It looks like an addendum to (or part of) "Wall Street & the Financial Crisis-Anatomy of a Financial Collapse" https://www.hsgac.senate.gov/imo/media/doc/PSI%2

It looks like an addendum to (or part of) "Wall Street & the Financial Crisis-Anatomy of a Financial Collapse" https://www.hsgac.senate.gov/imo/media/doc/PSI%20REPORT%20-%20Wall%20Street%20&%20the%20Financial%20Crisis-Anatomy%20of%20a%20Financial%20Collapse%20(FINAL%205-10-11).pdf https://www.hsgac.senate.gov/imo/media/doc/PSI%20REPORT%20-%... Yep, there's a reference on page 289. 1119 2/2007 “Shorting Home Equity Mezzanine Tranches,” Deutsche Bank Securities Inc., and there was an earlier version, from 2005. 1314 See, e.g., 2/2007 presentation, “Shorting Home Equity Mezzanine Tranches,” prepared by Mr. Lippmann, DBSI_PSI_EMAIL01988773-845