Hi Francois,
CAT12 also supports writing more than the 3 common tissue classes. In order to also write the remaining 3 tissue classes (i.e. 3 background classes) you can either change the "cat.output.TPMC.native" parameter in cat_defaults.m or use the expert mode in CAT12 to enable GUI selection of this feature. You can also add the following line to your batch file (example for native space):
matlabbatch{1}.spm.tools.cat.estwrite.output.TPMC.native = 1;
If you intend to write the images rather in MNI space the "native" filed should be replaced by "warped".
Best,
Christian