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

07 June 2024

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	Sterling
Date of purchase:	07 June 2024	07 June 2024
Number of ordinary shares purchased:	100,000	64,070
Lowest price per share (pence)	361	359
Highest price per share (pence)	361	361
Trading venue	JPSI	LSE
Aggregate volume per date per trading venue:	100,000	64,070
Weighted average price per day per trading venue (pence):	361.0000	360.8176

The Company intends to hold the purchased shares in treasury.

Following the above share transactions of the relevant US Dollar and 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
357,456,240 Sterling Shares	17,186,510 Sterling Shares
28,506,709 Dollar Shares	Nil Dollar Shares

From 07 June 2024, the total number of voting rights in the Company (rounded up to the whole number) is 547,500,332.

Enquiries:

Company website:        www.bhmacro.com

William Simmonds

JPMorgan Cazenove

Tel: [phone]

The Company Secretary

Northern Trust International Fund Administration Services (Guernsey) Limited

Tel: [phone]

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