XML 53 R42.htm IDEA: XBRL DOCUMENT v3.10.0.1
Securitization Activities (Tables)
9 Months Ended
Sep. 30, 2018
Securitization Activities [Abstract]  
Activity Related To Securitizations Accounted For As Sales
The following table presents activity related to Jefferies Group's securitizations that were accounted for as sales in which it had continuing involvement (in millions):
 
For the Three Months Ended September 30,
 
For the Nine Months Ended September 30,
 
2018

2017
 
2018
 
2017
Transferred assets
$
1,865.5

 
$
1,009.1

 
$
5,665.9

 
$
2,677.7

Proceeds on new securitizations
$
1,866.2

 
$
1,017.2

 
$
5,668.6

 
$
2,703.3

Cash flows received on retained interests
$
17.2

 
$
8.7

 
$
35.7

 
$
22.7

Summary Of Retained Interests In SPEs
The following table summarizes Jefferies Group's retained interests in SPEs where it transferred assets and has continuing involvement and received sale accounting treatment (in millions):
 
September 30, 2018
 
December 31, 2017
Securitization Type 
Total
Assets
 
Retained
Interests
 
Total
Assets
 
Retained
Interests
U.S. government agency residential mortgage-backed securities
$
13,306.0

 
$
192.7

 
$
6,383.5

 
$
28.2

U.S. government agency commercial mortgage-backed securities
$
2,101.5

 
$
276.1

 
$
2,075.7

 
$
81.4

CLOs
$
3,442.3

 
$
26.4

 
$
3,957.8

 
$
20.3

Consumer and other loans
$
648.9

 
$
53.0

 
$
247.6

 
$
47.8