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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
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 (pence):

355.0000

355.1940

The Company intends to hold the purchased shares in treasury.

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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 Shares

29,235,299 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