CITIGROUP INC

CUSIP: 172967234 Class: WTS

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

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

Q3 2015
Shares 115,500 Value ($000) $1 Avg Close — Range —
Q2 2015
Shares 115,500 Value ($000) $3 Avg Close — Range —
Q1 2015
Shares 115,500 Value ($000) $3 Avg Close — Range —
Q4 2014
Shares 115,500 Value ($000) $3 Avg Close — Range —
Q3 2014
Shares 115,500 Value ($000) $4 Avg Close — Range —
Q2 2014
Shares 115,500 Value ($000) $3 Avg Close — Range —
Q1 2014
Shares 115,500 Value ($000) $5 Avg Close — Range —
Q4 2013
Shares 115,500 Value ($000) $7 Avg Close — Range —
Q3 2013
Shares 115,500 Value ($000) $9 Avg Close — Range —
Q2 2013
Shares 115,500 Value ($000) $10 Avg Close — Range —