Most firms will give you a small payment at the end of your internship for the 3/4 days you were entitled to holiday pay. HR will communicate that to you but most people don't have a clue. Then again, I'm yet to hear of anyone actually take these days off.
Also check if your firm upped analyst pay last year as that should be pro-rated. My bank was one of these and the new interns are getting 50k pro-rated..bastards.