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

14 February 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:	14 February 2024	14 February 2024
Number of ordinary shares purchased:	176,948	126,751
Lowest price per share	353	352
Highest price per share	355	355
Trading venue	JPSI	LSE
Aggregate volume per date per trading venue:	176,948	126,751
Weighted average price per day per trading venue:	353.2826	352.5523

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
365,415,054 Sterling Shares	8,189,806 Sterling Shares
29,762,912 Dollar Shares	Nil Dollar Shares