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Investor Disclosure

Blue Capital Management Ltd. (the "Investment Manager") has issued the following document solely in order to make certain information available to investors in Blue Capital Alternative Income Fund Limited (the "Company") before they invest and to keep such information materially up to date, in accordance with the requirements of the Financial Conduct Authority ("FCA") rules implementing the EU Alternative Investment Fund Managers Directive (Directive 2011/61/EU, the "AIFM Directive" or "AIFMD") in the United Kingdom.

May 2017 - AIFMD Investor Disclosure