LMP Capital and Income Fund Inc. Portfolio Composition as of March 31, 2013

LMP Capital and Income Fund Inc. (NYSE: SCD) announces its portfolio composition as of March 31, 2013.

Investment Objective: The Fund’s Investment objective is total return with an emphasis on income.

Portfolio Composition1:

Asset Allocation

Common Stocks

35.7%

Energy MLPs

24.8%

REITs

21.1%

Convertible Preferred Stocks

14.7%

Fixed-to-Floater Bonds

1.3%

Cash

2.5%

Equity Sector Allocation2

        
        
        
        
        
      
      
        
          Energy - MLPs
        
        
        
        
          24.8%
        
      
      
        
          Financials - REITs
        
        
        
        
          21.1%
        
      
      
        
          Utilities
        
        
        
        
          12.4%
        
      
      
        
          Financials - Other
        
        
        
        
          10.8%
        
      
      
        
          Industrials
        
        
        
        
          7.8%
        
      
      
        
          Telecommunication Services
        
        
        
        
          7.0%
        
      
      
        
          Health Care
        
        
        
        
          4.7%
        
      
      
        
          Information Technology
        
        
        
        
          2.9%
        
      
      
        
          Energy - Other
        
        
        
        
          1.7%
        
      
      
        
          Consumer Staples
        
        
        
        
          1.4%
        
      
      
        
          Bonds
        
        
        
        
          1.3%
        
      
      
        
          Consumer Discretionary
        
        
        
        
          1.1%
        
      
      
        
          Materials
        
        
        
        
          0.6%
        
      
      
        
          Cash
        
        
        
        
          2.5%
        
      
      
        
        
        
        
        
           
        
      
      
        
          

Top Holdings- MLPs2

        
        
        
        
        
      
      
        
          Energy Transfer Equity LP
        
        
        
        
          5.2%
        
      
      
        
          Enterprise Products Partners LP
        
        
        
        
          3.5%
        
      
      
        
          Genesis Energy LP
        
        
        
        
          1.8%
        
      
      
        
          DCP Midstream Partners LP
        
        
        
        
          1.7%
        
      
      
        
          Susser Petroleum Partners LP
        
        
        
        
          1.5%
        
      
      
        
        
        
        
        
           
        
      
      
        
          

Top Holdings- REITs2

        
        
        
        
        
      
      
        
          American Capital Agency Corp.
        
        
        
        
          2.1%
        
      
      
        
          Health Care Reit Inc.
        
        
        
        
          1.8%
        
      
      
        
          Hatteras Financial Corp.
        
        
        
        
          1.8%
        
      
      
        
          Annaly Capital Management Inc.
        
        
        
        
          1.5%
        
      
      
        
          Starwood Property Trust Inc.
        
        
        
        
          1.4%
        
      
      
        
        
        
        
        
           
        
      
      
        
          

Top Holdings-Equities2

        
        
        
        
        
      
      
        
          Vodafone Group PLC
        
        
        
        
          3.2%
        
      
      
        
          TAL International Group Inc.
        
        
        
        
          3.1%
        
      
      
        
          Great Plains Energy Inc.
        
        
        
        
          2.6%
        
      
      
        
          Medley Capital Corp.
        
        
        
        
          2.5%
        
      
      
        
          GlaxoSmithKline PLC
        
        
        
        
          2.5%
        
      
      
        
        
        
        
        
           
        
      
      
        
          

Portfolio Statistics:

Inception Date

February 24, 2004

Inception Price

$20.00

Total Assets3

$374,760,253

Net Assets

$297,301,961

Loans

        
        
        
        
          20.55%
        
      
      
        
          

Preferred Shares

        
        
        
        
          0.00%
        
      
      
        
          

Reverse Repos

        
        
        
        
          0.00%
        
      
      
        
        
        
        
        
           
        
      
      
        
          

Market Price

$15.61

NAV

$16.53

(Daily NAV is available on market quotation systems using the symbol XSCDX.)

Distribution Rate5

$0.2800 per share

Frequency

Quarterly

        
      
      
        
        
        
        
        
           
        
      
    
    
      
        
          1
        
        
           
        
        
           
        
        
          Portfolio holdings and weightings are historical and are presented 
          here for informational purposes only. They are subject to change at 
          any time. Negative allocations and allocations in excess of 100%, if 
          any, are primarily due to the Fund's unsettled trade activity.
        
      
      
        
          2
        
        
        
        
        
        
          Percentage based on the Equity sleeve of the portfolio.
        
      
      
        
          3
        
        
        
        
        
        
          The difference between total assets and net assets, if any, is due 
          primarily to the Fund’s use of borrowings; net assets do not include 
          borrowings. The Fund may employ leverage in the form of loans, 
          preferred stock, reverse repurchase agreements and/or other 
          instruments. When the Fund engages in transactions that have a 
          leveraging effect on the Fund’s portfolio, the value of the Fund 
          will be more volatile and all other risks will tend to be compounded.
        
      
      
        
          4
        
        
        
        
        
        
          Pursuant to its managed distribution policy, the Fund intends to 
          make regular quarterly 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 quarterly distribution, the 
          value of the Fund’s 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 will constitute a 
          "return of capital"). The Board of Directors may modify, terminate 
          or suspend the managed distribution policy at any time, including 
          when certain events would make part of any return of capital taxable 
          to shareholders. Any such modification termination or suspension 
          could have an adverse effect on the market price for the 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 Investments, LLC, Western Asset Management Company and Western Asset Management Company Limited, affiliates of the advisor.

An investment in the Fund involves risk, including loss of principal. Investment return and the value of shares will fluctuate. Fixed income securities are subject to credit risk, inflation risk, call risk, and interest rate risks. As interest rates rise, bond prices fall, reducing the value of the Fund's share price.

Data and commentary provided in this press release are for informational purposes only. Legg Mason and its affiliates do not engage in selling shares of the Fund.

For more information, please call Fund Investor Relations at 888-777-0102, or consult the Fund’s web site at http://www.lmcef.com.

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