XML 58 R44.htm IDEA: XBRL DOCUMENT v3.21.2
Derivatives and Hedging Activities - Offsetting Assets and Liabilities (Details) - USD ($)
$ in Millions
3 Months Ended 6 Months Ended 9 Months Ended
Sep. 30, 2021
Jun. 30, 2021
Sep. 30, 2020
Jun. 30, 2020
Sep. 30, 2021
Sep. 30, 2020
Aug. 02, 2021
Jun. 17, 2021
Dec. 31, 2020
Financial Assets                  
Gross Amounts Recognized $ 34.1       $ 34.1       $ 55.3
Gross Amounts Offset in the Balance Sheet 0.0       0.0       0.0
Net Amounts in the Balance Sheet 34.1       34.1       55.3
Financial Instruments 0.0       0.0       0.0
Fair Value of Financial Collateral in the Balance Sheet 11.0       11.0       17.2
Net Amount 23.1       23.1       38.1
Derivative Assets (Liabilities), at Fair Value, Net 34.1       34.1        
Financial Liabilities                  
Gross Amounts Recognized 21.1       21.1       17.9
Gross Amounts Offset in the Balance Sheet 0.0       0.0       0.0
Net Amounts in the Balance Sheet 21.1       21.1       17.9
Financial Instruments 0.0       0.0       0.0
Fair Value of Financial Collateral in the Balance Sheet 0.0       0.0       0.0
Net Amount 21.1       21.1       17.9
Repurchase agreements                  
Gross Amounts Recognized 1,007.5       1,007.5       1,091.4
Gross Amounts Offset in the Balance Sheet                 0.0
Net Amounts in the Balance Sheet 1,007.5       1,007.5       1,091.4
Financial Instruments 0.0       0.0       0.0
Fair Value of Financial Collateral in the Balance Sheet 1,007.5       1,007.5       1,091.4
Net Amount 0.0       0.0       0.0
Total assets and liabilities                  
Gross Amounts Recognized 1,028.6       1,028.6       1,109.3
Gross Amounts Offset in the Balance Sheet                 0.0
Net Amounts in the Balance Sheet 1,028.6       1,028.6       1,109.3
Financial Instruments 0.0       0.0       0.0
Fair Value of Financial Collateral in the Balance Sheet 1,007.5       1,007.5       1,091.4
Net Amount $ 21.1       21.1       17.9
Payments for (Proceeds from) Derivative Instrument, Investing Activities       $ 500.0 200.0        
Derivatives, Basis and Use of Derivatives 99 87              
Derivative Liability, Notional Amount $ 1,442.4       1,442.4       1,014.1
Interest Rate Swap [Member]                  
Total assets and liabilities                  
Derivative, Notional Amount             $ 200.0 $ 500.0  
Not Designated as Hedging Instrument                  
Total assets and liabilities                  
Amount of net gains recognized in mortgage banking revenues 1.3   $ (0.6)   1.7 $ 4.4      
Interest Rate Swap [Member]                  
Financial Assets                  
Gross Amounts Recognized 30.1       30.1       52.0
Gross Amounts Offset in the Balance Sheet 0.0       0.0       0.0
Net Amounts in the Balance Sheet 30.1       30.1       52.0
Financial Instruments 0.0       0.0       0.0
Fair Value of Financial Collateral in the Balance Sheet 11.0       11.0       17.2
Net Amount 19.1       19.1       34.8
Financial Liabilities                  
Gross Amounts Recognized 21.1       21.1       16.8
Gross Amounts Offset in the Balance Sheet 0.0       0.0       0.0
Net Amounts in the Balance Sheet 21.1       21.1       16.8
Financial Instruments 0.0       0.0       0.0
Fair Value of Financial Collateral in the Balance Sheet 0.0       0.0       0.0
Net Amount 21.1       21.1       16.8
Interest Rate Swap [Member] | Not Designated as Hedging Instrument                  
Total assets and liabilities                  
Derivative Liability, Notional Amount 854.8       854.8       799.7
Mortgage Related Derivatives                  
Financial Assets                  
Gross Amounts Recognized 4.0       4.0       3.3
Gross Amounts Offset in the Balance Sheet 0.0       0.0       0.0
Net Amounts in the Balance Sheet 4.0       4.0       3.3
Financial Instruments 0.0       0.0       0.0
Fair Value of Financial Collateral in the Balance Sheet 0.0       0.0       0.0
Net Amount 4.0       4.0       3.3
Financial Liabilities                  
Gross Amounts Recognized                 1.1
Gross Amounts Offset in the Balance Sheet                 0.0
Net Amounts in the Balance Sheet                 1.1
Financial Instruments                 0.0
Fair Value of Financial Collateral in the Balance Sheet                 0.0
Net Amount                 $ 1.1
Repurchase Agreements                  
Financial Liabilities                  
Gross Amounts Offset in the Balance Sheet $ 0.0       $ 0.0