XML 72 R61.htm IDEA: XBRL DOCUMENT v3.23.1
Securities (Securities with Unrealized Losses) (Details)
$ in Millions
Mar. 31, 2023
USD ($)
Security
Dec. 31, 2022
USD ($)
Security
Mar. 31, 2022
USD ($)
FAIR VALUE      
LESS THAN 12 MONTHS $ 12,639.1 $ 15,665.4  
12 MONTHS OR LONGER 8,248.0 5,769.4  
TOTAL 20,887.1 21,434.8 $ 20,900.0
UNREALIZED LOSSES      
LESS THAN 12 MONTHS 447.4 727.7  
12 MONTHS OR LONGER 359.6 321.5  
TOTAL 807.0 1,049.2  
U.S. Government      
FAIR VALUE      
LESS THAN 12 MONTHS 949.8 1,123.6  
12 MONTHS OR LONGER 534.3 343.1  
TOTAL 1,484.1 1,466.7  
UNREALIZED LOSSES      
LESS THAN 12 MONTHS 39.5 64.1  
12 MONTHS OR LONGER 36.5 28.7  
TOTAL 76.0 92.8  
Obligations of States and Political Subdivisions      
FAIR VALUE      
LESS THAN 12 MONTHS 18.5 160.0  
12 MONTHS OR LONGER 190.7 120.6  
TOTAL 209.2 280.6  
UNREALIZED LOSSES      
LESS THAN 12 MONTHS 1.8 16.8  
12 MONTHS OR LONGER 17.6 13.4  
TOTAL $ 19.4 30.2  
Number of debt securities, available-for-sale | Security 3    
Debt securities, available-for-sale, continuous unrealized loss position with credit loss $ 82.7    
Debt securities, available-for-sale, continuous unrealized loss position, accumulated loss, with credit loss 6.8    
Government Sponsored Agency      
FAIR VALUE      
LESS THAN 12 MONTHS 7,010.8 7,631.4  
12 MONTHS OR LONGER 3,490.2 2,737.7  
TOTAL 10,501.0 10,369.1  
UNREALIZED LOSSES      
LESS THAN 12 MONTHS 181.7 262.1  
12 MONTHS OR LONGER 76.8 89.5  
TOTAL 258.5 351.6  
Non-U.S. Government      
FAIR VALUE      
LESS THAN 12 MONTHS 66.6 235.4  
12 MONTHS OR LONGER 294.9 124.6  
TOTAL 361.5 360.0  
UNREALIZED LOSSES      
LESS THAN 12 MONTHS 0.0 17.3  
12 MONTHS OR LONGER 20.6 10.3  
TOTAL 20.6 27.6  
Corporate Debt      
FAIR VALUE      
LESS THAN 12 MONTHS 196.3 427.3  
12 MONTHS OR LONGER 172.3 130.3  
TOTAL 368.6 557.6  
UNREALIZED LOSSES      
LESS THAN 12 MONTHS 8.4 14.6  
12 MONTHS OR LONGER 0.8 2.8  
TOTAL $ 9.2 $ 17.4  
Number of debt securities, available-for-sale | Security 6 3  
Debt securities, available-for-sale, continuous unrealized loss position with credit loss $ 431.3 $ 93.8  
Debt securities, available-for-sale, continuous unrealized loss position, accumulated loss, with credit loss 26.7 9.5  
Net amount of recognized liabilities for repurchase agreements 1.8 1.3  
Covered Bonds      
FAIR VALUE      
LESS THAN 12 MONTHS 131.4 238.0  
12 MONTHS OR LONGER 149.4 42.8  
TOTAL 280.8 280.8  
UNREALIZED LOSSES      
LESS THAN 12 MONTHS 9.3 13.5  
12 MONTHS OR LONGER 2.6 1.2  
TOTAL 11.9 14.7  
Sub-Sovereign, Supranational and Non-U.S. Agency Bonds      
FAIR VALUE      
LESS THAN 12 MONTHS 1,070.1 1,305.4  
12 MONTHS OR LONGER 826.3 807.1  
TOTAL 1,896.4 2,112.5  
UNREALIZED LOSSES      
LESS THAN 12 MONTHS 38.9 74.4  
12 MONTHS OR LONGER 67.5 83.2  
TOTAL $ 106.4 $ 157.6  
Number of debt securities, available-for-sale | Security 11 1  
Debt securities, available-for-sale, continuous unrealized loss position with credit loss $ 148.7 $ 68.3  
Debt securities, available-for-sale, continuous unrealized loss position, accumulated loss, with credit loss 9.2 9.1  
Other Asset-Backed      
FAIR VALUE      
LESS THAN 12 MONTHS 2,672.5 3,873.4  
12 MONTHS OR LONGER 2,226.3 1,247.6  
TOTAL 4,898.8 5,121.0  
UNREALIZED LOSSES      
LESS THAN 12 MONTHS 130.6 217.5  
12 MONTHS OR LONGER 107.1 70.6  
TOTAL 237.7 288.1  
Commercial Mortgage-Backed      
FAIR VALUE      
LESS THAN 12 MONTHS 523.1 670.9  
12 MONTHS OR LONGER 363.6 215.6  
TOTAL 886.7 886.5  
UNREALIZED LOSSES      
LESS THAN 12 MONTHS 37.2 47.4  
12 MONTHS OR LONGER 30.1 21.8  
TOTAL $ 67.3 $ 69.2