That's just one of thousands of pools.. So, you can't read into the two pools I've posted here with too much panic. But, you now see the daunting task that these firms now face when it comes to trying to come up with an accurate price for this stuff. There's thousands of deals out there, and the #'s are changing. I wouldn't worry TOO much about the CSFB deal that I posted. It will probably cause a dent of a few mil's to be added to whatever writedown if things hit the fan in that class for CSFB. But, that was late in the issuance. This pool is almost paid off (thank goodness) -lc
*CITIGROUP CFO EXPECTS SUBSTANTIAL ADDITIONAL CDO MARKDOWNS I forgot to look at citibank LOL woops! But it doesn't look so bad, but I guess the incremental delinquencies are adding up. There's a lot to look at though. Many tranches in just this one deal alone (2pgs worth).
In keeping with the whole theme, take a look at a pool issued in 2004 by Goldman Sachs (GSAA 2004-9). I was paying attention to the M4 tranche, but this is a periodic update report that gets sent out for all tranches for the entire deal every month.