REG-BH Macro Limited: Transaction in Own Shares

BH MacroAnnouncement

Wed 10:45

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 Treasury)  Ordinary Shares held in Treasury  
 305,099,045 Sterling Shares                    72,637,006 Sterling Shares        
 24,036,094 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



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