# EDGAR Filing Document

**Accession Number:** 0001270131
**File Stem:** 0000940400-26-014704
**Filing Date:** 2026-4
**Character Count:** 140853
**Document Hash:** 599386ae815ca60cb95acb8a1b9c45ed
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-014704.hdr.sgml**: 20260424

**ACCESSION NUMBER**: 0000940400-26-014704

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260227

**FILED AS OF DATE**: 20260424

**DATE AS OF CHANGE**: 20260424

**PERIOD START**: 20261130

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** LMP CAPITAL & INCOME FUND INC.
- **CENTRAL INDEX KEY:** 0001270131

**ORGANIZATION NAME:**
- **EIN:** 470936930
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1130

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21467
- **FILM NUMBER:** 26892843

**BUSINESS ADDRESS:**
- **STREET 1:** C/O LEGG MASON & CO. LLC
- **STREET 2:** 620 EIGHTH AVE., 47TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10018
- **BUSINESS PHONE:** 888-777-0102

**MAIL ADDRESS:**
- **STREET 1:** C/O LEGG MASON & CO. LLC
- **STREET 2:** 620 EIGHTH AVE., 47TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10018

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SALOMON BROTHERS CAPITAL & INCOME FUND INC
- **DATE OF NAME CHANGE:** 20031219

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SALOMON BROTHERS EQUITY & INCOME FUND INC
- **DATE OF NAME CHANGE:** 20031113

## Nport-Ex

Schedule of Investments (unaudited)

February 28, 2026

***If you need assistance accessing this content, please reach out to your sales representative or send an email to*** <u>accessibility@franklintempleton.com.</u>

 **LMP Capital and Income Fund Inc.**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>(Percentages shown based on Fund net assets)

---

| | | |
|:---|:---|:---|
| Security | Shares | Value |
| **Common Stocks — 101.7%** | **Common Stocks — 101.7%** | **Common Stocks — 101.7%** |
| **Communication Services — 6.0%** | **Communication Services — 6.0%** | **Communication Services — 6.0%** |
| *Interactive Media & Services — 4.1%* | *Interactive Media & Services — 4.1%* | *Interactive Media & Services — 4.1%* |
| &nbsp;&nbsp;&nbsp; Alphabet Inc., Class A Shares | &nbsp;&nbsp; 33277 | &nbsp;&nbsp;&nbsp; $10374438<br> <sup>(a)</sup><br>|
| &nbsp;&nbsp;&nbsp; Meta Platforms Inc., Class A Shares | &nbsp;&nbsp; 8823 | &nbsp;&nbsp;&nbsp; 5718892<br>|
| *Total Interactive Media & Services* | *Total Interactive Media & Services* | &nbsp;&nbsp; *16093330* |
| *Wireless Telecommunication Services — 1.9%* | *Wireless Telecommunication Services — 1.9%* | *Wireless Telecommunication Services — 1.9%* |
| &nbsp;&nbsp;&nbsp; T-Mobile US Inc. | &nbsp;&nbsp; 34307 | &nbsp;&nbsp;&nbsp;&nbsp; *7447706*<br> <sup>(a)</sup><br>|
| **Total Communication Services** | **Total Communication Services** | &nbsp;&nbsp; **23541036** |
| **Consumer Discretionary — 2.7%** | **Consumer Discretionary — 2.7%** | **Consumer Discretionary — 2.7%** |
| *Household Durables — 1.8%* | *Household Durables — 1.8%* | *Household Durables — 1.8%* |
| &nbsp;&nbsp;&nbsp; Lennar Corp., Class A Shares | &nbsp;&nbsp; 60083 | &nbsp;&nbsp;&nbsp;&nbsp; *6871092*<br> <sup>(a)</sup><br>|
| *Specialty Retail — 0.9%* | *Specialty Retail — 0.9%* | *Specialty Retail — 0.9%* |
| &nbsp;&nbsp;&nbsp; Home Depot Inc. | &nbsp;&nbsp; 9477 | &nbsp;&nbsp;&nbsp; *3608083*<br>|
| **Total Consumer Discretionary** | **Total Consumer Discretionary** | &nbsp;&nbsp; **10479175** |
| **Consumer Staples — 8.8%** | **Consumer Staples — 8.8%** | **Consumer Staples — 8.8%** |
| *Beverages — 1.4%* | *Beverages — 1.4%* | *Beverages — 1.4%* |
| &nbsp;&nbsp;&nbsp; Coca-Cola Co. | &nbsp;&nbsp; 65027 | &nbsp;&nbsp;&nbsp;&nbsp; *5303602*<br> <sup>(a)</sup><br>|
| *Consumer Staples Distribution & Retail — 1.7%* | *Consumer Staples Distribution & Retail — 1.7%* | *Consumer Staples Distribution & Retail — 1.7%* |
| &nbsp;&nbsp;&nbsp; Walmart Inc. | &nbsp;&nbsp; 52056 | &nbsp;&nbsp;&nbsp;&nbsp; *6660565*<br> <sup>(a)</sup><br>|
| *Food Products — 1.8%* | *Food Products — 1.8%* | *Food Products — 1.8%* |
| &nbsp;&nbsp;&nbsp; McCormick & Co. Inc., Non Voting Shares | &nbsp;&nbsp; 101913 | &nbsp;&nbsp;&nbsp;&nbsp; *7239900*<br> <sup>(a)</sup><br>|
| *Household Products — 3.9%* | *Household Products — 3.9%* | *Household Products — 3.9%* |
| &nbsp;&nbsp;&nbsp; Colgate-Palmolive Co. | &nbsp;&nbsp; 78162 | &nbsp;&nbsp;&nbsp; 7748980<br> <sup>(a)</sup><br>|
| &nbsp;&nbsp;&nbsp; Procter & Gamble Co. | &nbsp;&nbsp; 46609 | &nbsp;&nbsp;&nbsp; 7793025<br> <sup>(a)</sup><br>|
| *Total Household Products* | *Total Household Products* | &nbsp;&nbsp; *15542005* |
| **Total Consumer Staples** | **Total Consumer Staples** | &nbsp;&nbsp; **34746072** |
| **Energy — 16.8%** | **Energy — 16.8%** | **Energy — 16.8%** |
| *Oil, Gas & Consumable Fuels — 16.8%* | *Oil, Gas & Consumable Fuels — 16.8%* | *Oil, Gas & Consumable Fuels — 16.8%* |
| &nbsp;&nbsp;&nbsp; Cheniere Energy Inc. | &nbsp;&nbsp; 11449 | &nbsp;&nbsp;&nbsp; 2698873<br>|
| &nbsp;&nbsp;&nbsp; Enbridge Inc. | &nbsp;&nbsp; 155729 | &nbsp;&nbsp;&nbsp; 8275439<br> <sup>(a)</sup><br>|
| &nbsp;&nbsp;&nbsp; Kinder Morgan Inc. | &nbsp;&nbsp; 385564 | &nbsp;&nbsp;&nbsp; 12827714<br> <sup>(a)</sup><br>|
| &nbsp;&nbsp;&nbsp; ONEOK Inc. | &nbsp;&nbsp; 99978 | &nbsp;&nbsp;&nbsp; 8275179<br> <sup>(a)</sup><br>|
| &nbsp;&nbsp;&nbsp; Sunococorp LLC | &nbsp;&nbsp; 81658 | &nbsp;&nbsp;&nbsp; 4890498<br> <sup>(a)</sup><br>|
| &nbsp;&nbsp;&nbsp; Targa Resources Corp. | &nbsp;&nbsp; 20358 | &nbsp;&nbsp;&nbsp; 4800416<br> <sup>(a)</sup><br>|
| &nbsp;&nbsp;&nbsp; TC Energy Corp. | &nbsp;&nbsp; 99626 | &nbsp;&nbsp;&nbsp; 6412926<br> <sup>(a)</sup><br>|
| &nbsp;&nbsp;&nbsp; Williams Cos. Inc. | &nbsp;&nbsp; 245011 | &nbsp;&nbsp;&nbsp; 18307222<br> <sup>(a)</sup><br>|
| **Total Energy** | **Total Energy** | &nbsp;&nbsp; **66488267** |
| **Financials — 9.5%** | **Financials — 9.5%** | **Financials — 9.5%** |
| *Banks — 5.3%* | *Banks — 5.3%* | *Banks — 5.3%* |
| &nbsp;&nbsp;&nbsp; Bank of America Corp. | &nbsp;&nbsp; 129907 | &nbsp;&nbsp;&nbsp; 6473266<br> <sup>(a)</sup><br>|
| &nbsp;&nbsp;&nbsp; Citigroup Inc. | &nbsp;&nbsp; 52984 | &nbsp;&nbsp;&nbsp; 5838307<br> <sup>(a)</sup><br>|
| &nbsp;&nbsp;&nbsp; JPMorgan Chase & Co. | &nbsp;&nbsp; 28805 | &nbsp;&nbsp;&nbsp; 8650141<br> <sup>(a)</sup><br>|
| *Total Banks* | *Total Banks* | &nbsp;&nbsp; *20961714* |
| *Capital Markets — 3.1%* | *Capital Markets — 3.1%* | *Capital Markets — 3.1%* |
| &nbsp;&nbsp;&nbsp; Ares Management Corp., Class A Shares | &nbsp;&nbsp; 21222 | &nbsp;&nbsp;&nbsp; 2377076<br>|
| &nbsp;&nbsp;&nbsp; Blackstone Inc. | &nbsp;&nbsp; 20626 | &nbsp;&nbsp;&nbsp; 2338370<br> <sup>(a)</sup><br>|
| &nbsp;&nbsp;&nbsp; Charles Schwab Corp. | &nbsp;&nbsp; 25336 | &nbsp;&nbsp;&nbsp; 2411987<br> <sup>(a)</sup><br>|

---

See Notes to Schedule of Investments.

------

LMP Capital and Income Fund Inc. 2026 Quarterly Report

------

Schedule of Investments (unaudited) (cont'd)

February 28, 2026

 **LMP Capital and Income Fund Inc.**

(Percentages shown based on Fund net assets)

