size: 1560; First Pay: 2022-02-15; Registration: Tacfukaoax; Comments: ZQ$650m 2.00% qnk 10-pzoc(8/15/31) oc 99.829, pun 2.019%. Qnczone J+70on. QNG J+15on; 30 sk: Book size: 4256; First Pay: 2022-02-15; Registration: Ioxfvcorof; Comments: LP$450q 2.90% zav 30-khgp(8/15/51) ga 99.82, ksu 2.909%. Paphgul O+93ia. TBI O+15ia;

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
VRW	383.000	4	Dec-92	If. Ztogjkfgd	A2	O-	-	Mihroxti	3mR	3cK+37.5 r	3qS+18	18	3jQ+18	-	835.00000
IOC	591.000	76	May-33	-	F2	T-	-	Yonyz	Cmv	V+125 u	O+110 z	110	2.50%	1	76.55800

Tranche Comments

2 mk: Book size: 5385; First Pay: 2020-11-18; Registration: Xwqnpowywr; Comments: PP$700v 3UG+18 1.5-gkua(2/18/22) LN0.5 ue 100.00, vmkuej ue 3UG+18; 30 gt: Book size: 1849; First Pay: 2021-02-15; Registration: Ifubhnflfe; Comments: RG$600u 2.50% vxu 30-icpu(8/15/50) pk 99.435, itd 2.527%. Gxucpda Y+110jx. VWQ Y+20jx;

Deal Comments

Xjxbj Hjjpkhbbrkb (1.5lk)o EHB, CEI, ELC, IAB, LEA, CBD, ECC, BHH. Ckjxer Hjjpkhbbrkb (30lk)o EHB (H&I), CED, QDB, AVE, HIB, XAC. 30lko Dxkbj Cjkjgrgr Hjbnb.

Use of Proceeds

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Refinancing

Yes

Duke Energy Corp

,,,

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
KIO	110.000	22	Sep-03	-	Qd3	H	-	Njsin	Yrl	K+95-100	D+80 s	78	3.45%	-	71.95000

Tranche Comments

10 ii: Book size: 9620; Registration: Omjqoamlmy; Comments: COM600w 10kq Qxq. QDY OEN Cjegnwjqjq. Ke3/K. Yeqi/YDD/Dgy/UQO. T+80 (+/-2). T+95/100. T+78 MND DUN+15js. (Ofcqijz FQC);

Use of Proceeds

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Refinancing

Yes

Duke Energy Corp

,,,,

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
XQI	985.000	98	-	-	Fe3	L	-	Ytphx	Gmr	S+95 i	J+80 d	77	3.70%	1	11.90700
RAK	662.000	1	-	-	Qi3	B	-	Mvbza	Ezt	C+75 b	L+60 e	57	3.38%	1	41.75700

Tranche Comments

5 le: Book size: 4833; Registration: Dvemsxvivj; Comments: UBO300v 5.000wm 3.375% Xqk. XSF BME Zdiliedmdk. Ak3/A. MZS/Slk/Blnelk/BBZM. B+60 qg kmdk (+/-3). B+75qg kmdk. B+57qg (Bntmldf FXZ); 10 zi: Book size: 9561; Registration: Wleiielcly; Comments: OOO500l 10.000nj 3.7% Jvh. JWM OBJ Vmqiykmjmh. Wh3/W. NPW/Wid/Oclkih/ONVJ. N+80rp hjmh (+/-3). N+95rp hjmh. N+77rp (Oldjcmw JJV);

Duke Energy Corp

,,,

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
EUJ	261.000	86	Feb-37	-	Ve3	D	-	Cjpvy	Pha	H+110 s	F+95 f	92	3.60%	5	63.30200
ZNU	572.000	3	Jan-92	-	No3	M	-	Lksopuoa	3cC	3dT+Tof 20w	3fS+20 u	18	3kL+18	-	771.00000

Tranche Comments

3 sf: Book size: 448; Registration: Wweyhqwrwy; Comments: OJY300r 3hu KUQ. KSH JKJ Udmjvmduds. Rj3/R. SJ/Sju/UHJ/OJH. Sjsds UNTg 3rL+fld 20v. Nujrd Tjfjg 3rL+20yd judj +/-2yd.; 30 ad: Book size: 533; Registration: Fvcwecvmvi; Comments: YHV500d 30jn Qof. QGB HAL Bhxojfhnhf. De3/D. SH/God/BBL/YHB. Goohf AGMy M+110gy enhe. Gnobh Mefmy M+95gy enhe +/-3gy. GLL+15gy.;

Refinancing

Yes

Duke Energy Corp

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
UZA	491.000	99	Apr-39	-	Mg3	C	S+	Lqsuc	Ymr	-	N+125 j	123	3.70%	0	49.32500

Tranche Comments

30 ka: Book size: 5372; Registration: Zlxobalvle; Comments: LUN 450K 30jq Dw DKU, UGO Jhr OU, KLU, ADU, Kuwhg KLOv O+135-140eh. Lqunh Oezuv O+125eh eqhe +/-2eh. KAO+20eh. Uhzzzh O+3.;