BH Macro Limited - Investor Statement - June 2021 PR Newswire YOUR ATTENTION IS DRAWN TO THE DISCLAIMER AT THE END OF THIS DOCUMENT Overview and Objective This Investor Statement covers the period of 1 April 2021 to 30 June 2021 and is being circulated to satisfy the quarterly account statement obligations of the commodity pool operator of BH Macro Limited ("BHM") pursuant to CFTC Regulation 4.7. Company Size Share Class 30 June 2021 In Currency of Class (mm) USD Shares Figures are rounded to one decimal place. Share Capital Share Class Share Class Share Class 34.16 * NAV performance is provided for information purposes only. Shares in BHM do not necessarily trade at a price equal to the prevailing NAV per Share.