---

| | | |
|:---|:---|:---|
| Security | Shares | Value |
| *Capital Markets — continued* | *Capital Markets — continued* | *Capital Markets — continued* |
| &nbsp;&nbsp;&nbsp; Goldman Sachs Group Inc. | &nbsp;&nbsp; 2665 | &nbsp;&nbsp;&nbsp; $2290754<br> <sup>(a)</sup><br>|
| &nbsp;&nbsp;&nbsp; Intercontinental Exchange Inc. | &nbsp;&nbsp; 16066 | &nbsp;&nbsp;&nbsp; 2636913<br> <sup>(a)</sup><br>|
| *Total Capital Markets* | *Total Capital Markets* | &nbsp;&nbsp; *12055100* |
| *Insurance — 1.1%* | *Insurance — 1.1%* | *Insurance — 1.1%* |
| &nbsp;&nbsp;&nbsp; MetLife Inc. | &nbsp;&nbsp; 61852 | &nbsp;&nbsp;&nbsp;&nbsp; *4457674*<br> <sup>(a)</sup><br>|
| **Total Financials** | **Total Financials** | &nbsp;&nbsp; **37474488** |
| **Health Care — 11.7%** | **Health Care — 11.7%** | **Health Care — 11.7%** |
| *Biotechnology — 1.9%* | *Biotechnology — 1.9%* | *Biotechnology — 1.9%* |
| &nbsp;&nbsp;&nbsp; AbbVie Inc. | &nbsp;&nbsp; 19251 | &nbsp;&nbsp;&nbsp; 4467772<br> <sup>(a)</sup><br>|
| &nbsp;&nbsp;&nbsp; Amgen Inc. | &nbsp;&nbsp; 7298 | &nbsp;&nbsp;&nbsp; 2832792<br>|
| *Total Biotechnology* | *Total Biotechnology* | &nbsp;&nbsp; *7300564* |
| *Health Care Equipment & Supplies — 1.5%* | *Health Care Equipment & Supplies — 1.5%* | *Health Care Equipment & Supplies — 1.5%* |
| &nbsp;&nbsp;&nbsp; Abbott Laboratories | &nbsp;&nbsp; 51008 | &nbsp;&nbsp;&nbsp; *5934781*<br>|
| *Health Care Providers & Services — 2.0%* | *Health Care Providers & Services — 2.0%* | *Health Care Providers & Services — 2.0%* |
| &nbsp;&nbsp;&nbsp; McKesson Corp. | &nbsp;&nbsp; 8183 | &nbsp;&nbsp;&nbsp; *8079648*<br>|
| *Pharmaceuticals — 6.3%* | *Pharmaceuticals — 6.3%* | *Pharmaceuticals — 6.3%* |
| &nbsp;&nbsp;&nbsp; Eli Lilly & Co. | &nbsp;&nbsp; 2888 | &nbsp;&nbsp;&nbsp; 3038147<br>|
| &nbsp;&nbsp;&nbsp; Johnson & Johnson | &nbsp;&nbsp; 24204 | &nbsp;&nbsp;&nbsp; 6013000<br> <sup>(a)</sup><br>|
| &nbsp;&nbsp;&nbsp; Merck & Co. Inc. | &nbsp;&nbsp; 56499 | &nbsp;&nbsp;&nbsp; 6995706<br> <sup>(a)</sup><br>|
| &nbsp;&nbsp;&nbsp; Roche Holding AG, ADR | &nbsp;&nbsp; 150289 | &nbsp;&nbsp;&nbsp; 8949710<br>|
| *Total Pharmaceuticals* | *Total Pharmaceuticals* | &nbsp;&nbsp; *24996563* |
| **Total Health Care** | **Total Health Care** | &nbsp;&nbsp; **46311556** |
| **Industrials — 13.3%** | **Industrials — 13.3%** | **Industrials — 13.3%** |
| *Aerospace & Defense — 6.3%* | *Aerospace & Defense — 6.3%* | *Aerospace & Defense — 6.3%* |
| &nbsp;&nbsp;&nbsp; L3Harris Technologies Inc. | &nbsp;&nbsp; 28076 | &nbsp;&nbsp;&nbsp; 10234825<br> <sup>(a)</sup><br>|
| &nbsp;&nbsp;&nbsp; Lockheed Martin Corp. | &nbsp;&nbsp; 8455 | &nbsp;&nbsp;&nbsp; 5564066<br> <sup>(a)</sup><br>|
| &nbsp;&nbsp;&nbsp; Northrop Grumman Corp. | &nbsp;&nbsp; 12461 | &nbsp;&nbsp;&nbsp; 9026499<br>|
| *Total Aerospace & Defense* | *Total Aerospace & Defense* | &nbsp;&nbsp; *24825390* |
| *Electrical Equipment — 3.7%* | *Electrical Equipment — 3.7%* | *Electrical Equipment — 3.7%* |
| &nbsp;&nbsp;&nbsp; Eaton Corp. PLC | &nbsp;&nbsp; 19044 | &nbsp;&nbsp;&nbsp; 7159020<br> <sup>(a)</sup><br>|
| &nbsp;&nbsp;&nbsp; Emerson Electric Co. | &nbsp;&nbsp; 49222 | &nbsp;&nbsp;&nbsp; 7420217<br> <sup>(a)</sup><br>|
| *Total Electrical Equipment* | *Total Electrical Equipment* | &nbsp;&nbsp; *14579237* |
| *Ground Transportation — 3.3%* | *Ground Transportation — 3.3%* | *Ground Transportation — 3.3%* |
| &nbsp;&nbsp;&nbsp; Union Pacific Corp. | &nbsp;&nbsp; 49711 | &nbsp;&nbsp;&nbsp;&nbsp; *13172421*<br> <sup>(a)</sup><br>|
| **Total Industrials** | **Total Industrials** | &nbsp;&nbsp; **52577048** |
| **Information Technology — 14.4%** | **Information Technology — 14.4%** | **Information Technology — 14.4%** |
| *Electronic Equipment, Instruments & Components — 1.6%* | *Electronic Equipment, Instruments & Components — 1.6%* | *Electronic Equipment, Instruments & Components — 1.6%* |
| &nbsp;&nbsp;&nbsp; Amphenol Corp., Class A Shares | &nbsp;&nbsp; 44346 | &nbsp;&nbsp;&nbsp;&nbsp; *6477177*<br> <sup>(a)</sup><br>|
| *Semiconductors & Semiconductor Equipment — 6.3%* | *Semiconductors & Semiconductor Equipment — 6.3%* | *Semiconductors & Semiconductor Equipment — 6.3%* |
| &nbsp;&nbsp;&nbsp; ASML Holding NV, Registered Shares | &nbsp;&nbsp; 3807 | &nbsp;&nbsp;&nbsp; 5522282<br> <sup>(a)</sup><br>|
| &nbsp;&nbsp;&nbsp; Broadcom Inc. | &nbsp;&nbsp; 18568 | &nbsp;&nbsp;&nbsp; 5933404<br> <sup>(a)</sup><br>|
| &nbsp;&nbsp;&nbsp; Marvell Technology Inc. | &nbsp;&nbsp; 88960 | &nbsp;&nbsp;&nbsp; 7267143<br> <sup>(a)</sup><br>|
| &nbsp;&nbsp;&nbsp; QUALCOMM Inc. | &nbsp;&nbsp; 41722 | &nbsp;&nbsp;&nbsp; 5939544<br> <sup>(a)</sup><br>|
| *Total Semiconductors & Semiconductor Equipment* | *Total Semiconductors & Semiconductor Equipment* | &nbsp;&nbsp; *24662373* |
| *Software — 3.4%* | *Software — 3.4%* | *Software — 3.4%* |
| &nbsp;&nbsp;&nbsp; Microsoft Corp. | &nbsp;&nbsp; 25590 | &nbsp;&nbsp;&nbsp; 10050216<br> <sup>(a)</sup><br>|

---

See Notes to Schedule of Investments.

------

LMP Capital and Income Fund Inc. 2026 Quarterly Report

------

 **LMP Capital and Income Fund Inc.**

(Percentages shown based on Fund net assets)

---

| | | |
|:---|:---|:---|
| Security | Shares | Value |
| *Software — continued* | *Software — continued* | *Software — continued* |
| &nbsp;&nbsp;&nbsp; Oracle Corp. | &nbsp;&nbsp; 24380 | &nbsp;&nbsp;&nbsp; $3544852<br> <sup>(a)</sup><br>|
| *Total Software* | *Total Software* | &nbsp;&nbsp; *13595068* |
| *Technology Hardware, Storage & Peripherals — 3.1%* | *Technology Hardware, Storage & Peripherals — 3.1%* | *Technology Hardware, Storage & Peripherals — 3.1%* |
| &nbsp;&nbsp;&nbsp; Apple Inc. | &nbsp;&nbsp; 46244 | &nbsp;&nbsp;&nbsp;&nbsp; *12216740*<br> <sup>(a)</sup><br>|
| **Total Information Technology** | **Total Information Technology** | &nbsp;&nbsp; **56951358** |
| **Materials — 2.8%** | **Materials — 2.8%** | **Materials — 2.8%** |
| *Chemicals — 0.9%* | *Chemicals — 0.9%* | *Chemicals — 0.9%* |
| &nbsp;&nbsp;&nbsp; Sherwin-Williams Co. | &nbsp;&nbsp; 9957 | &nbsp;&nbsp;&nbsp; *3610309*<br>|
| *Metals & Mining — 1.9%* | *Metals & Mining — 1.9%* | *Metals & Mining — 1.9%* |
| &nbsp;&nbsp;&nbsp; Freeport-McMoRan Inc. | &nbsp;&nbsp; 111035 | &nbsp;&nbsp;&nbsp;&nbsp; *7559263*<br> <sup>(a)</sup><br>|
| **Total Materials** | **Total Materials** | &nbsp;&nbsp; **11169572** |
| **Real Estate — 8.6%** | **Real Estate — 8.6%** | **Real Estate — 8.6%** |
| *Industrial REITs — 1.6%* | *Industrial REITs — 1.6%* | *Industrial REITs — 1.6%* |
| &nbsp;&nbsp;&nbsp; Prologis Inc. | &nbsp;&nbsp; 45390 | &nbsp;&nbsp;&nbsp;&nbsp; *6471252*<br> <sup>(a)</sup><br>|
| *Residential REITs — 1.8%* | *Residential REITs — 1.8%* | *Residential REITs — 1.8%* |
| &nbsp;&nbsp;&nbsp; Equity LifeStyle Properties Inc. | &nbsp;&nbsp; 107616 | &nbsp;&nbsp;&nbsp;&nbsp; *7227491*<br> <sup>(a)</sup><br>|
| *Specialized REITs — 5.2%* | *Specialized REITs — 5.2%* | *Specialized REITs — 5.2%* |
| &nbsp;&nbsp;&nbsp; American Tower Corp. | &nbsp;&nbsp; 26799 | &nbsp;&nbsp;&nbsp; 5141656<br> <sup>(a)</sup><br>|
| &nbsp;&nbsp;&nbsp; Digital Realty Trust Inc. | &nbsp;&nbsp; 27979 | &nbsp;&nbsp;&nbsp; 4957879<br> <sup>(a)</sup><br>|
| &nbsp;&nbsp;&nbsp; Equinix Inc. | &nbsp;&nbsp; 2766 | &nbsp;&nbsp;&nbsp; 2694803<br> <sup>(a)</sup><br>|
| &nbsp;&nbsp;&nbsp; Public Storage | &nbsp;&nbsp; 7749 | &nbsp;&nbsp;&nbsp; 2379408<br>|
| &nbsp;&nbsp;&nbsp; VICI Properties Inc. | &nbsp;&nbsp; 170000 | &nbsp;&nbsp;&nbsp; 5135700<br> <sup>(a)</sup><br>|
| *Total Specialized REITs* | *Total Specialized REITs* | &nbsp;&nbsp; *20309446* |
| **Total Real Estate** | **Total Real Estate** | &nbsp;&nbsp; **34008189** |
| **Utilities — 7.1%** | **Utilities — 7.1%** | **Utilities — 7.1%** |
| *Electric Utilities — 2.9%* | *Electric Utilities — 2.9%* | *Electric Utilities — 2.9%* |
| &nbsp;&nbsp;&nbsp; NextEra Energy Inc. | &nbsp;&nbsp; 123477 | &nbsp;&nbsp;&nbsp;&nbsp; *11578438*<br> <sup>(a)</sup><br>|
| *Gas Utilities — 1.6%* | *Gas Utilities — 1.6%* | *Gas Utilities — 1.6%* |
| &nbsp;&nbsp;&nbsp; Atmos Energy Corp. | &nbsp;&nbsp; 34761 | &nbsp;&nbsp;&nbsp; *6493007*<br>|
| *Multi-Utilities — 2.6%* | *Multi-Utilities — 2.6%* | *Multi-Utilities — 2.6%* |
| &nbsp;&nbsp;&nbsp; DTE Energy Co. | &nbsp;&nbsp; 68495 | &nbsp;&nbsp;&nbsp; *10153699*<br>|
| **Total Utilities** | **Total Utilities** | &nbsp;&nbsp; **28225144** |
| **Total Common Stocks (Cost — $303,658,124)** | **Total Common Stocks (Cost — $303,658,124)** | &nbsp;&nbsp; **401971905** |
|  | Shares/Units |  |
| **Master Limited Partnerships — 12.0%** | **Master Limited Partnerships — 12.0%** | **Master Limited Partnerships — 12.0%** |
| *Diversified Energy Infrastructure — 7.2%* | *Diversified Energy Infrastructure — 7.2%* | *Diversified Energy Infrastructure — 7.2%* |
| &nbsp;&nbsp;&nbsp; Energy Transfer LP | &nbsp;&nbsp; 467937 | &nbsp;&nbsp;&nbsp; 8815933<br> <sup>(a)</sup><br>|
| &nbsp;&nbsp;&nbsp; Enterprise Products Partners LP | &nbsp;&nbsp; 282076 | &nbsp;&nbsp;&nbsp; 10194226<br> <sup>(a)</sup><br>|
| &nbsp;&nbsp;&nbsp; Plains GP Holdings LP, Class A Shares | &nbsp;&nbsp; 424466 | &nbsp;&nbsp;&nbsp; 9,567,464<br> \*<sup>(a)</sup><br>|
| *Total Diversified Energy Infrastructure* | *Total Diversified Energy Infrastructure* | &nbsp;&nbsp; *28577623* |
| *Gathering/Processing — 0.6%* | *Gathering/Processing — 0.6%* | *Gathering/Processing — 0.6%* |
| &nbsp;&nbsp;&nbsp; Western Midstream Partners LP | &nbsp;&nbsp; 56000 | &nbsp;&nbsp;&nbsp;&nbsp; *2329040*<br> <sup>(a)</sup><br>|
| *Oil/Refined Products — 2.2%* | *Oil/Refined Products — 2.2%* | *Oil/Refined Products — 2.2%* |
| &nbsp;&nbsp;&nbsp; CrossAmerica Partners LP | &nbsp;&nbsp; 135864 | &nbsp;&nbsp;&nbsp; 2741736<br> <sup>(a)</sup><br>|
| &nbsp;&nbsp;&nbsp; MPLX LP | &nbsp;&nbsp; 99696 | &nbsp;&nbsp;&nbsp; 5876082<br> <sup>(a)</sup><br>|
| *Total Oil/Refined Products* | *Total Oil/Refined Products* | &nbsp;&nbsp; *8617818* |

---

See Notes to Schedule of Investments.

