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

23 October 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

Sterling

US Dollar

Date of purchase:

22 October 2026

22 October 2026

Number of ordinary shares purchased:

8,229

2,000

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

4.1600

4.2400

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

299,100,378 Sterling Shares

78,340,367 Sterling Shares

23,688,060 US Dollar Shares

1,235,677 US Dollar Shares

From 22 October 2026, the total number of voting rights in the Company (rounded up to the whole number) is 457,993,794.

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