Derivative Instruments (Details) (USD $)	3 Months Ended		9 Months Ended
	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012	Dec. 31, 2012
Derivative assets, fair value
Total derivative assets before netting	$ 43,448,000		$ 43,448,000		$ 28,381,000
Netting	(19,382,000)		(19,382,000)		(1,091,000)
Total derivative assets	24,066,000		24,066,000		27,290,000
Derivative liabilities, fair value
Total derivative liabilities before netting	48,443,000		48,443,000		2,294,000
Netting	(42,667,000)		(42,667,000)		(1,785,000)
Total derivative liabilities	5,776,000		5,776,000		509,000
Change in fair value of mortgage loans held for sale at fair value
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Net gains (losses) on derivative financial instruments	(4,600,000)	(39,000,000)	101,900,000	(64,500,000)
Amortization, impairment and changes in estimated fair value of mortgage servicing rights
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Net gains (losses) on derivative financial instruments	0		(1,300,000)
Not designated as hedging instrument
Derivative assets, fair value
Total derivative assets before netting	43,448,000		43,448,000		28,381,000
Netting	(19,382,000)		(19,382,000)		(1,091,000)
Total derivative assets	24,066,000		24,066,000		27,290,000
Derivative liabilities, fair value
Total derivative liabilities before netting	48,443,000		48,443,000		2,294,000
Netting	(42,667,000)		(42,667,000)		(1,785,000)
Total derivative liabilities	5,776,000		5,776,000		509,000
Not designated as hedging instrument | Interest rate lock commitments
Derivative Instruments
Notional amount	1,163,531,000		1,163,531,000		1,576,174,000
Derivative assets, fair value
Total derivative assets before netting	21,717,000		21,717,000		23,951,000
Derivative liabilities, fair value
Total derivative liabilities before netting	159,000		159,000		11,000
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of period					1,576,174,000
Balance end of period	1,163,531,000		1,163,531,000		1,576,174,000
Not designated as hedging instrument | Forward contracts | Purchases
Derivative Instruments
Notional amount	1,580,434,000	901,200,000	1,580,434,000	901,200,000
Derivative assets, fair value
Total derivative assets before netting	21,226,000		21,226,000		1,645,000
Derivative liabilities, fair value
Total derivative liabilities before netting	215,000		215,000		389,000
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of period	2,071,590,000	545,175,000	1,021,981,000	130,900,000
Additions	13,386,366,000	5,707,334,000	35,012,198,000	10,197,428,000
Dispositions/expirations	(13,877,522,000)	(5,351,309,000)	(34,453,745,000)	(9,427,128,000)
Balance end of period	1,580,434,000	901,200,000	1,580,434,000	901,200,000
Not designated as hedging instrument | Forward contracts | Sales
Derivative Instruments
Notional amount	3,086,889,000	2,511,188,000	3,086,889,000	2,511,188,000
Derivative assets, fair value
Total derivative assets before netting	505,000		505,000		1,818,000
Derivative liabilities, fair value
Total derivative liabilities before netting	48,069,000		48,069,000		1,894,000
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of period	4,226,940,000	1,522,674,000	2,621,948,000	510,569,000
Additions	18,727,428,000	8,324,782,000	51,199,986,000	16,424,121,000
Dispositions/expirations	(19,867,479,000)	(7,336,268,000)	(50,735,045,000)	(14,423,502,000)
Balance end of period	3,086,889,000	2,511,188,000	3,086,889,000	2,511,188,000
Not designated as hedging instrument | MBS call options
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of period	625,000,000	5,000,000		3,000,000
Additions	300,000,000	5,000,000	2,100,000,000	168,000,000
Dispositions/expirations	(925,000,000)	(10,000,000)	(2,100,000,000)	(171,000,000)
Not designated as hedging instrument | MBS put options
Derivative Instruments
Notional amount		335,000,000		335,000,000
Derivative assets, fair value
Total derivative assets before netting					967,000
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of period	260,000,000	210,000,000	500,000,000	29,000,000
Additions	50,000,000	512,000,000	2,210,000,000	885,000,000
Dispositions/expirations	(310,000,000)	(387,000,000)	(2,710,000,000)	(579,000,000)
Balance end of period		$ 335,000,000		$ 335,000,000