------

LMP Capital and Income Fund Inc. 2026 Quarterly Report

------

Schedule of Investments (unaudited) (cont'd)

February 28, 2026

 **LMP Capital and Income Fund Inc.**

(Percentages shown based on Fund net assets)

---

| | | | | |
|:---|:---|:---|:---|:---|
| Security |  |  | Shares/Units | Value |
| *Petrochemicals — 2.0%* | *Petrochemicals — 2.0%* | *Petrochemicals — 2.0%* | *Petrochemicals — 2.0%* | *Petrochemicals — 2.0%* |
| &nbsp;&nbsp;&nbsp; Westlake Chemical Partners LP | &nbsp;&nbsp;&nbsp; Westlake Chemical Partners LP | &nbsp;&nbsp;&nbsp; Westlake Chemical Partners LP | &nbsp;&nbsp; 348827 | &nbsp;&nbsp;&nbsp; $*7681171*<br> <sup>(a)</sup><br>|
| **Total Master Limited Partnerships (Cost — $18,920,069)** | **Total Master Limited Partnerships (Cost — $18,920,069)** | **Total Master Limited Partnerships (Cost — $18,920,069)** | **Total Master Limited Partnerships (Cost — $18,920,069)** | &nbsp;&nbsp; **47205652** |
|  | Rate | Maturity <br>Date<br>| Face <br>Amount<br>|  |
| **Corporate Bonds & Notes — 4.4%** | **Corporate Bonds & Notes — 4.4%** | **Corporate Bonds & Notes — 4.4%** | **Corporate Bonds & Notes — 4.4%** | **Corporate Bonds & Notes — 4.4%** |
| **Communication Services — 0.7%** | **Communication Services — 0.7%** | **Communication Services — 0.7%** | **Communication Services — 0.7%** | **Communication Services — 0.7%** |
| *Entertainment — 0.3%* | *Entertainment — 0.3%* | *Entertainment — 0.3%* | *Entertainment — 0.3%* | *Entertainment — 0.3%* |
| &nbsp;&nbsp;&nbsp; Discovery Global Holdings Inc., Senior Notes | &nbsp;&nbsp; 4.279% | &nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp; $20000 | &nbsp;&nbsp;&nbsp; 18400<br>|
| &nbsp;&nbsp;&nbsp; Discovery Global Holdings Inc., Senior Notes | &nbsp;&nbsp; 5.050% | &nbsp;&nbsp; 3/15/42 | &nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp; 14100<br>|
| &nbsp;&nbsp;&nbsp; Flutter Treasury DAC, Senior Secured Notes | &nbsp;&nbsp; 5.875% | &nbsp;&nbsp; 6/4/31 | &nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 199556<br> <sup>(b)</sup><br>|
| &nbsp;&nbsp;&nbsp; Netflix Inc., Senior Notes | &nbsp;&nbsp; 5.375% | &nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp; 417454<br> <sup>(b)</sup><br>|
| &nbsp;&nbsp;&nbsp; Walt Disney Co., Senior Notes | &nbsp;&nbsp; 2.000% | &nbsp;&nbsp; 9/1/29 | &nbsp;&nbsp; 600000 | &nbsp;&nbsp;&nbsp; 566116<br>|
| *Total Entertainment* | *Total Entertainment* | *Total Entertainment* | *Total Entertainment* | &nbsp;&nbsp; *1215626* |
| *Media — 0.2%* | *Media — 0.2%* | *Media — 0.2%* | *Media — 0.2%* | *Media — 0.2%* |
| &nbsp;&nbsp;&nbsp; AMC Networks Inc., Senior Secured Notes | &nbsp;&nbsp; 10.250% | &nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp; 30000 | &nbsp;&nbsp;&nbsp; 32190<br> <sup>(b)</sup><br>|
| &nbsp;&nbsp;&nbsp; CCO Holdings LLC/CCO Holdings Capital Corp., Senior Notes | &nbsp;&nbsp; 7.375% | &nbsp;&nbsp; 2/1/36 | &nbsp;&nbsp; 240000 | &nbsp;&nbsp;&nbsp; 243754<br> <sup>(b)</sup><br>|
| &nbsp;&nbsp;&nbsp; Comcast Corp., Senior Notes | &nbsp;&nbsp; 4.250% | &nbsp;&nbsp; 10/15/30 | &nbsp;&nbsp; 550000 | &nbsp;&nbsp;&nbsp; 554983<br>|
| &nbsp;&nbsp;&nbsp; Fox Corp., Senior Notes | &nbsp;&nbsp; 6.500% | &nbsp;&nbsp; 10/13/33 | &nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp; 21958<br>|
| &nbsp;&nbsp;&nbsp; Versant Media Group Inc., Senior Secured Notes | &nbsp;&nbsp; 7.250% | &nbsp;&nbsp; 1/30/31 | &nbsp;&nbsp; 30000 | &nbsp;&nbsp;&nbsp; 30721<br> <sup>(b)</sup><br>|
| *Total Media* | *Total Media* | *Total Media* | *Total Media* | &nbsp;&nbsp; *883606* |
| *Wireless Telecommunication Services — 0.2%* | *Wireless Telecommunication Services — 0.2%* | *Wireless Telecommunication Services — 0.2%* | *Wireless Telecommunication Services — 0.2%* | *Wireless Telecommunication Services — 0.2%* |
| &nbsp;&nbsp;&nbsp; T-Mobile USA Inc., Senior Notes | &nbsp;&nbsp; 3.875% | &nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp; *496250*<br>|
| **Total Communication Services** | **Total Communication Services** | **Total Communication Services** | **Total Communication Services** | &nbsp;&nbsp; **2595482** |
| **Consumer Discretionary — 0.5%** | **Consumer Discretionary — 0.5%** | **Consumer Discretionary — 0.5%** | **Consumer Discretionary — 0.5%** | **Consumer Discretionary — 0.5%** |
| *Automobile Components — 0.0%††* | *Automobile Components — 0.0%††* | *Automobile Components — 0.0%††* | *Automobile Components — 0.0%††* | *Automobile Components — 0.0%††* |
| &nbsp;&nbsp;&nbsp; American Axle & Manufacturing Inc., Senior Secured Notes | &nbsp;&nbsp; 6.375% | &nbsp;&nbsp; 10/15/32 | &nbsp;&nbsp; 40000 | &nbsp;&nbsp;&nbsp; 40735<br> <sup>(b)</sup><br>|
| &nbsp;&nbsp;&nbsp; ZF North America Capital Inc., Senior Notes | &nbsp;&nbsp; 6.750% | &nbsp;&nbsp; 4/23/30 | &nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp; 151625<br> <sup>(b)</sup><br>|
| *Total Automobile Components* | *Total Automobile Components* | *Total Automobile Components* | *Total Automobile Components* | &nbsp;&nbsp; *192360* |
| *Automobiles — 0.1%* | *Automobiles — 0.1%* | *Automobiles — 0.1%* | *Automobiles — 0.1%* | *Automobiles — 0.1%* |
| &nbsp;&nbsp;&nbsp; Ford Motor Co., Senior Notes | &nbsp;&nbsp; 3.250% | &nbsp;&nbsp; 2/12/32 | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp; 45026<br>|
| &nbsp;&nbsp;&nbsp; General Motors Financial Co. Inc., Senior Notes | &nbsp;&nbsp; 4.350% | &nbsp;&nbsp; 1/17/27 | &nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp; 250447<br>|
| *Total Automobiles* | *Total Automobiles* | *Total Automobiles* | *Total Automobiles* | &nbsp;&nbsp; *295473* |
| *Broadline Retail — 0.1%* | *Broadline Retail — 0.1%* | *Broadline Retail — 0.1%* | *Broadline Retail — 0.1%* | *Broadline Retail — 0.1%* |
| &nbsp;&nbsp;&nbsp; Amazon.com Inc., Senior Notes | &nbsp;&nbsp; 2.100% | &nbsp;&nbsp; 5/12/31 | &nbsp;&nbsp; 550000 | &nbsp;&nbsp;&nbsp; *501077*<br>|
| *Hotels, Restaurants & Leisure — 0.2%* | *Hotels, Restaurants & Leisure — 0.2%* | *Hotels, Restaurants & Leisure — 0.2%* | *Hotels, Restaurants & Leisure — 0.2%* | *Hotels, Restaurants & Leisure — 0.2%* |
| &nbsp;&nbsp;&nbsp; Brightstar Lottery PLC/Brightstar Global Solutions Corp., Senior Secured Notes | &nbsp;&nbsp; 5.750% | &nbsp;&nbsp; 1/15/33 | &nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp; 19888<br> <sup>(b)</sup><br>|
| &nbsp;&nbsp;&nbsp; Carnival Corp., Senior Notes | &nbsp;&nbsp; 5.125% | &nbsp;&nbsp; 5/1/29 | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp; 50741<br> <sup>(b)</sup><br>|
| &nbsp;&nbsp;&nbsp; Carnival Corp., Senior Notes | &nbsp;&nbsp; 6.125% | &nbsp;&nbsp; 2/15/33 | &nbsp;&nbsp; 210000 | &nbsp;&nbsp;&nbsp; 217532<br> <sup>(b)</sup><br>|
| &nbsp;&nbsp;&nbsp; Las Vegas Sands Corp., Senior Notes | &nbsp;&nbsp; 5.625% | &nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp; 10247<br>|
| &nbsp;&nbsp;&nbsp; Las Vegas Sands Corp., Senior Notes | &nbsp;&nbsp; 6.000% | &nbsp;&nbsp; 6/14/30 | &nbsp;&nbsp; 290000 | &nbsp;&nbsp;&nbsp; 304628<br>|
| &nbsp;&nbsp;&nbsp; Viking Cruises Ltd., Senior Notes | &nbsp;&nbsp; 5.875% | &nbsp;&nbsp; 10/15/33 | &nbsp;&nbsp; 140000 | &nbsp;&nbsp;&nbsp; 142904<br> <sup>(b)</sup><br>|
| *Total Hotels, Restaurants & Leisure* | *Total Hotels, Restaurants & Leisure* | *Total Hotels, Restaurants & Leisure* | *Total Hotels, Restaurants & Leisure* | &nbsp;&nbsp; *745940* |
| *Specialty Retail — 0.1%* | *Specialty Retail — 0.1%* | *Specialty Retail — 0.1%* | *Specialty Retail — 0.1%* | *Specialty Retail — 0.1%* |
| &nbsp;&nbsp;&nbsp; Home Depot Inc., Senior Notes | &nbsp;&nbsp; 2.700% | &nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp; *286619*<br>|
| **Total Consumer Discretionary** | **Total Consumer Discretionary** | **Total Consumer Discretionary** | **Total Consumer Discretionary** | &nbsp;&nbsp; **2021469** |

---

See Notes to Schedule of Investments.

------

LMP Capital and Income Fund Inc. 2026 Quarterly Report

------

 **LMP Capital and Income Fund Inc.**

(Percentages shown based on Fund net assets)

