CAPSTEAD MTG CORP

CUSIP: 14067E506 Class: COM NO PAR

VIRGINIA RETIREMENT SYSTEMS ET AL's Holding History (CIK: 0001005354)

Note: Option positions (PUT/CALL) are excluded.

Q4 2014
Shares 36,800 Value ($000) $452 Avg Close — Range —
Q3 2014
Shares 31,100 Value ($000) $381 Avg Close — Range —
Q2 2014
Shares 35,300 Value ($000) $464 Avg Close — Range —
Q1 2014
Shares 37,800 Value ($000) $479 Avg Close — Range —
Q4 2013
Shares 38,400 Value ($000) $464 Avg Close — Range —
Q2 2013
Shares 25,800 Value ($000) $312 Avg Close — Range —