Variable Interest Entities - Consolidated Assets and Liabilities of VIEs included in CFCs Condensed Consolidated Financial Statements (Details) - USD ($) $ in Thousands	Feb. 28, 2022	May 31, 2021	Feb. 28, 2021
Variable Interest Entity [Line Items]
Loans outstanding	$ 29,520,381		$ 28,327,481
Other assets	28,847	$ 24,102
Total assets	30,483,522	29,638,363	$ 29,414,988
Total liabilities	28,830,927	28,238,484
Variable interest entity, primary beneficiary
Variable Interest Entity [Line Items]
Loans outstanding	1,187,887	1,127,251
Other assets	9,094	11,343
Total assets	1,196,981	1,138,594
Total liabilities	$ 25,221	$ 30,187