---

| | | | | |
|:---|:---|:---|:---|:---|
| Security | Rate | Maturity<br> Date<br>| Face<br> Amount<br>| Value |
| **Consumer Staples — 0.1%** | **Consumer Staples — 0.1%** | **Consumer Staples — 0.1%** | **Consumer Staples — 0.1%** | **Consumer Staples — 0.1%** |
| *Personal Care Products — 0.1%* | *Personal Care Products — 0.1%* | *Personal Care Products — 0.1%* | *Personal Care Products — 0.1%* | *Personal Care Products — 0.1%* |
| &nbsp;&nbsp;&nbsp; Kenvue Inc., Senior Notes | &nbsp;&nbsp; 4.900% | &nbsp;&nbsp; 3/22/33 | &nbsp;&nbsp; $400000 | &nbsp;&nbsp;&nbsp; **$413312**<br>|
| **Financials — 1.4%** | **Financials — 1.4%** | **Financials — 1.4%** | **Financials — 1.4%** | **Financials — 1.4%** |
| *Banks — 0.8%* | *Banks — 0.8%* | *Banks — 0.8%* | *Banks — 0.8%* | *Banks — 0.8%* |
| &nbsp;&nbsp;&nbsp; Bank of America Corp., Senior Notes (5.015% to 7/22/32 then SOFR + 2.160%) | &nbsp;&nbsp; 5.015% | &nbsp;&nbsp; 7/22/33 | &nbsp;&nbsp; 600000 | &nbsp;&nbsp;&nbsp; 617810<br> <sup>(c)</sup><br>|
| &nbsp;&nbsp;&nbsp; BNP Paribas SA, Senior Notes (5.894% to 12/5/33 then SOFR + 1.866%) | &nbsp;&nbsp; 5.894% | &nbsp;&nbsp; 12/5/34 | &nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp; 268315<br> <sup>(b)(c)</sup><br>|
| &nbsp;&nbsp;&nbsp; Citigroup Inc., Subordinated Notes (6.174% to 5/25/33 then SOFR + 2.661%) | &nbsp;&nbsp; 6.174% | &nbsp;&nbsp; 5/25/34 | &nbsp;&nbsp; 700000 | &nbsp;&nbsp;&nbsp; 747492<br> <sup>(c)</sup><br>|
| &nbsp;&nbsp;&nbsp; JPMorgan Chase & Co., Subordinated Notes (5.717% to 9/14/32 then SOFR + <br> 2.580%) | &nbsp;&nbsp; 5.717% | &nbsp;&nbsp; 9/14/33 | &nbsp;&nbsp; 700000 | &nbsp;&nbsp;&nbsp; 741900<br> <sup>(c)</sup><br>|
| &nbsp;&nbsp;&nbsp; Truist Financial Corp., Senior Notes (5.711% to 1/24/34 then SOFR + 1.922%) | &nbsp;&nbsp; 5.711% | &nbsp;&nbsp; 1/24/35 | &nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp; 318414<br> <sup>(c)</sup><br>|
| &nbsp;&nbsp;&nbsp; Wells Fargo & Co., Senior Notes (4.897% to 7/25/32 then SOFR + 2.100%) | &nbsp;&nbsp; 4.897% | &nbsp;&nbsp; 7/25/33 | &nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp; 510053<br> <sup>(c)</sup><br>|
| *Total Banks* | *Total Banks* | *Total Banks* | *Total Banks* | &nbsp;&nbsp; *3203984* |
| *Capital Markets — 0.0%††* | *Capital Markets — 0.0%††* | *Capital Markets — 0.0%††* | *Capital Markets — 0.0%††* | *Capital Markets — 0.0%††* |
| &nbsp;&nbsp;&nbsp; StoneX Escrow Issuer LLC, Secured Notes | &nbsp;&nbsp; 6.875% | &nbsp;&nbsp; 7/15/32 | &nbsp;&nbsp; 30000 | &nbsp;&nbsp;&nbsp;&nbsp; *31155*<br> <sup>(b)</sup><br>|
| *Consumer Finance — 0.2%* | *Consumer Finance — 0.2%* | *Consumer Finance — 0.2%* | *Consumer Finance — 0.2%* | *Consumer Finance — 0.2%* |
| &nbsp;&nbsp;&nbsp; American Express Co., Senior Notes (5.043% to 5/1/33 then SOFR + 1.835%) | &nbsp;&nbsp; 5.043% | &nbsp;&nbsp; 5/1/34 | &nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp; 514186<br> <sup>(c)</sup><br>|
| &nbsp;&nbsp;&nbsp; EZCORP Inc., Senior Notes | &nbsp;&nbsp; 7.375% | &nbsp;&nbsp; 4/1/32 | &nbsp;&nbsp; 30000 | &nbsp;&nbsp;&nbsp; 32203<br> <sup>(b)</sup><br>|
| &nbsp;&nbsp;&nbsp; Midcap Financial Issuer Trust, Junior Subordinated Notes (3 mo. Term SOFR + <br> 3.750%) | &nbsp;&nbsp; 7.422% | &nbsp;&nbsp; 1/15/56 | &nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 197132<br> <sup>(b)(c)</sup><br>|
| *Total Consumer Finance* | *Total Consumer Finance* | *Total Consumer Finance* | *Total Consumer Finance* | &nbsp;&nbsp; *743521* |
| *Financial Services — 0.3%* | *Financial Services — 0.3%* | *Financial Services — 0.3%* | *Financial Services — 0.3%* | *Financial Services — 0.3%* |
| &nbsp;&nbsp;&nbsp; AerCap Ireland Capital DAC/AerCap Global Aviation Trust, Senior Notes | &nbsp;&nbsp; 3.300% | &nbsp;&nbsp; 1/30/32 | &nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp; 280430<br>|
| &nbsp;&nbsp;&nbsp; AerCap Ireland Capital DAC/AerCap Global Aviation Trust, Senior Notes | &nbsp;&nbsp; 5.000% | &nbsp;&nbsp; 11/15/35 | &nbsp;&nbsp; 700000 | &nbsp;&nbsp;&nbsp; 699365<br>|
| &nbsp;&nbsp;&nbsp; Block Inc., Senior Notes | &nbsp;&nbsp; 6.000% | &nbsp;&nbsp; 8/15/33 | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp; 50846<br> <sup>(b)</sup><br>|
| &nbsp;&nbsp;&nbsp; Jane Street Group/JSG Finance Inc., Senior Secured Notes | &nbsp;&nbsp; 6.750% | &nbsp;&nbsp; 5/1/33 | &nbsp;&nbsp; 140000 | &nbsp;&nbsp;&nbsp; 143773<br> <sup>(b)</sup><br>|
| &nbsp;&nbsp;&nbsp; Rocket Cos. Inc., Senior Notes | &nbsp;&nbsp; 6.125% | &nbsp;&nbsp; 8/1/30 | &nbsp;&nbsp; 40000 | &nbsp;&nbsp;&nbsp; 41061<br> <sup>(b)</sup><br>|
| *Total Financial Services* | *Total Financial Services* | *Total Financial Services* | *Total Financial Services* | &nbsp;&nbsp; *1215475* |
| *Insurance — 0.0%††* | *Insurance — 0.0%††* | *Insurance — 0.0%††* | *Insurance — 0.0%††* | *Insurance — 0.0%††* |
| &nbsp;&nbsp;&nbsp; APH Somerset Investor 2 LLC/APH2 Somerset Investor 2 LLC/APH3 Somerset <br> Investor 2 LLC, Senior Notes | &nbsp;&nbsp; 7.875% | &nbsp;&nbsp; 11/1/29 | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp; 48486<br> <sup>(b)</sup><br>|
| &nbsp;&nbsp;&nbsp; Asurion LLC/Asurion Co-Issuer Inc., Senior Secured Notes | &nbsp;&nbsp; 8.000% | &nbsp;&nbsp; 12/31/32 | &nbsp;&nbsp; 120000 | &nbsp;&nbsp;&nbsp; 126140<br> <sup>(b)</sup><br>|
| *Total Insurance* | *Total Insurance* | *Total Insurance* | *Total Insurance* | &nbsp;&nbsp; *174626* |
| *Mortgage Real Estate Investment Trusts (REITs) — 0.1%* | *Mortgage Real Estate Investment Trusts (REITs) — 0.1%* | *Mortgage Real Estate Investment Trusts (REITs) — 0.1%* | *Mortgage Real Estate Investment Trusts (REITs) — 0.1%* | *Mortgage Real Estate Investment Trusts (REITs) — 0.1%* |
| &nbsp;&nbsp;&nbsp; Arbor Realty SR Inc., Senior Notes | &nbsp;&nbsp; 8.500% | &nbsp;&nbsp; 12/15/28 | &nbsp;&nbsp; 60000 | &nbsp;&nbsp;&nbsp; 58423<br> <sup>(b)</sup><br>|
| &nbsp;&nbsp;&nbsp; Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp., Senior Notes | &nbsp;&nbsp; 7.000% | &nbsp;&nbsp; 7/15/31 | &nbsp;&nbsp; 280000 | &nbsp;&nbsp;&nbsp; 295461<br> <sup>(b)</sup><br>|
| *Total Mortgage Real Estate Investment Trusts (REITs)* | *Total Mortgage Real Estate Investment Trusts (REITs)* | *Total Mortgage Real Estate Investment Trusts (REITs)* | *Total Mortgage Real Estate Investment Trusts (REITs)* | &nbsp;&nbsp; *353884* |
| **Total Financials** | **Total Financials** | **Total Financials** | **Total Financials** | &nbsp;&nbsp; **5722645** |
| **Health Care — 0.7%** | **Health Care — 0.7%** | **Health Care — 0.7%** | **Health Care — 0.7%** | **Health Care — 0.7%** |
| *Biotechnology — 0.2%* | *Biotechnology — 0.2%* | *Biotechnology — 0.2%* | *Biotechnology — 0.2%* | *Biotechnology — 0.2%* |
| &nbsp;&nbsp;&nbsp; Amgen Inc., Senior Notes | &nbsp;&nbsp; 5.250% | &nbsp;&nbsp; 3/2/33 | &nbsp;&nbsp; 550000 | &nbsp;&nbsp;&nbsp; *576054*<br>|
| *Health Care Providers & Services — 0.3%* | *Health Care Providers & Services — 0.3%* | *Health Care Providers & Services — 0.3%* | *Health Care Providers & Services — 0.3%* | *Health Care Providers & Services — 0.3%* |
| &nbsp;&nbsp;&nbsp; Cigna Group, Senior Notes | &nbsp;&nbsp; 2.400% | &nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp; 348000 | &nbsp;&nbsp;&nbsp; 327473<br>|
| &nbsp;&nbsp;&nbsp; CVS Health Corp., Senior Notes | &nbsp;&nbsp; 3.750% | &nbsp;&nbsp; 4/1/30 | &nbsp;&nbsp; 600000 | &nbsp;&nbsp;&nbsp; 590775<br>|
| &nbsp;&nbsp;&nbsp; HCA Inc., Senior Notes | &nbsp;&nbsp; 5.625% | &nbsp;&nbsp; 9/1/28 | &nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp; 412700<br>|
| *Total Health Care Providers & Services* | *Total Health Care Providers & Services* | *Total Health Care Providers & Services* | *Total Health Care Providers & Services* | &nbsp;&nbsp; *1330948* |

---

See Notes to Schedule of Investments.

------

LMP Capital and Income Fund Inc. 2026 Quarterly Report

------

Schedule of Investments (unaudited) (cont'd)

February 28, 2026

 **LMP Capital and Income Fund Inc.**

(Percentages shown based on Fund net assets)

---

| | | | | |
|:---|:---|:---|:---|:---|
| Security | Rate | Maturity<br> Date<br>| Face<br> Amount<br>| Value |
| *Pharmaceuticals — 0.2%* | *Pharmaceuticals — 0.2%* | *Pharmaceuticals — 0.2%* | *Pharmaceuticals — 0.2%* | *Pharmaceuticals — 0.2%* |
| &nbsp;&nbsp;&nbsp; Pfizer Investment Enterprises Pte Ltd., Senior Notes | &nbsp;&nbsp; 4.750% | &nbsp;&nbsp; 5/19/33 | &nbsp;&nbsp; $550000 | &nbsp;&nbsp;&nbsp; $561601<br>|
| &nbsp;&nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands III BV, Senior Notes | &nbsp;&nbsp; 6.000% | &nbsp;&nbsp; 12/1/32 | &nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 212381<br>|
| *Total Pharmaceuticals* | *Total Pharmaceuticals* | *Total Pharmaceuticals* | *Total Pharmaceuticals* | &nbsp;&nbsp; *773982* |
| **Total Health Care** | **Total Health Care** | **Total Health Care** | **Total Health Care** | &nbsp;&nbsp; **2680984** |
| **Industrials — 0.4%** | **Industrials — 0.4%** | **Industrials — 0.4%** | **Industrials — 0.4%** | **Industrials — 0.4%** |
| *Aerospace & Defense — 0.2%* | *Aerospace & Defense — 0.2%* | *Aerospace & Defense — 0.2%* | *Aerospace & Defense — 0.2%* | *Aerospace & Defense — 0.2%* |
| &nbsp;&nbsp;&nbsp; AAR Escrow Issuer LLC, Senior Notes | &nbsp;&nbsp; 6.750% | &nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp; 51576<br> <sup>(b)</sup><br>|
| &nbsp;&nbsp;&nbsp; Axon Enterprise Inc., Senior Notes | &nbsp;&nbsp; 6.250% | &nbsp;&nbsp; 3/15/33 | &nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp; 20746<br> <sup>(b)</sup><br>|
| &nbsp;&nbsp;&nbsp; Northrop Grumman Corp., Senior Notes | &nbsp;&nbsp; 4.750% | &nbsp;&nbsp; 6/1/43 | &nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp; 471262<br>|
| *Total Aerospace & Defense* | *Total Aerospace & Defense* | *Total Aerospace & Defense* | *Total Aerospace & Defense* | &nbsp;&nbsp; *543584* |
| *Building Products — 0.0%††* | *Building Products — 0.0%††* | *Building Products — 0.0%††* | *Building Products — 0.0%††* | *Building Products — 0.0%††* |
| &nbsp;&nbsp;&nbsp; Builders FirstSource Inc., Senior Notes | &nbsp;&nbsp; 6.750% | &nbsp;&nbsp; 5/15/35 | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp; 52241<br> <sup>(b)</sup><br>|
| &nbsp;&nbsp;&nbsp; Quikrete Holdings Inc., Senior Secured Notes | &nbsp;&nbsp; 6.375% | &nbsp;&nbsp; 3/1/32 | &nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp; 20799<br> <sup>(b)</sup><br>|
| *Total Building Products* | *Total Building Products* | *Total Building Products* | *Total Building Products* | &nbsp;&nbsp; *73040* |
| *Commercial Services & Supplies — 0.0%††* | *Commercial Services & Supplies — 0.0%††* | *Commercial Services & Supplies — 0.0%††* | *Commercial Services & Supplies — 0.0%††* | *Commercial Services & Supplies — 0.0%††* |
| &nbsp;&nbsp;&nbsp; CoreCivic Inc., Senior Notes | &nbsp;&nbsp; 8.250% | &nbsp;&nbsp; 4/15/29 | &nbsp;&nbsp; 80000 | &nbsp;&nbsp;&nbsp; 83246<br>|
| &nbsp;&nbsp;&nbsp; Deluxe Corp., Senior Secured Notes | &nbsp;&nbsp; 8.125% | &nbsp;&nbsp; 9/15/29 | &nbsp;&nbsp; 30000 | &nbsp;&nbsp;&nbsp; 31505<br> <sup>(b)</sup><br>|
| *Total Commercial Services & Supplies* | *Total Commercial Services & Supplies* | *Total Commercial Services & Supplies* | *Total Commercial Services & Supplies* | &nbsp;&nbsp; *114751* |
| *Construction & Engineering — 0.0%††* | *Construction & Engineering — 0.0%††* | *Construction & Engineering — 0.0%††* | *Construction & Engineering — 0.0%††* | *Construction & Engineering — 0.0%††* |
| &nbsp;&nbsp;&nbsp; AECOM, Senior Notes | &nbsp;&nbsp; 6.000% | &nbsp;&nbsp; 8/1/33 | &nbsp;&nbsp; 80000 | &nbsp;&nbsp;&nbsp;&nbsp; *81796*<br> <sup>(b)</sup><br>|
| *Ground Transportation — 0.1%* | *Ground Transportation — 0.1%* | *Ground Transportation — 0.1%* | *Ground Transportation — 0.1%* | *Ground Transportation — 0.1%* |
| &nbsp;&nbsp;&nbsp; XPO Inc., Senior Secured Notes | &nbsp;&nbsp; 6.250% | &nbsp;&nbsp; 6/1/28 | &nbsp;&nbsp; 350000 | &nbsp;&nbsp;&nbsp;&nbsp; *356283*<br> <sup>(b)</sup><br>|
| *Machinery — 0.0%††* | *Machinery — 0.0%††* | *Machinery — 0.0%††* | *Machinery — 0.0%††* | *Machinery — 0.0%††* |
| &nbsp;&nbsp;&nbsp; Columbus McKinnon Corp., Senior Secured Notes | &nbsp;&nbsp; 7.125% | &nbsp;&nbsp; 2/1/33 | &nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp;&nbsp; *20575*<br> <sup>(b)</sup><br>|
| *Trading Companies & Distributors — 0.1%* | *Trading Companies & Distributors — 0.1%* | *Trading Companies & Distributors — 0.1%* | *Trading Companies & Distributors — 0.1%* | *Trading Companies & Distributors — 0.1%* |
| &nbsp;&nbsp;&nbsp; Herc Holdings Inc., Senior Notes | &nbsp;&nbsp; 7.250% | &nbsp;&nbsp; 6/15/33 | &nbsp;&nbsp; 60000 | &nbsp;&nbsp;&nbsp; 63463<br> <sup>(b)</sup><br>|
| &nbsp;&nbsp;&nbsp; Herc Holdings Inc., Senior Notes | &nbsp;&nbsp; 6.000% | &nbsp;&nbsp; 3/15/34 | &nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp; 20126<br> <sup>(b)</sup><br>|
| &nbsp;&nbsp;&nbsp; QXO Building Products Inc., Senior Secured Notes | &nbsp;&nbsp; 6.750% | &nbsp;&nbsp; 4/30/32 | &nbsp;&nbsp; 60000 | &nbsp;&nbsp;&nbsp; 62196<br> <sup>(b)</sup><br>|
| &nbsp;&nbsp;&nbsp; United Rentals North America Inc., Senior Notes | &nbsp;&nbsp; 3.750% | &nbsp;&nbsp; 1/15/32 | &nbsp;&nbsp; 230000 | &nbsp;&nbsp;&nbsp; 217358<br>|
| *Total Trading Companies & Distributors* | *Total Trading Companies & Distributors* | *Total Trading Companies & Distributors* | *Total Trading Companies & Distributors* | &nbsp;&nbsp; *363143* |
| **Total Industrials** | **Total Industrials** | **Total Industrials** | **Total Industrials** | &nbsp;&nbsp; **1553172** |
| **Information Technology — 0.1%** | **Information Technology — 0.1%** | **Information Technology — 0.1%** | **Information Technology — 0.1%** | **Information Technology — 0.1%** |
| *IT Services — 0.0%††* | *IT Services — 0.0%††* | *IT Services — 0.0%††* | *IT Services — 0.0%††* | *IT Services — 0.0%††* |
| &nbsp;&nbsp;&nbsp; APLD ComputeCo LLC, Senior Secured Notes | &nbsp;&nbsp; 9.250% | &nbsp;&nbsp; 12/15/30 | &nbsp;&nbsp; 30000 | &nbsp;&nbsp;&nbsp; 31512<br> <sup>(b)</sup><br>|
| &nbsp;&nbsp;&nbsp; Shift4 Payments LLC/Shift4 Payments Finance Sub Inc., Senior Notes | &nbsp;&nbsp; 6.750% | &nbsp;&nbsp; 8/15/32 | &nbsp;&nbsp; 30000 | &nbsp;&nbsp;&nbsp; 29389<br> <sup>(b)</sup><br>|
| *Total IT Services* | *Total IT Services* | *Total IT Services* | *Total IT Services* | &nbsp;&nbsp; *60901* |
| *Semiconductors & Semiconductor Equipment — 0.1%* | *Semiconductors & Semiconductor Equipment — 0.1%* | *Semiconductors & Semiconductor Equipment — 0.1%* | *Semiconductors & Semiconductor Equipment — 0.1%* | *Semiconductors & Semiconductor Equipment — 0.1%* |
| &nbsp;&nbsp;&nbsp; Amkor Technology Inc., Senior Notes | &nbsp;&nbsp; 5.875% | &nbsp;&nbsp; 10/1/33 | &nbsp;&nbsp; 80000 | &nbsp;&nbsp;&nbsp; 81735<br> <sup>(b)</sup><br>|
| &nbsp;&nbsp;&nbsp; Qnity Electronics Inc., Senior Secured Notes | &nbsp;&nbsp; 5.750% | &nbsp;&nbsp; 8/15/32 | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp; 51221<br> <sup>(b)</sup><br>|
| *Total Semiconductors & Semiconductor Equipment* | *Total Semiconductors & Semiconductor Equipment* | *Total Semiconductors & Semiconductor Equipment* | *Total Semiconductors & Semiconductor Equipment* | &nbsp;&nbsp; *132956* |
| *Software — 0.0%††* | *Software — 0.0%††* | *Software — 0.0%††* | *Software — 0.0%††* | *Software — 0.0%††* |
| &nbsp;&nbsp;&nbsp; Gen Digital Inc., Senior Notes | &nbsp;&nbsp; 6.250% | &nbsp;&nbsp; 4/1/33 | &nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp; 19915<br> <sup>(b)</sup><br>|
| &nbsp;&nbsp;&nbsp; Oracle Corp., Senior Notes | &nbsp;&nbsp; 6.000% | &nbsp;&nbsp; 8/3/55 | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp; 44074<br>|
| *Total Software* | *Total Software* | *Total Software* | *Total Software* | &nbsp;&nbsp; *63989* |
| *Technology Hardware, Storage & Peripherals — 0.0%††* | *Technology Hardware, Storage & Peripherals — 0.0%††* | *Technology Hardware, Storage & Peripherals — 0.0%††* | *Technology Hardware, Storage & Peripherals — 0.0%††* | *Technology Hardware, Storage & Peripherals — 0.0%††* |
| &nbsp;&nbsp;&nbsp; Black Pearl Compute LLC, Senior Secured Notes | &nbsp;&nbsp; 6.125% | &nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp; 20494<br> <sup>(b)</sup><br>|

