Legato Euro CLO IV DAC: 16 September 2026

The assets securing the Debt will consist of a portfolio of primarily Senior Obligations, Mezzanine Obligations and High Yield Bonds, managed by LGT Capital Partners (UK) Limited.

Legato Euro CLO IV DAC will issue Class A Notes, Class B Notes, Class C Notes, Class D Notes, Class E Notes, Class F Notes and Subordinated Notes due 2038.

The Notes are being offered by the Issuer through Morgan Stanley & Co International plc in its capacity as initial purchaser and as co-placement agent, together with RBC Europe Limited in its capacity as co-placement agent.

The Issuer anticipates that, by the Issue Date, it will have purchased or committed to purchase Collateral Obligations the Aggregate Principal Balance of which is equal to at least €380mln, which is approximately 95% of the Target Par Amount.

EU & UK Risk Retention: The Collateral Manager shall act as Retention Holder for the purposes of the Retention Requirements and will, for so long as any Class of Notes remains outstanding, in accordance with Article 6(3)(a) of the Retention Requirements, undertake to subscribe for and retain, on an ongoing basis, a material net economic interest of not less than 5% of the nominal value of each Class of Notes then outstanding.

US Risk Retention: The Retention Holder has informed the Issuer that it does not expect to be required to retain the Minimum Risk Retention Requirement pursuant to the US Risk Retention Rules, provided that the Retention Holder will retain the Retention Notes on the Issue Date.