Calpine Corp.

CUSIP: 131347CK0 Class: Corporate Bond - Domestic

SILVERBACK ASSET MANAGEMENT LLC's Holding History (CIK: 0001278960)

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

Q1 2018

Shares 12,475,000 Value ($000) $12,023 Avg Close — Range —

Q4 2017

Shares 12,475,000 Value ($000) $12,226 Avg Close — Range —

Q3 2017

Shares 12,475,000 Value ($000) $12,491 Avg Close — Range —

Period	Shares	Value ($000)	Average Close	Price Range
Q1 2018	12,475,000	$12,023	—	—
Q4 2017	12,475,000	$12,226	—	—
Q3 2017	12,475,000	$12,491	—	—