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
10 May 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:                                10 May 2024 10 May 2024

Number of ordinary shares purchased:             25,000      112,026

Lowest price per share (pence)                   355         354

Highest price per share (pence)                  355         356

Trading venue                                    JPSI        LSE

Aggregate volume per date per trading venue:     25,000      112,026

Weighted average price per day per trading venue 355.0000    355.1940
(pence):

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

358,561,210 Sterling Shares                   15,477,255 Sterling Shares29,235,299 Dollar Shares                      Nil Dollar Shares

From 10 May 2024, the total number of voting rights in the Company (rounded up to the whole number) is 549,679,908.

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