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

4 September 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 Dollars
Date of purchase:	3 September 2026	3 September 2026
Number of ordinary shares purchased:	35,055	2,000
Weighted average price (Sterling/US Dollars as applicable):	4.2328	4.3400

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
299,809,562 Sterling Shares	77,910,976 Sterling Shares
23,415,023 US Dollar Shares	1,138,707 US Dollar Shares

From 3 September 2026, the total number of voting rights in the Company (rounded up to the whole number) is 458,829,332.

Enquiries:

Company website:               www.bhmacro.com

William Simmonds

JPMorgan Cazenove

Tel: [phone]

The Company Secretary

Northern Trust International Fund Administration Services (Guernsey) Limited

Tel: [phone]

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