XML 109 R41.htm IDEA: XBRL DOCUMENT v3.19.3
Securitization Activities (Tables)
 9 Months Ended
Aug. 31, 2019
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
 
For the Nine Months Ended
 
August 31, 2019
 
September 30, 2018
 
August 31, 2019
 
September 30, 2018
Transferred assets
$
789.3

 
$
1,865.5

 
$
2,894.4

 
$
5,665.9

Proceeds on new securitizations
$
789.3

 
$
1,866.2

 
$
2,966.3

 
$
5,668.6

Cash flows received on retained interests
$
16.8

 
$
17.2

 
$
47.2

 
$
35.7
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):
 
August 31, 2019
 
November 30, 2018
Securitization Type 
Total
Assets
 
Retained
Interests
 
Total
Assets
 
Retained
Interests
U.S. government agency residential mortgage-backed securities
$
11,351.8

 
$
123.8

 
$
13,633.5

 
$
365.3

U.S. government agency commercial mortgage-backed securities
$
1,374.9

 
$
48.4

 
$
2,027.6

 
$
185.6

CLOs
$
3,430.0

 
$
29.8

 
$
3,512.0

 
$
20.9

Consumer and other loans
$
975.0

 
$
56.8

 
$
604.1

 
$
48.9