SCD LMP Capital and Income Fund Inc

LMP Capital and Income Fund Inc., formerly known as Salomon Brothers Capital and Income Fund Inc., (NYSE: SCD) announces its portfolio composition as of September 30, 2006. Investment Objective: The Fund�s Investment objective is total return with an emphasis on income. Portfolio Composition (% of total portfolio)* Common Stocks & Convertible Securities 67.7% (2.7% in convertibles) Mortgage-Backed Securities** 11.7� Investment Grade Debt 1.4� Corporate High Yield (Below investment grade) Debt 10.4� Emerging Market Debt 0.1� Cash & Derivatives 8.7� **When the Fund establishes a segregated account in which it maintains cash and/or liquid securities equal in value to its obligations in respect of the mortgage dollar rolls, the mortgage dollar rolls will not be considered a borrowing or a �senior security� for purposes of the asset coverage requirements under the 1940 Act. Top 10 Holdings (% of total portfolio) American Express 3.0% Microsoft Corp 2.8� Time Warner Inc 2.8� Altria Group Inc 2.6� McDonalds Corp 2.4� General Electric Co 2.3� American International Group 1.8� Capital One Financial Corp 1.8� FHLM 6% 7/1/21 1.7� Procter & Gamble Co 1.6� � COMMON STOCK & CONVERTIBLE SECURITIES (% of equity allocation) Sector Allocations Financials (includes REITs) 22.5% Consumer Discretionary 19.8� Information Technology 17.4� Industrials 10.9� Health Care 10.2� Energy 6.9� Consumer Staples 6.3� Utilities 3.9� Materials 2.1� FIXED INCOME (% of fixed income allocation) Asset Allocations: Mortgage Backed 46.95% Investment Grade 5.71% High Yield 41.65% Emerging Market Debt 0.34% Non-Investment Grade 0.00% Investment Grade 0.34% Cash & Other Securities 5.36% � High Yield Allocation: United States 39.54% Canada 1.20% Ireland 0.40% Luxembourg 0.16% Germany 0.12% United Kingdom 0.11% South Korea 0.08% France 0.04% � Top Five Industries: Consumer Cyclical 13.92% Communications 9.05% Basic Industry 4.87% Consumer Non Cyclical 4.57% Capital Goods 3.53% � Average Credit Quality (S&P) BBB+ Average Life (years) 13.95� Effective Duration (years) 8.29� *Portfolio holdings and weightings are historical and for informational purposes only. They are subject to change at any time. Leverage: 26.25% Inception Date: February 24, 2004 Inception Price: $20.00 Total Assets: $836.7 million Market Price: $17.67 NAV: $20.60 (Daily NAV is available on market quotation systems using the symbol XSCDX.) Dividend Rate*: $0.1000 per share Frequency: Monthly *Pursuant to its managed distribution policy, the Fund intends to make regular monthly distributions to shareholders at a fixed rate per common share, which rate may be adjusted from time to time by the Fund�s Board of Directors. Under the Fund�s managed distribution policy, if, for any monthly distribution, net investment income and net realized capital gains is less than the amount of the distribution, the difference will be distributed from the Fund�s assets (and constitute a �return of capital�). LMP Capital and Income Fund Inc., a non-diversified closed-end investment management company traded on the New York Stock Exchange under the symbol �SCD,� is advised by Legg Mason Partners Fund Advisor, LLC, a wholly owned subsidiary of Legg Mason, Inc. and is sub-advised by CAM North America, LLC and Western Asset Management Company, affiliates of the adviser. For more information, call 1-888-777-0102, or consult the Fund�s web site at www.leggmason.com/InvestorServices. LMP Capital and Income Fund Inc., formerly known as Salomon Brothers Capital and Income Fund Inc., (NYSE: SCD) announces its portfolio composition as of September 30, 2006. Investment Objective: The Fund's Investment objective is total return with an emphasis on income. -0- *T Portfolio Composition (% of total portfolio)* ---------------------------------------------------------------------- Common Stocks & Convertible Securities 67.7% (2.7% in convertibles) Mortgage-Backed Securities** 11.7 Investment Grade Debt 1.4 Corporate High Yield (Below investment grade) Debt 10.4 Emerging Market Debt 0.1 Cash & Derivatives 8.7 *T **When the Fund establishes a segregated account in which it maintains cash and/or liquid securities equal in value to its obligations in respect of the mortgage dollar rolls, the mortgage dollar rolls will not be considered a borrowing or a "senior security" for purposes of the asset coverage requirements under the 1940 Act. -0- *T Top 10 Holdings (% of total portfolio) -------------------------------------- American Express 3.0% Microsoft Corp 2.8 Time Warner Inc 2.8 Altria Group Inc 2.6 McDonalds Corp 2.4 General Electric Co 2.3 American International Group 1.8 Capital One Financial Corp 1.8 FHLM 6% 7/1/21 1.7 Procter & Gamble Co 1.6 COMMON STOCK & CONVERTIBLE SECURITIES (% of equity allocation) Sector Allocations -------------------------------------- Financials (includes REITs) 22.5% Consumer Discretionary 19.8 Information Technology 17.4 Industrials 10.9 Health Care 10.2 Energy 6.9 Consumer Staples 6.3 Utilities 3.9 Materials 2.1 *T -0- *T FIXED INCOME (% of fixed income allocation) Asset Allocations: ---------------------------- Mortgage Backed 46.95% Investment Grade 5.71% High Yield 41.65% Emerging Market Debt 0.34% Non-Investment Grade 0.00% Investment Grade 0.34% Cash & Other Securities 5.36% High Yield Allocation: ---------------------------- United States 39.54% Canada 1.20% Ireland 0.40% Luxembourg 0.16% Germany 0.12% United Kingdom 0.11% South Korea 0.08% France 0.04% Top Five Industries: ---------------------------- Consumer Cyclical 13.92% Communications 9.05% Basic Industry 4.87% Consumer Non Cyclical 4.57% Capital Goods 3.53% Average Credit Quality (S&P) BBB+ Average Life (years) 13.95 Effective Duration (years) 8.29 *T *Portfolio holdings and weightings are historical and for informational purposes only. They are subject to change at any time. -0- *T Leverage: 26.25% Inception Date: February 24, 2004 Inception Price: $20.00 Total Assets: $836.7 million Market Price: $17.67 NAV: $20.60 (Daily NAV is available on market quotation systems using the symbol XSCDX.) Dividend Rate*: $0.1000 per share Frequency: Monthly *T *Pursuant to its managed distribution policy, the Fund intends to make regular monthly distributions to shareholders at a fixed rate per common share, which rate may be adjusted from time to time by the Fund's Board of Directors. Under the Fund's managed distribution policy, if, for any monthly distribution, net investment income and net realized capital gains is less than the amount of the distribution, the difference will be distributed from the Fund's assets (and constitute a "return of capital"). LMP Capital and Income Fund Inc., a non-diversified closed-end investment management company traded on the New York Stock Exchange under the symbol "SCD," is advised by Legg Mason Partners Fund Advisor, LLC, a wholly owned subsidiary of Legg Mason, Inc. and is sub-advised by CAM North America, LLC and Western Asset Management Company, affiliates of the adviser. For more information, call 1-888-777-0102, or consult the Fund's web site at www.leggmason.com/InvestorServices.