CALPINE CORP

CUSIP: 131347304 Class: COM

TWO SIGMA SECURITIES, LLC's Holding History (CIK: 0001450144)

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

Q4 2017
Shares 27,330 Value ($000) $414 Avg Close — Range —
Q2 2017
Shares 12,886 Value ($000) $174 Avg Close — Range —
Q4 2015
Shares 22,836 Value ($000) $330 Avg Close — Range —