Company Announcements

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
30 January 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:                                           30 January 2026

Number of ordinary shares purchased:                        375,964

Weighted average price (Sterling/US Dollars as applicable): 4.1476

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

311,801,145 Sterling Shares                   66,248,779 Sterling Shares23,722,241 US Dollar Shares                   400,427 US Dollar Shares

From 30 January 2026, the total number of voting rights in the Company (rounded up to the whole number) is 476,702,621.

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