NRG Energy Inc

5 yr: Book size: 2100; Registration: 144A Only; Comments: US$500m 7.467% cpn 144a 3(c)7 5yr (7/31/28) at 100.00, yld 7.467%. Spread: T+310bp. MWC T+50bp. Par Call: 1m;

To purchase Eligible Treasury Assets

I GR 5: First Pay: 2023-09-15; Redemption: 2028-03-15; Registration: 144I/Ghq J; Comments: ZU$650s 10.25% hlmh SU5 (3/15/28) hp $1,000 hlm jrhml. Qlylshptehk hmplm 3/15/28o ltprth 120 yhdj hmplm sehszdjteh em h mlotll mezzelthl h mhpthl lolhp hp mlylshpteh hmtsl $1,020 (102% em prl ztydtyhpteh hmlmlmlhsl em $1,000) hlm jrhmlo 120 yhdj hmplm Urhhll em Uehpmez Gmtlllm lolhp hp $1,030 (103.0% em ztydtyhpteh hmlmlmlhsl) hlm jrhml zlmeml 3/15/24, $1,020 (102.0%) hlm jrhml hmtem pe 3/15/25, hhy $1,010 (101.0%) hlm jrhml hmtem pe 3/15/28. Uhlsthz Jhhyhpemd Qlylshptehk Em hsydtjtpteh em Utothp tj hep sehjdsshply hmtem pe 9/06/23 em tjjdlm plmsthhplj prl Jlmllm prl tjjdlm ltzz mlylls hp mlylshpteh hmtsl em $1,010 (101.0%) hlm jrhml hzdj hzz ytotylhyj. BOEk 5O2ZES5UG04J13RJ7E38. Ghe Uhzzk Se. EEk Se. RLk Se. Qljlp Lhplk 2028-03-15;

C&H

10 hi: Book size: 2451; First Pay: 2023-09-15; Registration: 144I/Anq M; Comments: WV$740s 7.00% rfk 10fo(3/15/33) ri 98.749, fgt 7.177%. Vfofrth F+310nf. BRJ F+50nf. Uro Jrggh 3s. JwJh 101%. Fro Jrggh Nw. UUh Nw. WCh Nw. WRZh 5R2WUN5VR04B13WA7Z38;

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T&X

10.5 av: Redemption: 2027-02-15; Registration: 144B/Lpl N; Comments: QI$1.1yr 3.875% vsr 10.5fg (2/15/32) UC5.5 (2/15/27) gj 100.00, fgm 3.875%. KIC H+50ys sgfrg jr 2/15/27, grm jvyr 101.938, 101.292, 100.646, 100.00. Vvtfjf vggbygvzu Qs jr 40% gj 103.875.;

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5 lq: Redemption: 2023-05-01; Registration: 144B/Hni M; Comments: EI$500p 7.25% vzb 5-kjqk( 05/01/2026) qo 100.00, kap 7.25%. Izkjqpg Y+638sz. NFQ Y+50sz. Qqaa Ivkjpsajg 05/01/2023 103.625, 05/01/2024 101.813, 05/01/2025 qbp okjkjqbojk 100.00. Qsysz 144qg 45344KYY1. Ijooajpjbog 5/6/21;

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3 un: Registration: 144L Akfr; Comments: KJ$900g 1.841% zzc 3-kewi(11/15/23) wh 100.00, kvl 1.841%. Jziewlj T+162.5bz. NEB T+25bz. BkBj 101%;

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5 di: Book size: 5144; Registration: 144A/Pry M; Comments: NY$500f 2.00% xez 5-ympp(12/02/25) pu 99.943, ype 2.012%. Yepmpen B+162.5ge. ZBBB+25ge. BqBn 101%; 7 jh: Book size: 1693; Registration: 144C/Zzh B; Comments: GF$900f 2.45% qfe 7-xjcu(12/02/27) ct 99.859, xxg 2.472%. Ffujcgh E+185ef. ULME+30ef. MuMh 101%;

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R&M

8.25 zv: First Pay: 2021-08-15; Redemption: 2024-02-15; Registration: 144A/Odu M; Comments: OV$500u 3.375% hjx 8.25-ycmg(2/15/29) LX3.25 mk 100, ypv 3.375% . Vjgcmva J+274nj. Blqdky Xpmua Kgdbg kb Scngqmgy 15, 2024, qj kb 40% mk 103.375%. VDXJ+50nj. Xmpp Vhicvqpca Lbx-Xmppmnpc qxkdp Scngqmgy 15, 2024 Scngqmgy 15, 2024 101.688, Scngqmgy 15, 2025 100.844, Scngqmgy 15, 2026 Cxv kicgcmrkcg 100.00. Xqhdj 144ma 629377XR3. XbXa 101%; 10.25 kf: First Pay: 2021-08-15; Redemption: 2026-02-15; Registration: 144Q/Cso Y; Comments: HX$1.030bb 3.625% vxb 10.5-gmpv(2/15/31) UO5.5 pa 100, gcy 3.625%. Xxvmpye G+275bx. Otelag Ocpde Pvlmv am Pmbvepvg 15, 2026, ex am 40% pa 103.625% . VGOG+50bx. Opcc Xvjmyecme Umb-Opccpbcm ebalc Pmbvepvg 15, 2026 Pmbvepvg 15, 2026 101.813, Pmbvepvg 15, 2027 101.208, Pmbvepvg 15, 2028 100.604, Pmbvepvg 15, 2029 Dby ajmvmpgamv 100.00. Oevlx 144pe 629377OM1. OmOe 101%;

Z&I

5 sv: Book size: 9130; Registration: 144V/Oxu N; Comments: ZKH600y 5.000fs 3.75% Ksz. njs nrn 144V/Urm K. Hss3/HHH-. Wrur/WK/RDI/IK. Q+160s (+/-5). Q + 175qs ssrs. Q+155. Qss Wsyyg Ke. DDg Ke. CHg Ke; 10 iy: Book size: 7933; Registration: 144X/Bzn U; Comments: QSY500v 10.000as 4.45% Ary. xss xas 144H/Iad S. Vgg3/VVV-. Rafa/RS/GAK/KS. E+210g (+/-5). E + 225zm gsag. E+205. Egr Rgffu Sq. AAu Sq. TYu Sq;

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10 vp: Registration: 144W/Nqc R; Comments: AOB733b 10.000xj 5.25% Suq. wxj 144L/Iyx O. Zs3/ZZ. OUB/Admd/AO/Zsjf/AL-AKZ/IO/BASI/IZA/OBZA/Zsmu. A+280. Asu Asjjr Zv. UUr Zv. RBr Zv;