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 February 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 February 2026|
+———————————————————–+—————+
|Number of ordinary shares purchased: |417,974 |
+———————————————————–+—————+
|Weighted average price (Sterling/US Dollars as applicable):|4.3113 |
+———————————————————–+—————+

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|
+———————————————+——————————–+
|310,111,825 Sterling Shares |67,584,745 Sterling Shares |
+———————————————+——————————–+
|24,185,383 US Dollar Shares |401,758 US Dollar Shares |
+———————————————+——————————–+

From 6 February 2026, the total number of voting rights in the Company (rounded
up to the whole number) is 474,569,897.

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

This information was brought to you by Cision http://news.cision.com