---

See Notes to Schedule of Investments.

------

LMP Capital and Income Fund Inc. 2026 Quarterly Report

------

 **LMP Capital and Income Fund Inc.**

(Percentages shown based on Fund net assets)

---

| | | | | |
|:---|:---|:---|:---|:---|
| Security | Rate | Maturity<br> Date<br>| Face<br> Amount<br>| Value |
| *Technology Hardware, Storage & Peripherals — continued* | *Technology Hardware, Storage & Peripherals — continued* | *Technology Hardware, Storage & Peripherals — continued* | *Technology Hardware, Storage & Peripherals — continued* | *Technology Hardware, Storage & Peripherals — continued* |
| &nbsp;&nbsp;&nbsp; Seagate Data Storage Technology Pte Ltd., Senior Notes | &nbsp;&nbsp; 5.875% | &nbsp;&nbsp; 7/15/30 | &nbsp;&nbsp; $50000 | &nbsp;&nbsp;&nbsp; $51503<br> <sup>(b)</sup><br>|
| *Total Technology Hardware, Storage & Peripherals* | *Total Technology Hardware, Storage & Peripherals* | *Total Technology Hardware, Storage & Peripherals* | *Total Technology Hardware, Storage & Peripherals* | &nbsp;&nbsp; *71997* |
| **Total Information Technology** | **Total Information Technology** | **Total Information Technology** | **Total Information Technology** | &nbsp;&nbsp; **329843** |
| **Materials — 0.3%** | **Materials — 0.3%** | **Materials — 0.3%** | **Materials — 0.3%** | **Materials — 0.3%** |
| *Chemicals — 0.0%††* | *Chemicals — 0.0%††* | *Chemicals — 0.0%††* | *Chemicals — 0.0%††* | *Chemicals — 0.0%††* |
| &nbsp;&nbsp;&nbsp; Celanese US Holdings LLC, Senior Notes | &nbsp;&nbsp; 7.000% | &nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp; 10306<br>|
| &nbsp;&nbsp;&nbsp; Celanese US Holdings LLC, Senior Notes | &nbsp;&nbsp; 6.750% | &nbsp;&nbsp; 4/15/33 | &nbsp;&nbsp; 60000 | &nbsp;&nbsp;&nbsp; 61558<br>|
| &nbsp;&nbsp;&nbsp; Methanex US Operations Inc., Senior Notes | &nbsp;&nbsp; 6.250% | &nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp; 51782<br> <sup>(b)</sup><br>|
| *Total Chemicals* | *Total Chemicals* | *Total Chemicals* | *Total Chemicals* | &nbsp;&nbsp; *123646* |
| *Construction Materials — 0.0%††* | *Construction Materials — 0.0%††* | *Construction Materials — 0.0%††* | *Construction Materials — 0.0%††* | *Construction Materials — 0.0%††* |
| &nbsp;&nbsp;&nbsp; Standard Building Solutions Inc., Senior Notes | &nbsp;&nbsp; 6.250% | &nbsp;&nbsp; 8/1/33 | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp; *50968*<br> <sup>(b)</sup><br>|
| *Metals & Mining — 0.3%* | *Metals & Mining — 0.3%* | *Metals & Mining — 0.3%* | *Metals & Mining — 0.3%* | *Metals & Mining — 0.3%* |
| &nbsp;&nbsp;&nbsp; Capstone Copper Corp., Senior Notes | &nbsp;&nbsp; 6.750% | &nbsp;&nbsp; 3/31/33 | &nbsp;&nbsp; 80000 | &nbsp;&nbsp;&nbsp; 82733<br> <sup>(b)</sup><br>|
| &nbsp;&nbsp;&nbsp; Freeport-McMoRan Inc., Senior Notes | &nbsp;&nbsp; 5.450% | &nbsp;&nbsp; 3/15/43 | &nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp; 494980<br>|
| &nbsp;&nbsp;&nbsp; Glencore Funding LLC, Senior Notes | &nbsp;&nbsp; 5.673% | &nbsp;&nbsp; 4/1/35 | &nbsp;&nbsp; 160000 | &nbsp;&nbsp;&nbsp; 169118<br> <sup>(b)</sup><br>|
| &nbsp;&nbsp;&nbsp; Glencore Funding LLC, Senior Notes | &nbsp;&nbsp; 6.141% | &nbsp;&nbsp; 4/1/55 | &nbsp;&nbsp; 220000 | &nbsp;&nbsp;&nbsp; 232562<br> <sup>(b)</sup><br>|
| *Total Metals & Mining* | *Total Metals & Mining* | *Total Metals & Mining* | *Total Metals & Mining* | &nbsp;&nbsp; *979393* |
| **Total Materials** | **Total Materials** | **Total Materials** | **Total Materials** | &nbsp;&nbsp; **1154007** |
| **Real Estate — 0.1%** | **Real Estate — 0.1%** | **Real Estate — 0.1%** | **Real Estate — 0.1%** | **Real Estate — 0.1%** |
| *Real Estate Management & Development — 0.0%††* | *Real Estate Management & Development — 0.0%††* | *Real Estate Management & Development — 0.0%††* | *Real Estate Management & Development — 0.0%††* | *Real Estate Management & Development — 0.0%††* |
| &nbsp;&nbsp;&nbsp; Forestar Group Inc., Senior Notes | &nbsp;&nbsp; 6.500% | &nbsp;&nbsp; 3/15/33 | &nbsp;&nbsp; 60000 | &nbsp;&nbsp;&nbsp;&nbsp; *61476*<br> <sup>(b)</sup><br>|
| *Specialized REITs — 0.1%* | *Specialized REITs — 0.1%* | *Specialized REITs — 0.1%* | *Specialized REITs — 0.1%* | *Specialized REITs — 0.1%* |
| &nbsp;&nbsp;&nbsp; Millrose Properties Inc., Senior Notes | &nbsp;&nbsp; 6.375% | &nbsp;&nbsp; 8/1/30 | &nbsp;&nbsp; 60000 | &nbsp;&nbsp;&nbsp; 61590<br> <sup>(b)</sup><br>|
| &nbsp;&nbsp;&nbsp; Millrose Properties Inc., Senior Notes | &nbsp;&nbsp; 6.250% | &nbsp;&nbsp; 9/15/32 | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp; 10134<br> <sup>(b)</sup><br>|
| &nbsp;&nbsp;&nbsp; SV RNO Property Owner 1 LLC, Senior Secured Notes | &nbsp;&nbsp; 5.875% | &nbsp;&nbsp; 3/1/31 | &nbsp;&nbsp; 90000 | &nbsp;&nbsp;&nbsp; 90466<br> <sup>(b)</sup><br>|
| *Total Specialized REITs* | *Total Specialized REITs* | *Total Specialized REITs* | *Total Specialized REITs* | &nbsp;&nbsp; *162190* |
| **Total Real Estate** | **Total Real Estate** | **Total Real Estate** | **Total Real Estate** | &nbsp;&nbsp; **223666** |
| **Utilities — 0.1%** | **Utilities — 0.1%** | **Utilities — 0.1%** | **Utilities — 0.1%** | **Utilities — 0.1%** |
| *Electric Utilities — 0.1%* | *Electric Utilities — 0.1%* | *Electric Utilities — 0.1%* | *Electric Utilities — 0.1%* | *Electric Utilities — 0.1%* |
| &nbsp;&nbsp;&nbsp; NRG Energy Inc., Senior Notes | &nbsp;&nbsp; 6.000% | &nbsp;&nbsp; 1/15/36 | &nbsp;&nbsp; 90000 | &nbsp;&nbsp;&nbsp; 91646<br> <sup>(b)</sup><br>|
| &nbsp;&nbsp;&nbsp; Pacific Gas and Electric Co., First Mortgage Bonds | &nbsp;&nbsp; 5.800% | &nbsp;&nbsp; 5/15/34 | &nbsp;&nbsp; 270000 | &nbsp;&nbsp;&nbsp; 284963<br>|
| *Total Electric Utilities* | *Total Electric Utilities* | *Total Electric Utilities* | *Total Electric Utilities* | &nbsp;&nbsp; *376609* |
| *Independent Power and Renewable Electricity Producers — 0.0%††* | *Independent Power and Renewable Electricity Producers — 0.0%††* | *Independent Power and Renewable Electricity Producers — 0.0%††* | *Independent Power and Renewable Electricity Producers — 0.0%††* | *Independent Power and Renewable Electricity Producers — 0.0%††* |
| &nbsp;&nbsp;&nbsp; Lightning Power LLC, Senior Secured Notes | &nbsp;&nbsp; 7.250% | &nbsp;&nbsp; 8/15/32 | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; *106231*<br> <sup>(b)</sup><br>|
| **Total Utilities** | **Total Utilities** | **Total Utilities** | **Total Utilities** | &nbsp;&nbsp; **482840** |
| **Total Corporate Bonds & Notes (Cost — $16,656,551)** | **Total Corporate Bonds & Notes (Cost — $16,656,551)** | **Total Corporate Bonds & Notes (Cost — $16,656,551)** | **Total Corporate Bonds & Notes (Cost — $16,656,551)** | &nbsp;&nbsp; **17177420** |
|  |  |  | Shares |  |
| **Convertible Preferred Stocks — 3.9%** | **Convertible Preferred Stocks — 3.9%** | **Convertible Preferred Stocks — 3.9%** | **Convertible Preferred Stocks — 3.9%** | **Convertible Preferred Stocks — 3.9%** |
| **Financials — 1.2%** | **Financials — 1.2%** | **Financials — 1.2%** | **Financials — 1.2%** | **Financials — 1.2%** |
| *Capital Markets — 0.6%* | *Capital Markets — 0.6%* | *Capital Markets — 0.6%* | *Capital Markets — 0.6%* | *Capital Markets — 0.6%* |
| &nbsp;&nbsp;&nbsp; KKR & Co. Inc. | &nbsp;&nbsp; 6.250% |  | &nbsp;&nbsp; 59118 | &nbsp;&nbsp;&nbsp; *2346394*<br>|
| *Financial Services — 0.6%* | *Financial Services — 0.6%* | *Financial Services — 0.6%* | *Financial Services — 0.6%* | *Financial Services — 0.6%* |
| &nbsp;&nbsp;&nbsp; Apollo Global Management Inc. | &nbsp;&nbsp; 6.750% |  | &nbsp;&nbsp; 41322 | &nbsp;&nbsp;&nbsp; *2316511*<br>|
| **Total Financials** | **Total Financials** | **Total Financials** | **Total Financials** | &nbsp;&nbsp; **4662905** |

