Derivatives and Hedging Fair Value of Derivative Contracts (Detail) - USD ($) $ in Millions	Jun. 30, 2021	Dec. 31, 2020	Jun. 30, 2020
Derivatives, Fair Value [Line Items]
Derivative Asset, Fair Value	$ 75.7	$ 4.2	$ 6.5
Derivative Liability, Fair Value	(103.8)	(87.5)	(101.8)
Hedged Asset, Fair Value Hedge, Last-of-Layer, Amount	1,000.0
Prepayable Financial Asset Closed Portfolio, Last-of-Layer, Amortized Cost	1,500.0	1,900.0
Hedged Asset, Fair Value Hedge, Last-of-Layer, Cumulative Increase (Decrease)	8.1	0.6
Derivative Liability, Fair Value, Amount Offset Against Collateral	(72.5)	(86.9)	(101.8)
Derivative Netting Adjustments, Liabilities	31.3	0.6	0.0
Derivative Netting Adjustments, Assets	(31.3)	(0.6)	0.0
Derivative Asset, Fair Value, Amount Offset Against Collateral	44.4	3.6	6.5
Interest Rate Swap [Member]
Derivatives, Fair Value [Line Items]
Derivative Asset, Fair Value	8.8	3.3	6.0
Derivative Liability, Fair Value	65.7	86.1	101.3
Derivative Asset, Not Subject to Master Netting Arrangement	0.2	0.2	0.2
Derivative Liability, Not Subject to Master Netting Arrangement	(0.2)	(0.2)	(0.2)
Derivative Liability, Fair Value, Amount Offset Against Collateral	58.6	85.5	101.3
Derivative Netting Adjustments, Liabilities	7.1	0.6	0.0
Derivative Netting Adjustments, Assets	(7.1)	(0.6)	0.0
Derivative Asset, Fair Value, Amount Offset Against Collateral	1.7	2.7	6.0
Foreign Exchange Contract [Member]
Derivatives, Fair Value [Line Items]
Derivative Asset, Not Subject to Master Netting Arrangement	1.2	0.7	0.3
Derivative Liability, Not Subject to Master Netting Arrangement	(0.9)	(1.2)	(0.3)
Interest Rate Lock Commitments
Derivatives, Fair Value [Line Items]
Derivative Asset, Not Subject to Master Netting Arrangement	31.5
Derivative Liability, Not Subject to Master Netting Arrangement	(0.6)
Swaption
Derivatives, Fair Value [Line Items]
Derivative Asset, Not Subject to Master Netting Arrangement	2.4
Forward purchase contracts
Derivatives, Fair Value [Line Items]
Derivative Asset, Fair Value	21.2	0.0	0.0
Derivative Liability, Fair Value	3.4	0.0	0.0
Derivative Asset, Not Subject to Master Netting Arrangement	0.3
Derivative Liability, Fair Value, Amount Offset Against Collateral	(12.1)	0.0	0.0
Derivative Netting Adjustments, Liabilities	15.5	0.0	0.0
Derivative Netting Adjustments, Assets	(15.5)	0.0	0.0
Derivative Asset, Fair Value, Amount Offset Against Collateral	5.7	0.0	0.0
Forward sales contracts
Derivatives, Fair Value [Line Items]
Derivative Asset, Fair Value	10.1	0.0	0.0
Derivative Liability, Fair Value	32.6	0.0	0.0
Derivative Liability, Not Subject to Master Netting Arrangement	(0.4)
Derivative Liability, Fair Value, Amount Offset Against Collateral	23.9	0.0	0.0
Derivative Netting Adjustments, Liabilities	8.7	0.0	0.0
Derivative Netting Adjustments, Assets	(8.7)	0.0	0.0
Derivative Asset, Fair Value, Amount Offset Against Collateral	1.4	0.0	0.0
Not Designated as Hedging Instrument [Member]
Derivatives, Fair Value [Line Items]
Derivative Asset, Fair Value	66.9	0.9	0.5
Derivative Liability, Fair Value	(38.1)	(1.4)	(0.5)
Derivative, Notional Amount	502,986.1	122.7	27.9
Not Designated as Hedging Instrument [Member] \| Interest Rate Swap [Member]
Derivatives, Fair Value [Line Items]
Derivative Asset, Fair Value	0.2	0.2	0.2
Derivative Liability, Fair Value	(0.2)	(0.2)	(0.2)
Derivative, Notional Amount	3.5	3.5	2.9
Not Designated as Hedging Instrument [Member] \| Foreign Exchange Contract [Member]
Derivatives, Fair Value [Line Items]
Derivative Asset, Fair Value	1.2	0.7	0.3
Derivative Liability, Fair Value	(0.9)	(1.2)	(0.3)
Derivative, Notional Amount	131.7	119.2	25.0
Not Designated as Hedging Instrument [Member] \| Interest Rate Lock Commitments
Derivatives, Fair Value [Line Items]
Derivative Asset, Fair Value	31.5	0.0	0.0
Derivative Liability, Fair Value	(0.6)	0.0	0.0
Derivative, Notional Amount	3,753.3	0.0	0.0
Not Designated as Hedging Instrument [Member] \| Swaption
Derivatives, Fair Value [Line Items]
Derivative Asset, Fair Value	2.4	0.0	0.0
Derivative Liability, Fair Value	0.0	0.0	0.0
Derivative, Notional Amount	650.0	0.0	0.0
Not Designated as Hedging Instrument [Member] \| Forward purchase contracts
Derivatives, Fair Value [Line Items]
Derivative Asset, Fair Value	21.5	0.0	0.0
Derivative Liability, Fair Value	(3.4)	0.0	0.0
Derivative, Notional Amount	7,293.0	0.0	0.0
Not Designated as Hedging Instrument [Member] \| Forward sales contracts
Derivatives, Fair Value [Line Items]
Derivative Asset, Fair Value	10.1	0.0	0.0
Derivative Liability, Fair Value	(33.0)	0.0	0.0
Derivative, Notional Amount	12,155.6	0.0	0.0
Not Designated as Hedging Instrument [Member] \| Future
Derivatives, Fair Value [Line Items]
Derivative Asset, Fair Value	0.0	0.0	0.0
Derivative Liability, Fair Value	0.0	0.0	0.0
Derivative, Notional Amount	478,999.0	0.0	0.0
Designated as Hedging Instrument [Member]
Derivatives, Fair Value [Line Items]
Derivative Asset, Fair Value	8.8	3.3	6.0
Derivative Liability, Fair Value	(65.7)	(86.1)	(101.3)
Derivative, Notional Amount	1,681.9	1,689.9	856.9
Designated as Hedging Instrument [Member] \| Interest Rate Swap [Member]
Derivatives, Fair Value [Line Items]
Derivative Asset, Fair Value	8.8	3.3	6.0
Derivative Liability, Fair Value	(65.7)	(86.1)	(101.3)
Derivative, Notional Amount	$ 1,681.9	$ 1,689.9	$ 856.9

Fair value of financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset, not subject to a master netting arrangement.

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Fair value, after effects of master netting arrangements, of financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset offset against the right to receive collateral. Includes liabilities not subject to a master netting arrangement and not elected to be offset.

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Nominal or face amount used to calculate payment on derivative.

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Amortized cost of closed portfolio of prepayable financial asset, used to designate hedging relationship in which hedged item is last layer expected to be remaining at end of hedging relationship.

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