Capital Four CLO XII DAC: 20 June 2026

The assets securing the Notes will consist of a portfolio of primarily Senior Obligations, Mezzanine Obligations and High Yield Bonds, and will be .

Capital Four CLO XII DAC will issue Class A Notes, Class B Notes, Class C Notes, Class D Notes, Class E Notes, Class F Notes and Subordinated Notes.

The Notes are being offered by the Issuer through Goldman Sachs International in its capacities as Arranger and Placement Agent of the Notes subject to prior sale, when, as and if delivered to and accepted by the Placement Agent, and to certain conditions. The Retention Notes shall be purchased from the Placement Agent by Capital Four CLO Investment III K/S in its capacity as Retention Holder.

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 €427mln, which is approximately 95.0% of the Target Par Amount.

EU & UK Risk Retention: The Retention Holder (Capital Four CLO Management III K/S) will undertake to purchase and retain, for its own account and for so long as any rated Notes are outstanding, a material net economic interest equal to not less than 5% for the purposes of satisfying the EU/UK Retention Rules.

US Risk Retention: It should be assumed by each prospective investor that no party involved in the transaction will obtain on the Issue Date and retain any Notes intended to satisfy the US Risk Retention Rules.