---

See Notes to Schedule of Investments.

------

LMP Capital and Income Fund Inc. 2026 Quarterly Report

------

Schedule of Investments (unaudited) (cont'd)

February 28, 2026

 **LMP Capital and Income Fund Inc.**

(Percentages shown based on Fund net assets)

---

| | | | | |
|:---|:---|:---|:---|:---|
| Security | Rate |  | Shares | Value |
| **Industrials — 2.7%** | **Industrials — 2.7%** | **Industrials — 2.7%** | **Industrials — 2.7%** | **Industrials — 2.7%** |
| *Aerospace & Defense — 2.1%* | *Aerospace & Defense — 2.1%* | *Aerospace & Defense — 2.1%* | *Aerospace & Defense — 2.1%* | *Aerospace & Defense — 2.1%* |
| &nbsp;&nbsp;&nbsp; Boeing Co. | &nbsp;&nbsp; 6.000% |  | &nbsp;&nbsp; 114383 | &nbsp;&nbsp;&nbsp; $*8341952*<br>|
| *Trading Companies & Distributors — 0.6%* | *Trading Companies & Distributors — 0.6%* | *Trading Companies & Distributors — 0.6%* | *Trading Companies & Distributors — 0.6%* | *Trading Companies & Distributors — 0.6%* |
| &nbsp;&nbsp;&nbsp; QXO Inc., Non Voting Shares | &nbsp;&nbsp; 5.500% |  | &nbsp;&nbsp; 37025 | &nbsp;&nbsp;&nbsp; *2441428*<br>|
| **Total Industrials** | **Total Industrials** | **Total Industrials** | **Total Industrials** | &nbsp;&nbsp; **10783380** |
| **Total Convertible Preferred Stocks (Cost — $13,365,263)** | **Total Convertible Preferred Stocks (Cost — $13,365,263)** | **Total Convertible Preferred Stocks (Cost — $13,365,263)** | **Total Convertible Preferred Stocks (Cost — $13,365,263)** | &nbsp;&nbsp; **15446285** |
|  | Rate | Maturity <br>Date<br>| Face <br>Amount<br>|  |
| **U.S. Government & Agency Obligations — 0.0%††** | **U.S. Government & Agency Obligations — 0.0%††** | **U.S. Government & Agency Obligations — 0.0%††** | **U.S. Government & Agency Obligations — 0.0%††** | **U.S. Government & Agency Obligations — 0.0%††** |
| *U.S. Government Obligations — 0.0%††* | *U.S. Government Obligations — 0.0%††* | *U.S. Government Obligations — 0.0%††* | *U.S. Government Obligations — 0.0%††* | *U.S. Government Obligations — 0.0%††* |
| &nbsp;&nbsp;&nbsp; U.S. Treasury Notes (Cost — $168,317) | &nbsp;&nbsp; 3.875% | &nbsp;&nbsp; 8/15/34 | &nbsp;&nbsp; $170000 | &nbsp;&nbsp;&nbsp; **170276**<br>|
| **Total Investments before Short-Term Investments (Cost — $352,768,324)** | **Total Investments before Short-Term Investments (Cost — $352,768,324)** | **Total Investments before Short-Term Investments (Cost — $352,768,324)** | **Total Investments before Short-Term Investments (Cost — $352,768,324)** | &nbsp;&nbsp; **481971538** |
|  |  |  | Shares |  |
| **Short-Term Investments — 2.3%** | **Short-Term Investments — 2.3%** | **Short-Term Investments — 2.3%** | **Short-Term Investments — 2.3%** | **Short-Term Investments — 2.3%** |
| &nbsp;&nbsp;&nbsp; Dreyfus Government Cash Management, Institutional Shares | &nbsp;&nbsp; 3.555% |  | &nbsp;&nbsp; 141029 | &nbsp;&nbsp;&nbsp; 141029<br> <sup>(d)</sup><br>|
| &nbsp;&nbsp;&nbsp; JPMorgan 100% U.S. Treasury Securities Money Market Fund, Institutional Class | &nbsp;&nbsp; 3.503% |  | &nbsp;&nbsp; 9050931 | &nbsp;&nbsp;&nbsp; 9050931<br> <sup>(d)</sup><br>|
| **Total Short-Term Investments (Cost — $9,191,960)** | **Total Short-Term Investments (Cost — $9,191,960)** | **Total Short-Term Investments (Cost — $9,191,960)** | **Total Short-Term Investments (Cost — $9,191,960)** | &nbsp;&nbsp; **9191960** |
| **Total Investments — 124.3% (Cost — $361,960,284)** | **Total Investments — 124.3% (Cost — $361,960,284)** | **Total Investments — 124.3% (Cost — $361,960,284)** | **Total Investments — 124.3% (Cost — $361,960,284)** | &nbsp;&nbsp; **491163498** |
| &nbsp;&nbsp;&nbsp; Liabilities in Excess of Other Assets — (24.3)% | &nbsp;&nbsp;&nbsp; Liabilities in Excess of Other Assets — (24.3)% | &nbsp;&nbsp;&nbsp; Liabilities in Excess of Other Assets — (24.3)% | &nbsp;&nbsp;&nbsp; Liabilities in Excess of Other Assets — (24.3)% | &nbsp;&nbsp;&nbsp; (96055855)<br>|
| **Total Net Assets — 100.0%** | **Total Net Assets — 100.0%** | **Total Net Assets — 100.0%** | **Total Net Assets — 100.0%** | &nbsp;&nbsp; **$395107643** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| †† | Represents less than 0.1%. |
| \* | Non-income producing security. |
| <sup>(a)</sup> | All or a portion of this security is pledged as collateral pursuant to the loan agreement.  |
| <sup>(b)</sup> | Security is exempt from registration under Rule 144A of the Securities Act of 1933. This security may be resold in transactions that are exempt from <br> registration, normally to qualified institutional buyers. This security has been deemed liquid pursuant to guidelines approved by the Board of Directors.<br>|
| <sup>(c)</sup> | Variable rate security. Interest rate disclosed is as of the most recent information available. Certain variable rate securities are not based on a published <br> reference rate and spread but are determined by the issuer or agent and are based on current market conditions. These securities do not indicate a <br> reference rate and spread in their description above.<br>|
| <sup>(d)</sup> | Rate shown is one-day yield as of the end of the reporting period.  |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **Abbreviation(s) used in this schedule:** | **Abbreviation(s) used in this schedule:** | **Abbreviation(s) used in this schedule:** |
| ADR |  | American Depositary Receipts |
| DAC |  | Designated Activity Company |
| SOFR |  | Secured Overnight Financing Rate |

---

This Schedule of Investments is unaudited and is intended to provide information about the Fund's investments as of the date of the schedule. Other information regarding the Fund is available in the Fund's most recent annual or semi-annual shareholder report.

See Notes to Schedule of Investments.

------

LMP Capital and Income Fund Inc. 2026 Quarterly Report

------

Notes to Schedule of Investments (unaudited)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

**1. Organization and significant accounting policies** 

LMP Capital and Income Fund Inc. (the "Fund") was incorporated in Maryland on November 12, 2003, and is registered as a diversified, closed-end management investment company under the Investment Company Act of 1940, as amended (the "1940 Act"). The Board of Directors (the "Board") authorized 100 million shares of $0.001 par value common stock. The Fund's investment objective is total return with an emphasis on income.

Under normal market conditions, the Fund seeks to maximize total return by investing at least 80% of its Managed Assets in a broad range of equity and fixed income securities of both U.S. and foreign issuers. The Fund will vary its allocation between equity and fixed income securities depending on ClearBridge Investments, LLC's ("ClearBridge") view of economic, market or political conditions, fiscal and monetary policy and security valuation.

The Fund follows the accounting and reporting guidance in Financial Accounting Standards Board ("FASB") Accounting Standards Codification Topic 946, *Financial Services – Investment Companies* ("ASC 946"). The following are significant accounting policies consistently followed by the Fund and are in conformity with U.S. generally accepted accounting principles ("GAAP"), including, but not limited to, ASC 946.

**(a) Investment valuation.** Equity securities for which market quotations are available are valued at the last reported sales price or official closing price on the primary market or exchange on which they trade. The valuations for fixed income securities (which may include, but are not limited to, corporate, government, municipal, mortgage-backed, collateralized mortgage obligations and asset-backed securities) and certain derivative instruments are typically the prices supplied by independent third party pricing services, which may use market prices or broker/dealer quotations or a variety of valuation techniques and methodologies. The independent third party pricing services typically use inputs that are observable such as issuer details, interest rates, yield curves, prepayment speeds, credit risks/spreads, default rates and quoted prices for similar securities. Investments in open-end funds are valued at the closing net asset value per share of each fund on the day of valuation. When the Fund holds securities or other assets that are denominated in a foreign currency, the Fund will normally use the currency exchange rates as of 4:00 p.m. (Eastern Time). If independent third party pricing services are unable to supply prices for a portfolio investment, or if the prices supplied are deemed by the manager to be unreliable, the market price may be determined by the manager using quotations from one or more broker/dealers or at the transaction price if the security has recently been purchased and no value has yet been obtained from a pricing service or pricing broker. When reliable prices are not readily available, such as when the value of a security has been significantly affected by events after the close of the exchange or market on which the security is principally traded, but before the Fund calculates its net asset value, the Fund values these securities as determined in accordance with procedures approved by the Board.

Pursuant to policies adopted by the Board, the Fund's manager has been designated as the valuation designee and is responsible for the oversight of the daily valuation process. The Fund's manager is assisted by the Global Fund Valuation Committee (the "Valuation Committee"). The Valuation Committee is responsible for making fair value determinations, evaluating the effectiveness of the Fund's pricing policies, and reporting to the Fund's manager and the Board. When determining the reliability of third party pricing information for investments owned by the Fund, the Valuation Committee, among other things, conducts due diligence reviews of pricing vendors, monitors the daily change in prices and reviews transactions among market participants.

The Valuation Committee will consider pricing methodologies it deems relevant and appropriate when making fair value determinations. Examples of possible methodologies include, but are not limited to, multiple of earnings; discount from market of a similar freely traded security; discounted cash-flow analysis; book value or a multiple thereof; risk premium/yield analysis; yield to maturity; and/or fundamental investment analysis. The Valuation Committee will also consider factors it deems relevant and appropriate in light of the facts and circumstances. Examples of possible factors include, but are not limited to, the type of security; the issuer's financial statements; the purchase price of the security; the discount from market value of unrestricted securities of the same class at the time of purchase; analysts' research and observations from financial institutions; information regarding any transactions or offers with respect to the security; the existence of merger proposals or tender offers affecting the security; the price and extent of public trading in similar securities of the issuer or comparable companies; and the existence of a shelf registration for restricted securities.

For each portfolio security that has been fair valued pursuant to the policies adopted by the Board, the fair value price is compared against the last available and next available market quotations. The Valuation Committee reviews the results of such back testing monthly and fair valuation occurrences are reported to the Board quarterly.

------

LMP Capital and Income Fund Inc. 2026 Quarterly Report

------

Notes to Schedule of Investments (unaudited) (cont'd)

The Fund uses valuation techniques to measure fair value that are consistent with the market approach and/or income approach, depending on the type of security and the particular circumstance. The market approach uses prices and other relevant information generated by market transactions involving identical or comparable securities. The income approach uses valuation techniques to discount estimated future cash flows to present value.

