Statement re BCML Systematica stake

18 November 2015

The Board of BlueCrest AllBlue Fund Limited notes the announcement by Affiliated Managers Group Inc. of it reaching a definitive agreement with BlueCrest Capital Management ("BlueCrest") to acquire the majority of BlueCrest's interests in Systematica Investments, the investment manager of BlueTrend.

BlueCrest have confirmed to the Board that this transaction does not have any impact upon AllBlue, its ability to continue accessing the BlueTrend strategy as part of its portfolio, nor the AllBlue Allocation Committee's ability to access and review information necessary to make allocation decisions with regards to AllBlue.

JTC (Guernsey) Limited

Secretary

Tel: Guernsey 01481 702400

END OF ANNOUNCEMENT

E&OE - in transmission