XML 81 R71.htm IDEA: XBRL DOCUMENT v3.23.2
Derivative Instruments - Summary of Derivative Financial Instruments (Details)
$ in Millions
Jun. 30, 2023
USD ($)
derivative
Rate
Dec. 31, 2022
USD ($)
Derivative [Line Items]    
Notional amount $ 3,588.9 $ 3,463.2
Fair Value - asset (liability) (60.3) 17.7
Designated as hedging instrument    
Derivative [Line Items]    
Notional amount 3,094.0 755.5
Fair Value - asset (liability) (23.5) (11.6)
Not designated as hedging instrument    
Derivative [Line Items]    
Notional amount 494.9 2,707.7
Fair Value - asset (liability) $ (36.8) 29.3
Interest rate swaps | Designated as hedging instrument    
Derivative [Line Items]    
Number of swaps executed | derivative 9  
Notional amount $ 1,630.0 250.0
Weighted Average Strike Rate 4.26%  
Fair Value - asset (liability) $ 6.4 5.6
Interest rate swaptions | Designated as hedging instrument    
Derivative [Line Items]    
Number of swaps executed | derivative 6  
Notional amount $ 1,000.0 0.0
Weighted Average Strike Rate 5.625%  
Fair Value - asset (liability) $ 8.8 0.0
Cross-currency swaps | Designated as hedging instrument    
Derivative [Line Items]    
Number of swaps executed | derivative 3  
Notional amount $ 320.0 320.0
Weighted Average Strike Rate 4.697%  
Fair Value - asset (liability) $ (45.6) (33.3)
Cross-currency swaps | Not designated as hedging instrument    
Derivative [Line Items]    
Number of swaps executed | derivative 3  
Notional amount $ 280.0 280.0
Fair Value - asset (liability) $ (40.3) (29.5)
Foreign currency forwards | Designated as hedging instrument    
Derivative [Line Items]    
Number of swaps executed | derivative 24  
Notional amount $ 144.0 185.5
Fair Value - asset (liability) $ 6.9 16.1
Weighted average forward exchange rate | Rate 1.34%  
Currency exchange swaps | Not designated as hedging instrument    
Derivative [Line Items]    
Number of swaps executed | derivative 1  
Notional amount $ 214.9 2,427.7
Fair Value - asset (liability) $ 3.5 $ 58.8
USD currency exchange swap | Not designated as hedging instrument    
Derivative [Line Items]    
Weighted average forward exchange rate | Rate 1.07%  
Interest Rate Swaption, Purchased | Designated as hedging instrument    
Derivative [Line Items]    
Fixed strike rate 3.75%  
Interest Rate Swaption, Sold | Designated as hedging instrument    
Derivative [Line Items]    
Fixed strike rate 4.25%