GAAP establishes a disclosure hierarchy that categorizes the inputs to valuation techniques used to value assets and liabilities at measurement date. These inputs are summarized in the three broad levels listed below:

• Level 1 — unadjusted quoted prices in active markets for identical investments

• Level 2 — other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.)

• Level 3 — significant unobservable inputs (including the Fund's own assumptions in determining the fair value of investments)

The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.

The following is a summary of the inputs used in valuing the Fund's assets carried at fair value: <br>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **ASSETS** | **ASSETS** | **ASSETS** | **ASSETS** | **ASSETS** |
| Description | &nbsp;&nbsp; Quoted Prices <br>(Level 1)<br>| &nbsp;&nbsp; Other Significant <br>Observable Inputs <br>(Level 2)<br>| &nbsp;&nbsp; Significant <br>Unobservable <br>Inputs <br>(Level 3)<br>| Total |
| Long-Term Investments†: |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Common Stocks | &nbsp;&nbsp; $401971905 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $401971905 |
| &nbsp;&nbsp;&nbsp; Master Limited Partnerships | &nbsp;&nbsp; 47205652 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 47205652 |
| &nbsp;&nbsp;&nbsp; Corporate Bonds & Notes | &nbsp;&nbsp; — | &nbsp;&nbsp; $17177420 | &nbsp;&nbsp; — | &nbsp;&nbsp; 17177420 |
| &nbsp;&nbsp;&nbsp; Convertible Preferred Stocks | &nbsp;&nbsp; 15446285 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 15446285 |
| &nbsp;&nbsp;&nbsp; U.S. Government & Agency Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 170276 | &nbsp;&nbsp; — | &nbsp;&nbsp; 170276 |
| Total Long-Term Investments | &nbsp;&nbsp; 464623842 | &nbsp;&nbsp; 17347696 | &nbsp;&nbsp; — | &nbsp;&nbsp; 481971538 |
| Short-Term Investments† | &nbsp;&nbsp; 9191960 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 9191960 |
| **Total Investments** | &nbsp;&nbsp; **$473815802** | &nbsp;&nbsp; **$17347696** | &nbsp;&nbsp; **—** | &nbsp;&nbsp; **$491163498** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

† See Schedule of Investments for additional detailed categorizations.

------

LMP Capital and Income Fund Inc. 2026 Quarterly Report

------

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** LMP Capital & Income Fund Inc.

- **b. Investment Company Act file number:** 811-21467

- **c. CIK number of Registrant:** 0001270131

- **d. LEI of Registrant:** 549300YJH1GYGXCCQ467

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 620 Eighth Avenue

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10018

  - **Telephone number:** 1-888-777-0102

**Item A.2. Information about the Series.**

- **a. Name of Series:** LMP Capital & Income Fund Inc.

- **c. LEI of Series:** 549300YJH1GYGXCCQ467

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2026-11-30

- **b. Date as of which information is reported:** 2026-02-27

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $493804078.05

**Total Liabilities:** $98660608.02

**Net Assets:** $395143470.03

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000000 | 0.87%                | 6.08%                | 2.95%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $541991.63               | $-2360519.99                               |
| Month 2  | $-224918.02              | $13922057.66                               |
| Month 3  | $529176.78               | $11651140.29                               |

