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 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	US Dollars
Date of purchase:	2 October 2026
Number of ordinary shares purchased:	12,701
Weighted average price (Sterling/US Dollars as applicable):	4.2173

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
299,210,215 Sterling Shares	78,237,794 Sterling Shares
23,681,036 US Dollar Shares	1,233,387 US Dollar Shares

From 2 October 2026, the total number of voting rights in the Company (rounded up to the whole number) is 458,150,022.

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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