CITIGROUP INC

CUSIP: 172967226 Class: WTS

BASSO CAPITAL MANAGEMENT, L.P.'s Holding History (CIK: 0001287978)

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

Q4 2017
Shares 81,500 Value ($000) $8 Avg Close — Range —
Q3 2017
Shares 81,500 Value ($000) $9 Avg Close — Range —
Q2 2017
Shares 81,500 Value ($000) $12 Avg Close — Range —
Q1 2017
Shares 81,500 Value ($000) $12 Avg Close — Range —
Q4 2016
Shares 81,500 Value ($000) $12 Avg Close — Range —
Q3 2016
Shares 81,500 Value ($000) $4 Avg Close — Range —
Q2 2016
Shares 81,500 Value ($000) $5 Avg Close — Range —
Q1 2016
Shares 81,500 Value ($000) $8 Avg Close — Range —
Q4 2015
Shares 81,500 Value ($000) $15 Avg Close — Range —
Q3 2015
Shares 81,500 Value ($000) $38 Avg Close — Range —
Q2 2015
Shares 81,500 Value ($000) $60 Avg Close — Range —
Q1 2015
Shares 81,500 Value ($000) $59 Avg Close — Range —
Q4 2014
Shares 81,500 Value ($000) $71 Avg Close — Range —
Q3 2014
Shares 81,500 Value ($000) $77 Avg Close — Range —
Q2 2014
Shares 166,500 Value ($000) $102 Avg Close — Range —
Q1 2014
Shares 166,500 Value ($000) $107 Avg Close — Range —
Q4 2013
Shares 166,500 Value ($000) $108 Avg Close — Range —
Q3 2013
Shares 166,500 Value ($000) $125 Avg Close — Range —
Q2 2013
Shares 191,500 Value ($000) $151 Avg Close — Range —