SCD LMP Capital and Income Fund Inc

LMP Capital and Income Fund Inc. (NYSE: SCD) announces its portfolio composition as of March 31, 2007. Investment Objective: The Fund�s Investment objective is total return with an emphasis on income. Portfolio Composition (% of total portfolio)* Common Stocks & Convertible Securities 69.19% (0% in convertibles) Mortgage-Backed Securities** 7.76� Investment Grade Debt 0.81� Corporate High Yield 7.90� (Below investment grade) Debt Emerging Market Debt 0.12� Cash & Derivatives 14.22� **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) General Electric Co 3.67% American Express 3.59� Altria Group Inc 3.52� UBS AG-REG 3.36� American International Group 2.95� Microsoft Corp 2.87� National Fuel Gas 2.58� Fidelity National Information Services 2.43� Liberty Media Holding Corp. 2.42� Capital Series A Tyco International Ltd. 2.40� � COMMON STOCK & CONVERTIBLE SECURITIES (% of equity allocation) Sector Allocations Financials (includes REITs) 28.03% Information Technology 17.70� Industrials 16.28� Energy 13.14� Consumer Discretionary 8.87� Health Care 6.59� Consumer Staples 5.50� Utilities 2.95� Materials 0.94� FIXED INCOME (% of fixed income allocation) Asset Allocation: High Yield 30.02% Mortgage Backed** 29.50� Investment Grade 3.07� Emerging Market Debt 0.46� Non-Investment Grade 0.38� Investment Grade 0.08� Cash & Other Securities 36.95� � Quality Allocation: AAA 62.48% AA 2.79% A 1.98% BBB 2.13% BB 5.33% B 18.98% CCC 6.28% CC 0.00% C 0.00% D 0.02% Unrated 0.01% Cash 0.00% � High Yield Allocation: United States 28.30% Netherlands 0.54% Luxembourg 0.43% United Kingdom 0.34% Canada 0.30% Bermuda 0.04% France 0.04% Mexico 0.02% � Top Five Industries: Consumer Cyclical 8.23% Communications 4.88% Basic Industry 3.69% Consumer Non Cyclical 3.11% Capital Goods 2.40% � Average Life (years) 8.94� Average Credit Quality (S&P) A� Effective Duration (years) 5.56� *Portfolio holdings and weightings are historical and for informational purposes only. They are subject to change at any time. Portfolio Statistics � Inception Date: February 24, 2004 Inception Price: $20.00� � Leverage: 20.63% � Total Assets: $654.178 million Market Price: $19.24� NAV: $21.83� (Daily NAV is available on market quotation systems using the symbol XSCDX.) � Distribution Rate***: $0.1000 per share Frequency: Monthly (Declared quarterly, paid monthly) ***Pursuant to its Managed Distribution Policy, the Fund intends to make regular monthly distributions to shareholders of its common stock at a fixed rate per common share, which 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, the total of net investment income and net realized capital gain is less than the amount of the distribution, the difference will be distributed from the Fund's assets (and constitute a "return of capital"). The Board of Directors may terminate the Managed Distribution Policy at any time, including when certain events would make part of the return of capital taxable to shareholders. Any such termination could have an adverse effect on the market price for Fund's shares. 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 ClearBridge Advisors, LLC, Western Asset Management Company, and Western Asset Management Company Limited, affiliates of the adviser. For more information, call 1-888-777-0102, or consult the Fund�s web site at www.leggmason.com/InvestorServices.