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
4 January 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:	4 January 2024	4 January 2024
Number of ordinary shares purchased:	146,480	160,000
Lowest price per share	363.5	365
Highest price per share	365	366
Trading venue	JPSI	LSE
Aggregate volume per date per trading venue:	146,480	160,000
Weighted average price per day per trading venue:	364.4880	365.7809

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
371,188,017 Sterling Shares	2,341,890 Sterling Shares
29,854,672 Dollar Shares	Nil Dollar Shares