XML 71 R62.htm IDEA: XBRL DOCUMENT v3.22.2
Securities (Securities with Unrealized Losses) (Details)
$ in Millions
Jun. 30, 2022
USD ($)
Security
Dec. 31, 2021
USD ($)
FAIR VALUE    
LESS THAN 12 MONTHS $ 24,427.4 $ 16,660.7
12 MONTHS OR LONGER 6,226.1 2,037.0
TOTAL 30,653.5 18,697.7
UNREALIZED LOSSES    
LESS THAN 12 MONTHS 1,096.6 223.6
12 MONTHS OR LONGER 739.1 25.0
TOTAL 1,835.7 248.6
U.S. Government    
FAIR VALUE    
LESS THAN 12 MONTHS 988.2 239.0
12 MONTHS OR LONGER 219.1 0.0
TOTAL 1,207.3 239.0
UNREALIZED LOSSES    
LESS THAN 12 MONTHS 31.7 9.4
12 MONTHS OR LONGER 29.5 0.0
TOTAL 61.2 9.4
Obligations of States and Political Subdivisions    
FAIR VALUE    
LESS THAN 12 MONTHS 2,492.4 1,699.5
12 MONTHS OR LONGER 871.9 31.6
TOTAL 3,364.3 1,731.1
UNREALIZED LOSSES    
LESS THAN 12 MONTHS 261.3 37.4
12 MONTHS OR LONGER 168.7 1.2
TOTAL 430.0 38.6
Government Sponsored Agency    
FAIR VALUE    
LESS THAN 12 MONTHS 11,012.3 8,207.3
12 MONTHS OR LONGER 3,833.4 1,821.4
TOTAL 14,845.7 10,028.7
UNREALIZED LOSSES    
LESS THAN 12 MONTHS 348.4 90.2
12 MONTHS OR LONGER 403.2 20.0
TOTAL 751.6 110.2
Non-U.S. Government    
FAIR VALUE    
LESS THAN 12 MONTHS 168.4 230.0
12 MONTHS OR LONGER 198.9 0.0
TOTAL 367.3 230.0
UNREALIZED LOSSES    
LESS THAN 12 MONTHS 3.4 9.5
12 MONTHS OR LONGER 25.5 0.0
TOTAL 28.9 9.5
Corporate Debt    
FAIR VALUE    
LESS THAN 12 MONTHS 1,653.9 693.7
12 MONTHS OR LONGER 53.3 0.0
TOTAL 1,707.2 693.7
UNREALIZED LOSSES    
LESS THAN 12 MONTHS 57.9 9.7
12 MONTHS OR LONGER 5.6 0.0
TOTAL $ 63.5 9.7
Number of debt securities, available-for-sale | Security 5  
Debt securities, available-for-sale, continuous unrealized loss position with credit loss $ 144.4  
Debt securities, available-for-sale, continuous unrealized loss position, accumulated loss, with credit loss 12.8  
Covered Bonds    
FAIR VALUE    
LESS THAN 12 MONTHS 407.2 92.1
12 MONTHS OR LONGER 0.0 0.0
TOTAL 407.2 92.1
UNREALIZED LOSSES    
LESS THAN 12 MONTHS 12.9 0.9
12 MONTHS OR LONGER 0.0 0.0
TOTAL 12.9 0.9
Sub-Sovereign, Supranational and Non-U.S. Agency Bonds    
FAIR VALUE    
LESS THAN 12 MONTHS 1,238.1 1,116.8
12 MONTHS OR LONGER 731.4 172.3
TOTAL 1,969.5 1,289.1
UNREALIZED LOSSES    
LESS THAN 12 MONTHS 58.7 31.9
12 MONTHS OR LONGER 82.1 3.5
TOTAL $ 140.8 35.4
Number of debt securities, available-for-sale | Security 1  
Debt securities, available-for-sale, continuous unrealized loss position with credit loss $ 70.7  
Debt securities, available-for-sale, continuous unrealized loss position, accumulated loss, with credit loss 6.7  
Other Asset-Backed    
FAIR VALUE    
LESS THAN 12 MONTHS 5,120.4 3,815.5
12 MONTHS OR LONGER 271.1 11.7
TOTAL 5,391.5 3,827.2
UNREALIZED LOSSES    
LESS THAN 12 MONTHS 253.0 31.4
12 MONTHS OR LONGER 18.7 0.3
TOTAL 271.7 31.7
Commercial Mortgage-Backed    
FAIR VALUE    
LESS THAN 12 MONTHS 1,346.5 566.8
12 MONTHS OR LONGER 47.0 0.0
TOTAL 1,393.5 566.8
UNREALIZED LOSSES    
LESS THAN 12 MONTHS 69.3 3.2
12 MONTHS OR LONGER 5.8 0.0
TOTAL $ 75.1 $ 3.2