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
16 April 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:	16 April 2024	16 April 2024
Number of ordinary shares purchased:	50,000	64,957
Lowest price per share (pence)	338	337.5
Highest price per share (pence)	338	339.5
Trading venue	JPSI	LSE
Aggregate volume per date per trading venue:	50,000	64,957
Weighted average price per day per trading venue (pence):	338.0000	338.7239

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
360,223,370 Sterling Shares	13,626,066 Sterling Shares
29,465,434 Dollar Shares	Nil Dollar Shares