Carlyle Euro CLO 2026-1 DAC: 25 August 2026

The assets securing the Debt will consist primarily of a portfolio of Senior Obligations, Mezzanine Obligations and High Yield Bonds, managed by Carlyle CLO Management Europe LLC.

On 24 August 2026 (the Issue Date) Carlyle Euro CLO 2026-1 DAC will, subject to certain conditions, issue Class A-1 Senior Secured Floating Rate Notes due 2039, Class A-2 Senior Secured Floating Rate Notes due 2039, Class B Senior Secured Deferrable Floating Rate Notes due 2039, Class C Senior Secured Deferrable Floating Rate Notes due 2039, Class D Senior Secured Deferrable Floating Rate Notes due 2039, Class E Senior Secured Deferrable Floating Rate Notes due 2039 and Subordinated Notes due 2039.

The Notes (other than any Notes sold directly by the Issuer to the Collateral Manager and Retention Holder) are being offered by the Issuer through BNP Paribas in its capacity as initial purchaser of the offering of such Notes and in its separate capacity as sole arranger.

EU Risk Retention: The Collateral Manager (Carlyle CLO Partners Manager LLC) shall act as the Retention Holder and shall undertake to subscribe for and retain, on an ongoing basis for so long as any Notes are outstanding, a material net economic interest of not less than 5% of the nominal value of each Class of Notes, being the “Retention Notes”.

US Risk Retention: No party involved in the transaction will obtain on the Issue Date and retain any Notes intended to satisfy the US Risk Retention Rules.