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
6 May 2026

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

  Ordinary Shares: - Share Class                                US Dollar

  Date of purchase:                                             5 May 2026

  Number of ordinary shares purchased:                          3,000

  Weighted average price (Sterling/US Dollars as applicable):   4.3200

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   Ordinary Shares held in TreasuryTreasury)

  305,099,045 Sterling Shares           72,637,006 Sterling Shares24,036,094 US Dollar Shares           564,443 US Dollar Shares

From 5 May 2026, the total number of voting rights in the Company (rounded up to the whole number) is 467,082,548.

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