REG-BH Macro Limited: Transaction in Own Shares

BH MacroAnnouncement

Yesterday 17:30

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
March 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                               Sterling       
 Date of purchase:                                            30 March 2026  
 Number of ordinary shares purchased:                         119,274        
 Weighted average price (Sterling/US Dollars as applicable):  4.1300         

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  
 305,382,778 Sterling Shares                    72,150,935 Sterling Shares        
 24,140,786 US Dollar Shares                    470,033 US Dollar Shares          

From 30 March 2026, the total number of voting rights in the Company (rounded
up to the whole number) is 467,579,548.

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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