Luminus Management’s Calpine Corporation CPN Stock Holding History

Luminus Management’s Portfolio CPN Stock Details CPN Fund Activity

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2017 Q4	–	Sell	-1,100,410	Closed	-$16.2M	–	201
2017 Q3	$16.2M	Sell	1,100,410 -5,195,260	-83%	-$74.1M	0.51%	58
2017 Q2	$85.2M	Buy	+6,295,670	New	+$75.8M	2.25%	10
2016 Q3	–	Sell	-510,482	Closed	-$7.53M	–	177
2016 Q2	$7.53M	Sell	510,482 -770,810	-60%	-$11.4M	0.29%	83
2016 Q1	$19.4M	Sell	1,281,292 -6,481,086	-83%	-$91M	0.73%	41
2015 Q4	$112M	Sell	7,762,378 -586,984	-7%	-$8.59M	4.4%	4
2015 Q3	$122M	Buy	8,349,362 +3,137,262	+60%	+$51.5M	4%	5
2015 Q2	$93.8M	Sell	5,212,100 -479,974	-8%	-$10M	3.68%	7
2015 Q1	$130M	Sell	5,692,074 -2,962,690	-34%	-$63.9M	5.07%	4
2014 Q4	$192M	Buy	8,654,764 +1,206,110	+16%	+$26.8M	8.5%	3
2014 Q3	$162M	Buy	7,448,654 +1,300,000	+21%	+$29.4M	7.05%	3
2014 Q2	$146M	Hold	6,148,654	–	–	6.98%	3
2014 Q1	$129M	Sell	6,148,654 -448,242	-7%	-$8.79M	8.96%	2
2013 Q4	$129M	Buy	6,596,896 +109,101	+2%	+$2.12M	9.59%	2
2013 Q3	$126M	Buy	6,487,795 +1,291,087	+25%	+$25.6M	12%	1
2013 Q2	$110M	Buy	+5,196,708	New	+$109M	9.49%	3

Other funds holding CPN

Vanguard Group Malvern, Pennsylvania $6.9T AUM 27.45% 1-Year Est. Return

Marble Holdings Wilmington, Delaware $272M AUM

ECP ControlCo Summit, New Jersey $6.34B AUM 19.72% 1-Year Est. Return

BlackRock New York $5.7T AUM 30.48% 1-Year Est. Return

Farallon Capital Management San Francisco, California $15.3B AUM 50.95% 1-Year Est. Return

Hotchkis & Wiley Capital Management

Hotchkis & Wiley Capital Management Los Angeles, California $32.4B AUM 17.21% 1-Year Est. Return

Dimensional Fund Advisors

Dimensional Fund Advisors Austin, Texas $481B AUM 30.42% 1-Year Est. Return

UBS O'Connor Chicago, Illinois $3.37B AUM 63.08% 1-Year Est. Return

Deutsche Bank Frankfurt Am Main Ge, Germany $303B AUM 30.15% 1-Year Est. Return

AQR Arbitrage Greenwich, Connecticut $6.09B AUM 27.01% 1-Year Est. Return