XML 63 R51.htm IDEA: XBRL DOCUMENT v3.21.2
Fair Value Disclosures - Additional Information (Details) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
May 31, 2021
May 31, 2020
May 31, 2021
May 31, 2020
Nov. 30, 2020
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]          
Transfers of assets from Level 2 to Level 3 $ 57,800 $ 127,500 $ 99,700 $ 148,500  
Transfers of assets from Level 3 to Level 2 21,800 33,700 46,100 14,600  
Transfers of liabilities from Level 2 to Level 3 78,100 23,700 162,900 37,000  
Transfers of liabilities from Level 3 to Level 2 154,700 98,600 17,300 98,500  
Net gains/(losses) on Level 3 assets (realized and unrealized) 21,800 (39,500) 35,300 (69,800)  
Net gains/(losses) on Level 3 liabilities (realized and unrealized) (7,000) 124,300 (60,700) 144,700  
Value of asset excluded from significant unobservable inputs 2,500   2,500   $ 17,300
Value of liability excluded from significant unobservable inputs         800
Aggregate fair value of loans and other receivables on nonaccrual status and/or 90 days or greater past due 67,400   67,400   69,700
Loans and other receivables greater than 90 days past due 26,200   26,200   3,800
Cash and securities segregated and on deposit for regulatory purposes with clearing and depository organizations 901,381   901,381   604,321
Loans and other receivables          
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]          
Transfers of assets from Level 2 to Level 3 20,900 20,700 58,300 33,500  
Transfers of assets from Level 3 to Level 2     6,700 4,000  
Transfers of liabilities from Level 2 to Level 3       10,800  
Net gains/(losses) on Level 3 assets (realized and unrealized) 1,981 (4,891) 4,312 (8,600)  
CDOs and CLOs          
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]          
Transfers of assets from Level 2 to Level 3 20,100 29,600 18,200 22,900  
Transfers of assets from Level 3 to Level 2   4,400      
Net gains/(losses) on Level 3 assets (realized and unrealized) 6,557 (12,879) 9,695 (14,223)  
Corporate equity securities          
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]          
Transfers of assets from Level 2 to Level 3     11,000 37,000  
Transfers of assets from Level 3 to Level 2   26,200   7,300  
Net gains/(losses) on Level 3 assets (realized and unrealized) 12,057 (5,319) 14,329 (12,860)  
Net gains/(losses) on Level 3 liabilities (realized and unrealized) (42) 60 (64) (216)  
Residential mortgage-backed securities          
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]          
Transfers of assets from Level 3 to Level 2 15,300   14,700    
Net gains/(losses) on Level 3 assets (realized and unrealized) 205 (1,773) 33 (2,248)  
Other ABS          
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]          
Transfers of assets from Level 2 to Level 3 13,500 44,500 10,500 31,100  
Transfers of assets from Level 3 to Level 2 4,400   6,700    
Net gains/(losses) on Level 3 assets (realized and unrealized) 3,575 (2,380) 6,373 (2,848)  
Corporate debt securities          
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]          
Transfers of assets from Level 2 to Level 3       18,300  
Transfers of assets from Level 3 to Level 2     17,500    
Net gains/(losses) on Level 3 assets (realized and unrealized) 1,292 (1,480) 2,466 1,560  
Net gains/(losses) on Level 3 liabilities (realized and unrealized) 22 23 (1,349) 27  
Net derivatives          
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]          
Transfers of liabilities from Level 2 to Level 3 50,500 11,400 134,800 26,200  
Transfers of liabilities from Level 3 to Level 2 154,200 66,100 17,300 40,200  
Net gains/(losses) on Level 3 liabilities (realized and unrealized) 8,965 32,744 (16,813) 44,729  
Structured notes          
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]          
Transfers of liabilities from Level 2 to Level 3 27,400 11,100 27,700    
Transfers of liabilities from Level 3 to Level 2   31,900   57,300  
US treasury securities          
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]          
Cash and securities segregated and on deposit for regulatory purposes with clearing and depository organizations 58,000   58,000   $ 34,200
Investments at fair value          
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]          
Transfers of assets from Level 2 to Level 3   19,200      
Net gains/(losses) on Level 3 assets (realized and unrealized) $ (4,037) $ (10,805) $ (2,098) $ (30,496)