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

6 March 2026

BH Macro Limited (the Company) announces today 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 |
+———————————————————–+————+
|Date of purchase: |6 March 2026|
+———————————————————–+————+
|Number of ordinary shares purchased: |34,513 |
+———————————————————–+————+
|Weighted average price (Sterling/US Dollars as applicable):|4.3863 |
+———————————————————–+————+

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|
+———————————————+——————————–+
|306,276,286 Sterling Shares |71,401,812 Sterling Shares |
+———————————————+——————————–+
|24,160,963 US Dollar Shares |449,856 US Dollar Shares |
+———————————————+——————————–+

From 6 March 2026, the total number of voting rights in the Company (rounded up
to the whole number) is 468,909,245.

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

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