CALPINE CORP

CUSIP: 131347304 Class: COM

O'SHAUGHNESSY ASSET MANAGEMENT, LLC's Holding History (CIK: 0001423442)

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

Q2 2016
Shares 182,078 Value ($000) $2,686 Avg Close — Range —
Q1 2016
Shares 244,356 Value ($000) $3,609 Avg Close — Range —
Q4 2015
Shares 221,535 Value ($000) $3,206 Avg Close — Range —
Q3 2015
Shares 222,023 Value ($000) $3,242 Avg Close — Range —
Q2 2015
Shares 50,383 Value ($000) $906 Avg Close — Range —
Q1 2015
Shares 838 Value ($000) $19 Avg Close — Range —