### Schedule of Portfolio Investments

| Name                                                                   | Title                                                                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Citigroup Inc.                                                         | C V6.174 05/25/34                                                                                                                | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    700000 | PA      | $747491.65    | 0.19%             | 2034-05-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America), Inc.                                   | URI 3.75 01/15/32                                                                                                                | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    230000 | PA      | $217358.27    | 0.06%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Builders Firstsource, Inc.                                             | BLDR 6.75 05/15/35 144A                                                                                                          | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52240.73     | 0.01%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AECOM                                                                  | ACM 6 08/01/33 144A                                                                                                              | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81796.16     | 0.02%             | 2033-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                       | Roche Holding AG SPONSORED ADR                                                                                                   | CUSIP: 771195104<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |    150289 | NS      | $8949709.95   | 2.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Companies Inc. (The)                                          | Williams Companies Inc. (The) COM                                                                                                | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |    245011 | NS      | $18307221.92  | 4.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Viking Cruises, Ltd.                                                   | VIKCRU 5.875 10/15/33 144A                                                                                                       | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    140000 | PA      | $142904.30    | 0.04%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| QXO INC                                                                | BECN 6.75 04/30/32 144A                                                                                                          | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62196.36     | 0.02%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                    | EMERSON ELECTRIC CO                                                                                                              | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |     49222 | NS      | $7420216.50   | 1.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp.                                                  | Targa Resources Corp. COM                                                                                                        | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |     13000 | NS      | $3065400.00   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Company                                                     | F 3.25 02/12/32                                                                                                                  | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45025.49     | 0.01%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Blackstone Inc                                                         | Blackstone Inc COM                                                                                                               | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |     26637 | NS      | $3019836.69   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| QXO Inc                                                                | QXO Inc DEPOSITARY SHARES EACH REPRESENTING A 1/20TH INTEREST IN A SHARE OF 5.50% SERIES B MANDATORY CONVERTIBLE PREFERRED STOCK | CUSIP: 82846H504<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     37025 | NS      | $2441428.50   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                             | AER 5 11/15/35                                                                                                                   | CUSIP: 00774MBS3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    700000 | PA      | $699365.00    | 0.18%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ASML Holding N.V.                                                      | ASML Holding N.V. NY REGISTRY SHS                                                                                                | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |      3807 | NS      | $5522281.92   | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHTSTAR LOTTERY PLC                                                 | BRSL 5.75 01/15/33 144A                                                                                                          | CUSIP: 108922AA3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |     20000 | PA      | $19887.58     | 0.01%             | 2033-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Amphenol Corporation                                                   | Amphenol Corporation CL A                                                                                                        | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |     44346 | NS      | $6477176.76   | 1.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Corecivic Inc                                                          | CXW 8.25 04/15/29                                                                                                                | CUSIP: 21871NAC5<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83245.28     | 0.02%             | 2029-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise Inc                                                    | AXON 6.25 03/15/33 144A                                                                                                          | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20745.48     | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                   | CCL 6.125 02/15/33 144A                                                                                                          | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    210000 | PA      | $217531.86    | 0.06%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| XPO Inc                                                                | XPO 6.25 06/01/28 144A                                                                                                           | CUSIP: 98379KAA0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    350000 | PA      | $356283.20    | 0.09%             | 2028-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Inc                                                        | T-Mobile US Inc COM                                                                                                              | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     34307 | NS      | $7447706.63   | 1.88%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                                                         | MICROSOFT CORP                                                                                                                   | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     25590 | NS      | $10050216.60  | 2.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corporation PLC                                                  | Eaton Corporation PLC COM USD0.01                                                                                                | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |     15790 | NS      | $5935776.80   | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corporation                                           | NOC 4.75 06/01/43                                                                                                                | CUSIP: 666807BH4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    500000 | PA      | $471262.12    | 0.12%             | 2043-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Apld Computeco LLC                                                     | APLD 9.25 12/15/30 144A                                                                                                          | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $31511.46     | 0.01%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Dreyfus Government Cash Management Funds                               | Dreyfus Government Cash Management Funds SH BEN INT                                                                              | CUSIP: 262006208<br>LEI: 549300F7IDB6WRO7VJ11 | Long             | STIV             | RF                | US        |    141029 | PA      | $141029.07    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology Inc                                                 | Marvell Technology Inc COM                                                                                                       | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    109380 | NS      | $8935252.20   | 2.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                                           | Broadcom Inc COM                                                                                                                 | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     27802 | NS      | $8884129.10   | 2.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Lifestyle Properties Inc                                        | Equity Lifestyle Properties Inc COM                                                                                              | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |    107616 | NS      | $7227490.56   | 1.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Oneok Inc.                                                             | Oneok Inc. COM                                                                                                                   | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |     99978 | NS      | $8275179.06   | 2.09%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes                                           | T 3.875 08/15/34                                                                                                                 | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    170000 | PA      | $170275.59    | 0.04%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Senior Incorporated                                       | ABR 8.5 12/15/28 144A                                                                                                            | CUSIP: 03881NAL1<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58423.45     | 0.01%             | 2028-12-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                             | AMGN 5.25 03/02/33                                                                                                               | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    550000 | PA      | $576054.36    | 0.15%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                         | DTE Energy Co. COM                                                                                                               | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |     68495 | NS      | $10153698.80  | 2.57%             |  |  |  | No            |                  1 | On Loan: No      |
| ZF North America Capital, Inc.                                         | ZFFNGR 6.75 04/23/30 144A                                                                                                        | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151624.64    | 0.04%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                | PROCTER & GAMBLE CO/THE                                                                                                          | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     46609 | NS      | $7793024.80   | 1.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corporation                                            | Lockheed Martin Corporation COM                                                                                                  | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      8455 | NS      | $5564066.40   | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| MPLX LP                                                                | MPLX LP COM UNIT REP LTD                                                                                                         | CUSIP: 55336V100<br>LEI: 5493000CZJ19CK4P3G36 | Long             | EC               | CORP              | US        |     99696 | NS      | $5876082.24   | 1.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix, Inc.                                                          | NFLX 5.375 11/15/29 144A                                                                                                         | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    400000 | PA      | $417454.29    | 0.11%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                                                | VSNT 7.25 01/30/31 144A                                                                                                          | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30720.87     | 0.01%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KKR & Co Inc.                                                          | KKR & Co Inc. 6.25% SERIES D MANDATORY CONVERTIBLE PREFERRED STOCK                                                               | CUSIP: 48251W500<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |     78274 | NS      | $3106695.06   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corporation                                            | Ares Management Corporation CL A COM STK                                                                                         | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |     52659 | NS      | $5898334.59   | 1.49%             |  |  |  | No            |                  1 | On Loan: No      |
| WarnerMedia Holdings Inc.                                              | WBD 4.279 03/15/32 *                                                                                                             | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18400.00     | 0.00%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                   | JPM V5.717 09/14/33                                                                                                              | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    700000 | PA      | $741899.61    | 0.19%             | 2033-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                                   | LVS 5.625 06/15/28                                                                                                               | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10246.83     | 0.00%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                   | GM 4.35 01/17/27                                                                                                                 | CUSIP: 37045XBT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250447.38    | 0.06%             | 2027-01-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                              | STX 5.875 07/15/30 144A                                                                                                          | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     50000 | PA      | $51503.20     | 0.01%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                   | GLENLN 5.673 04/01/35 144A                                                                                                       | CUSIP: 378272CA4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    160000 | PA      | $169118.43    | 0.04%             | 2035-04-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Amkor Technology, Inc.                                                 | AMKR 5.875 10/01/33 144A                                                                                                         | CUSIP: 031652BL3<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81735.12     | 0.02%             | 2033-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                      | JOHNSON & JOHNSON                                                                                                                | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     24204 | NS      | $6012999.72   | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Mckesson Corp.                                                         | Mckesson Corp. COM                                                                                                               | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      8183 | NS      | $8079648.71   | 2.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kenvue Inc.                                                            | KVUE 4.9 03/22/33                                                                                                                | CUSIP: 49177JAK8<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    400000 | PA      | $413312.08    | 0.10%             | 2033-03-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                   | CCL 5.125 05/01/29 144A                                                                                                          | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     50000 | PA      | $50741.05     | 0.01%             | 2029-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                 | TFC V5.711 01/24/35 MTN                                                                                                          | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    300000 | PA      | $318414.37    | 0.08%             | 2035-01-24      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd.                                 | PFE 4.75 05/19/33                                                                                                                | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    550000 | PA      | $561601.00    | 0.14%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| The Cigna Group                                                        | CI 2.4 03/15/30                                                                                                                  | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    348000 | PA      | $327473.00    | 0.08%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                    | Kinder Morgan, Inc. COM                                                                                                          | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |    385564 | NS      | $12827714.28  | 3.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc.                                                            | AbbVie Inc. COM                                                                                                                  | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     19251 | NS      | $4467772.08   | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc.                                                          | Prologis Inc. COM                                                                                                                | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |     45390 | NS      | $6471252.30   | 1.64%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIFT4 PAYMENTS LLC                                                    | FOUR 6.75 08/15/32 144A                                                                                                          | CUSIP: 82453AAB3<br>LEI: 254900GTEMR7L40VPI74 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29388.82     | 0.01%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                           | ORCL 6 08/03/55                                                                                                                  | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44073.60     | 0.01%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                  | QUIKHO 6.375 03/01/32 144A                                                                                                       | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20798.96     | 0.01%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Walt Disney Company                                                    | DIS 2 09/01/29                                                                                                                   | CUSIP: 254687FL5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    600000 | PA      | $566116.14    | 0.14%             | 2029-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Rocket Companies Inc                                                   | RKT 6.125 08/01/30 144A                                                                                                          | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $41060.76     | 0.01%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Lennar Corp.                                                           | Lennar Corp. CL A                                                                                                                | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |     60083 | NS      | $6871091.88   | 1.74%             |  |  |  | No            |                  1 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                    | AXL 6.375 10/15/32 144A                                                                                                          | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40735.27     | 0.01%             | 2032-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                  | BAC V5.015 07/22/33 MTN                                                                                                          | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    600000 | PA      | $617809.94    | 0.16%             | 2033-07-22      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| L3 Harris Technologies Inc                                             | L3 Harris Technologies Inc COM                                                                                                   | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |     28076 | NS      | $10234825.04  | 2.59%             |  |  |  | No            |                  1 | On Loan: No      |
| WarnerMedia Holdings Inc.                                              | WBD 5.05 03/15/42 *                                                                                                              | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14100.00     | 0.00%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Millrose Properties Inc.                                               | MRP 6.25 09/15/32 144A                                                                                                           | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10133.63     | 0.00%             | 2032-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MidCap Financial Issuer Trust                                          | MIDCAP F 01/15/56 144a                                                                                                           | CUSIP: 59590AAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $197132.42    | 0.05%             | 2056-01-15      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Millrose Properties Inc.                                               | MRP 6.375 08/01/30 144A                                                                                                          | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $61590.00     | 0.02%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| StoneX Escrow Issuer LLC                                               | SNEX 6.875 07/15/32 144A                                                                                                         | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $31155.18     | 0.01%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                              | Goldman Sachs Group, Inc. COM                                                                                                    | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      4252 | NS      | $3654891.64   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corporation                                                     | DLX 8.125 09/15/29 144A                                                                                                          | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31505.18     | 0.01%             | 2029-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                   | JPMorgan Chase & Co. COM                                                                                                         | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     28805 | NS      | $8650141.50   | 2.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc.                                                           | MetLife Inc. COM                                                                                                                 | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     61852 | NS      | $4457673.64   | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc.                                                  | FCX 5.45 03/15/43                                                                                                                | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494980.20    | 0.13%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                        | CVS 3.75 04/01/30                                                                                                                | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    600000 | PA      | $590775.00    | 0.15%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                          | Enbridge Inc. COM                                                                                                                | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |    135503 | NS      | $7200629.42   | 1.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Midstream Partners LP                                          | Western Midstream Partners LP COM UNIT LP INT                                                                                    | CUSIP: 958669103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56000 | NS      | $2329040.00   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Products Partners L.P.                                      | Enterprise Products Partners L.P. COM                                                                                            | CUSIP: 293792107<br>LEI: K4CDIF4M54DJZ6TB4Q48 | Long             | EC               | CORP              | US        |    282076 | NS      | $10194226.64  | 2.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                                                        | GEN 6.25 04/01/33 144A                                                                                                           | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19915.54     | 0.01%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions Inc.                                       | BMCAUS 6.25 08/01/33 144A                                                                                                        | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50967.85     | 0.01%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics Inc.                                                 | QNTELE 5.75 08/15/32 144A                                                                                                        | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51220.83     | 0.01%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Trust I                                                      | JP Morgan Trust I 100%UST MM INS                                                                                                 | CUSIP: 4812A2835<br>LEI: 549300DM5WZMCZZ70R78 | Long             | STIV             | RF                | US        |  11744333 | PA      | $11744333.03  | 2.97%             | 2099-12-01      | Floating      | 0.00%                 | No            |                  1 | On Loan: No      |
| Celanese US Holdings Llc                                               | CE 6.75 04/15/33                                                                                                                 | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61558.20     | 0.02%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| McCormick & Company, Incorporated                                      | McCormick & Company, Incorporated COM NON VTG                                                                                    | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |     85068 | NS      | $6043230.72   | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                                   | LADR 7 07/15/31 144A                                                                                                             | CUSIP: 505742AR7<br>LEI: 254900TBF2Z4GR7NSX02 | Long             | DBT              | CORP              | US        |    280000 | PA      | $295460.76    | 0.07%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SunocoCorp LLC                                                         | SunocoCorp LLC COM SHS LLC                                                                                                       | CUSIP: 86765Q106<br>LEI: 529900W6BS3KGM2OOQ61 | Long             | EC               | CORP              | US        |     81658 | NS      | $4890497.62   | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co.                                                             | Boeing Co. 6% SER A DEP SHS REPSTG 1/20TH INT MANDATORY CONV PFD                                                                 | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |    114383 | NS      | $8341952.19   | 2.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                                          | Alphabet Inc. CAP STK CL A                                                                                                       | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     33277 | NS      | $10374437.52  | 2.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc.                                                             | Amgen Inc. COM                                                                                                                   | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      7298 | NS      | $2832791.68   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Block Inc                                                              | XYZ 6 08/15/33 144A                                                                                                              | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50846.05     | 0.01%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Capstone Copper Corp                                                   | CAPCOP 6.75 03/31/33 144A                                                                                                        | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $82732.48     | 0.02%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                                    | Cheniere Energy Inc COM NEW                                                                                                      | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |     11449 | NS      | $2698872.77   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                                          | Intercontinental Exchange Inc COM                                                                                                | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |     16066 | NS      | $2636912.58   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co (The)                                                     | Coca-Cola Co (The) COM                                                                                                           | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     65027 | NS      | $5303602.12   | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| SV RNO Property Owner 1 LLC                                            | TRACTC 5.875 03/01/31 144A                                                                                                       | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $90466.63     | 0.02%             | 2031-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                               | HCA 5.625 09/01/28                                                                                                               | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    400000 | PA      | $412700.32    | 0.10%             | 2028-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                       | AMZN 2.1 05/12/31                                                                                                                | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    550000 | PA      | $501077.08    | 0.13%             | 2031-05-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                     | TMUS 3.875 04/15/30                                                                                                              | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496249.74    | 0.13%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                           | QUALCOMM INC                                                                                                                     | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     49264 | NS      | $7013223.04   | 1.77%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                                         | BNP V5.894 12/05/34 144A                                                                                                         | CUSIP: 05581KAG6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $268314.94    | 0.07%             | 2034-12-05      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                     | Meta Platforms Inc CL A                                                                                                          | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      8823 | NS      | $5718892.14   | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                                                       | NRG 6 01/15/36 144A                                                                                                              | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91645.38     | 0.02%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Plains GP Holdings LP                                                  | Plains GP Holdings LP LTD PARTNR INT A                                                                                           | CUSIP: 72651A207<br>LEI: 549300O56BSKRD8FAM12 | Long             | EC               | CORP              | US        |    424466 | NS      | $9567463.64   | 2.42%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                                                              | APPLE INC                                                                                                                        | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     46244 | NS      | $12216739.92  | 3.09%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Company                                               | AXP V5.043 05/01/34                                                                                                              | CUSIP: 025816DF3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514185.53    | 0.13%             | 2034-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                                           | Apollo Global Management Inc 6.75% SERIES A MANDATORY CONVERTIBLE PREFERRED STOCK                                                | CUSIP: 03769M304<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |    100142 | NS      | $5613960.52   | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| JANE STREET GROUP LLC                                                  | JANEST 6.75 05/01/33 144A                                                                                                        | CUSIP: 47077WAE8<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143772.88    | 0.04%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                    | AMERICAN TOWER CORP                                                                                                              | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |     26799 | NS      | $5141656.14   | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust Inc.                                              | Digital Realty Trust Inc. COM                                                                                                    | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |     27979 | NS      | $4957878.80   | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co.                                                        | Eli Lilly & Co. COM                                                                                                              | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      2888 | NS      | $3038147.12   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings Inc                                                      | HRI 6 03/15/34 144A                                                                                                              | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20125.66     | 0.01%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                         | The Charles Schwab Corporation COM                                                                                               | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     25336 | NS      | $2411987.20   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP Inc.                                                            | EZPW 7.375 04/01/32 144A                                                                                                         | CUSIP: 302301AJ5<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32203.14     | 0.01%             | 2032-04-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                  | Freeport-McMoRan Inc. CL B                                                                                                       | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |    111035 | NS      | $7559262.80   | 1.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Gas and Electric Company                                       | PCG 5.8 05/15/34                                                                                                                 | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    270000 | PA      | $284963.01    | 0.07%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                           | Oracle Corp. COM                                                                                                                 | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     33466 | NS      | $4865956.40   | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| APH Somerset Inv 2 LLC / APH2 Somerset Inv 2 LLC / APH3 Somerset Inv 2 | AQUARI 7.875 11/01/29 144A                                                                                                       | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $48485.75     | 0.01%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Forestar Group Inc.                                                    | FOR 6.5 03/15/33 144A                                                                                                            | CUSIP: 346232AG6<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61475.70     | 0.02%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MERCK & CO. INC.                                                       | MERCK & CO. INC.                                                                                                                 | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     56499 | NS      | $6995706.18   | 1.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co.                                                      | WFC V4.897 07/25/33 MTN                                                                                                          | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510053.57    | 0.13%             | 2033-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC/ CCO Holdings Capital Corp.                          | CHTR 7.375 02/01/36 144A                                                                                                         | CUSIP: 1248EPCV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $243753.84    | 0.06%             | 2036-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                                   | LVS 6 06/14/30                                                                                                                   | CUSIP: 517834AN7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    290000 | PA      | $304628.52    | 0.08%             | 2030-06-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                              | Union Pacific Corporation COM                                                                                                    | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     45930 | NS      | $12170531.40  | 3.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR CORP                                                               | AIR 6.75 03/15/29 144A                                                                                                           | CUSIP: 00253PAA6<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51576.40     | 0.01%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                         | Citigroup Inc. COM NEW                                                                                                           | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     65065 | NS      | $7169512.35   | 1.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings Inc                                                      | HRI 7.25 06/15/33 144A                                                                                                           | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63463.02     | 0.02%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                    | Abbott Laboratories COM                                                                                                          | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     41019 | NS      | $4772560.65   | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corporation                                           | Northrop Grumman Corporation COM                                                                                                 | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |     12461 | NS      | $9026499.18   | 2.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                                            | Walmart Inc COM                                                                                                                  | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     52056 | NS      | $6660565.20   | 1.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbus McKinnon Corp.                                                | CMCO 7.125 02/01/33 144A                                                                                                         | CUSIP: 199333AK1<br>LEI: 549300W3HQB0HO1F3G69 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20575.10     | 0.01%             | 2033-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                  | Bank of America Corp. COM                                                                                                        | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    129907 | NS      | $6473265.81   | 1.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Vici Properties Inc                                                    | Vici Properties Inc COM                                                                                                          | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |    170000 | NS      | $5135700.00   | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese US Holdings Llc                                               | CE 7 02/15/31                                                                                                                    | CUSIP: 15089QBC7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10305.76     | 0.00%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                     | Atmos Energy Corp. COM                                                                                                           | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |     34761 | NS      | $6493007.19   | 1.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Glencore Funding LLC                                                   | GLENLN 6.141 04/01/55 144a                                                                                                       | CUSIP: 378272CB2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    220000 | PA      | $232562.37    | 0.06%             | 2055-04-01      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                          | Equinix, Inc. COM                                                                                                                | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |      2766 | NS      | $2694803.16   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corporation                                                        | FOXA 6.5 10/13/33                                                                                                                | CUSIP: 35137LAN5<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21958.09     | 0.01%             | 2033-10-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Lightning Power LLC                                                    | LIGPLL 7.25 08/15/32 144A                                                                                                        | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106231.20    | 0.03%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                                                     | NextEra Energy Inc COM                                                                                                           | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |    105017 | NS      | $9847444.09   | 2.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Pearl Compute LLC                                                | BLKPRL 6.125 02/15/31 144A                                                                                                       | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20494.04     | 0.01%             | 2031-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TC Energy Corp                                                         | TC Energy Corp COM                                                                                                               | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |     92708 | NS      | $5967613.96   | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corporation                                                    | CMCSA 4.25 10/15/30                                                                                                              | CUSIP: 20030NCU3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    550000 | PA      | $554983.19    | 0.14%             | 2030-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                     | Energy Transfer LP COM UT LTD PTN                                                                                                | CUSIP: 29273V100<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EC               | CORP              | US        |    467937 | NS      | $8815933.08   | 2.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Methanex US Operations Inc.                                            | MXCN 6.25 03/15/32 144A                                                                                                          | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $51781.65     | 0.01%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Flutter Treasury Designated Activity Co.                               | FLTR 5.875 06/04/31 144A                                                                                                         | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $199555.81    | 0.05%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                             | AER 3.3 01/30/32                                                                                                                 | CUSIP: 00774MAX3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    300000 | PA      | $280430.06    | 0.07%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Crossamerica Partners LP                                               | Crossamerica Partners LP UT LTD PTN INT                                                                                          | CUSIP: 22758A105<br>LEI: 549300OUUC900EVOGX10 | Long             | EC               | CORP              | US        |    135864 | NS      | $2741735.52   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co.                                                  | Colgate-Palmolive Co. COM                                                                                                        | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     78162 | NS      | $7748980.68   | 1.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III B.V.                       | TEVA 6 12/01/32                                                                                                                  | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $212380.40    | 0.05%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                                            | ASUCOR 8 12/31/32 144A                                                                                                           | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |    120000 | PA      | $126140.16    | 0.03%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AMC Networks Inc                                                       | AMCX 10.25 01/15/29 144A                                                                                                         | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32190.38     | 0.01%             | 2029-01-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Home Depot Inc.                                                        | HD 2.7 04/15/30                                                                                                                  | CUSIP: 437076CB6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    300000 | PA      | $286619.02    | 0.07%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Westlake Chemical Partners LP                                          | Westlake Chemical Partners LP COM UNIT RP LP                                                                                     | CUSIP: 960417103<br>LEI: 5493001UJXZP4TJUQM76 | Long             | EC               | CORP              | US        |    348827 | NS      | $7681170.54   | 1.94%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-24

**Name of Applicant:** LMP Capital & Income Fund Inc.

**Signature:** Christopher Berarducci

**Name of Signer:** Christopher Berarducci

**Title:** Principal Financial Officer