Exhibit 99.1

4Q 2011 INVESTOR FACT SHEET CAPSTEAD About Us Capstead is based in Dallas, Texas and is listed on the New York Stock Exchange (symbol CMO). Having been formed in 1985, we hold the distinction of being the oldest of the publicly-traded mortgage REITs. Proven Strategy We invest in a leveraged portfolio of residential adjustable-rate mortgage (“ARM”) securities issued and guaranteed by Fannie Mae, Freddie Mac or Ginnie Mae. Our investment strategy differentiates us from our peers because ARM securities reset to more current interest rates within a relatively short period of time allowing for: • the recovery of financing spreads diminished during periods of rising interest rates, and • smaller fluctuations in portfolio values from changes in interest rates compared to fixed-rate mortgage securities. Quality Assets Agency-guaranteed residential mortgage securities are considered to have little, if any, credit risk, particularly given federal government support for Fannie Mae and Freddie Mac. These mortgage investments are highly liquid and can be financed with multiple funding providers through standard repurchase arrangements. Conservatively Financed We prudently leverage our portfolio to provide financial flexibility needed to successfully manage through periods of changing market conditions, and we have long-standing relationships with numerous lending counterparties. Further, our use of interest rate swap agreements helps mitigate the effects of rising short-term interest rates. Experienced Management in a Stockholder Friendly Structure Our management team has over 80 years of combined mortgage finance industry experience. We are self-managed with low operating costs and rely heavily on performance-based compensation. This structure greatly enhances the alignment of management interests with those of our stockholders. Long-Term Investment Capital (in millions) Long-term Unsecured Borrowings, net Preferred Stock, recorded amount • Common Stock Portfolio Leverage* Total Assets (in millions) Capstead Mortgage Corporation www.capstead.com Portfolio Leverage Repurchase Arrangements and Similar Borrowings divided by Long-Term Investment Capital

4Q 2011 INVESTOR FACT SHEET Fourth Quarter Highlights • Reported earnings of $42.0 million, or $0.43 per diluted common share. • Book value increased by $0.02 to $12.52 per common share at December 31,2011. • Increased investment portfolio by $25 million to $12.26 billion at December 31,2011. • Portfolio leverage ended the quarter at 8.15 times long-term investment capital. • Total financing spreads averaged 1.46%. • Raised $237 million in new equity capital for the twelve months ending December 31,2011. • Operating expense as a percentage of long-term investment capital averaged 1.23%. Quarterly Results Dec. 31, Sept. 30, June 30, March 31, Dec. 31, (In thousands, except per share data) 2011 2011 2011 2011 2010 Interest income $ 63,981 $ 62,949 $ 63,194 $ 53,254 $ 51,042 Interest expense* (17,743) (17,930) (15,894) (14,513) (14,081) Net interest margin 46,238 45,019 47,300 38,741 36,961 Miscellaneous other revenue (expense) (32) (45) (534) (153) (109) Incentive compensation (1,548) (1,429) (1,487) (1,233) (1,327) Salaries and benefits (1,698) (1,631) (1,672) (1,700) (1,566) Other general and administrative expense (992) (911) (1,066) (963) (932) (4,270) (4,016) (4,759) (4,049) (3,934) Net income 41,968 41,003 42,541 34,692 33,027 Diluted earnings per common share 0.43 0.43 0.48 0.41 0.40 Common dividends per share 0.43 0.44 0.48 0.41 0.39 New equity capital 39,159 54,197 83,453 60,071 Common shares outstanding (EOQ) 88,287 85,256 81,311 74,994 70,259 * Including $2.2 million of interest charges on unsecured borrowings for each period presented. Analysts Firm Rating* B. Riley&Co. Neutral Compass Point Research Neutral Deutsche Bank Hold FBR Capital Markets Outperform JMP Securities LLC Buy Keefe, Bruyette & Woods Outperform Macquarie Outperform RBC Capital Markets Outperform Sterne Agee Neutral Stifel Nicolaus Buy Wunderlich Hold % of Shares Institution Outstanding** Wells Capital Management Inc. 5.80 BlackRock Global Investors 4.83 Vanguard Group Inc. 3.81 Thornburg Investment Management Inc 2.87 Jennison Associates LLC 2.38 Clough Capital Partners LP 2.35 State Street Global Advisors Inc. 2.18 Northern Trust Global Investments Ltd. 1.95 Highland Capital Management LP 1.88 JPMorgan Asset Management 1.84 Common Stock Information NYSE Ticker: CMO Price as of 1/31/11: $13.10 52-wk High/Low: $13.95 / $10.00 40 Dividend: $0.43 Dividend yield: 13.1% (based on annualized 40 dividend) 40 Avg Daily Vol: 1,053,839 shares Series A/Series B Preferred Stock Info NYSE Ticker: CMOPRA/CMOPRB Prices as of 1/31/11: $22.01 / $14.87 Redemption Price: $16.40/$12.50 Liquidation Preference: $16.40/$11.38 Conversion Ratio: 1.6562 / 0.6399 Annualized Dividend: $1.60 / $1.26 Dividend yield: 7.3% / 8.5% Continuous Offering Program When conditions warrant, we make use of an at-the-market, continuous offering program to raise new common and Series B preferred equity capital. Total Average Financing Spreads (in basis points) FY FY FY FY FY 07 08 09 10 11 * AsofJanuary31,2012 ** % based on available filings as of January 31,2012 and shares outstanding as of December 31,2011. Capstead Mortgage Corporation 8401 North Central Expressway. Suite 800 800.358.2323.invrel@capstead.com ww