BH Macro Limited - Transaction in Own Shares

BH Macro Limited (the "Company")

(a closed-ended collective investment scheme established as a company with limited liability under the laws of Guernsey with registered number 46235)

Transaction in Own Shares

5 June 2026

BH Macro Limited (the Company ) announces it has purchased the following number of its ordinary shares on the London Stock Exchange from J.P. Morgan Securities plc:

Ordinary Shares: - Share Class

US Dollars

Date of purchase:

4 June 2026

Number of ordinary shares purchased:

14,736

Weighted average price (Sterling/US Dollars as applicable):

4.4200

The Company intends to hold the purchased shares in treasury.

Following the above share transactions of the relevant US Dollar and/or Sterling Shares, the total number of shares in issue in each share class of the Company will be as follows:

Ordinary Shares in issue (excluding Treasury)

Ordinary Shares held in Treasury

302,828,166 Sterling Shares

74,951,335 Sterling Shares

23,785,985 US Dollar Shares

707,036 US Dollar Shares

From 4 June 2026, the total number of voting rights in the Company (rounded up to the whole number) is 463,551,852.

Enquiries:

Company website: www.bhmacro.com

William Simmonds

JPMorgan Cazenove

Tel: 020 7588 2828

The Company Secretary

Northern Trust International Fund Administration Services (Guernsey) Limited

Tel: 01481 745001