Derivative Activities - Other Information (Details) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2019	Mar. 31, 2018	Mar. 31, 2019	Dec. 31, 2018
Derivative assets:
Derivative asset, before netting			$ 185,282	$ 123,316
Netting			(64,129)	(26,969)
Total derivative assets			121,153	96,347
Derivative liabilities:
Derivative liability, before netting			31,315	28,146
Netting			(13,477)	(25,082)
Net amounts of liabilities presented in the consolidated balance sheet			17,838	3,064
Interest Expense. | Repurchase agreement derivative
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Gains (losses) recognized on derivative financial instruments	$ (557)	$ (426)
Net gains on mortgage loans held for sale at fair value | Interest rate lock commitments and mortgage loans held for sale
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Gains (losses) recognized on derivative financial instruments	(34,668)	87,747
Net loan servicing fees | Mortgage servicing rights
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Gains (losses) recognized on derivative financial instruments	134,557	(103,593)
Margin Deposits
Derivative assets:
Derivative asset, before netting			50,652	1,887
Interest rate lock commitments
Derivative assets:
Total derivative assets			68,248	50,507
Interest rate lock commitments | Net gains on 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
Gains (losses) recognized on derivative financial instruments	16,727	(7,376)
Forward contracts | Purchases
Derivative Instruments
Notional amount	6,657,026		9,313,389	6,657,026
Derivative assets:
Derivative asset, before netting			61,932	35,916
Derivative liabilities:
Derivative liability, before netting			3,170	215
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of quarter	6,657,026
Balance end of quarter	9,313,389
Forward contracts | Sales
Derivative Instruments
Notional amount	6,890,046		7,583,005	6,890,046
Derivative assets:
Derivative asset, before netting			1,215	437
Derivative liabilities:
Derivative liability, before netting			25,962	26,762
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of quarter	6,890,046
Balance end of quarter	7,583,005
MBS put options
Derivative Instruments
Notional amount	4,635,000		9,425,000	4,635,000
Derivative assets:
Derivative asset, before netting			6,287	720
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of quarter	4,635,000
Balance end of quarter	9,425,000
MBS call options
Derivative Instruments
Notional amount	1,450,000		3,350,000	1,450,000
Derivative assets:
Derivative asset, before netting			6,251	2,135
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of quarter	1,450,000
Balance end of quarter	3,350,000
Put options on interest rate futures | Purchases
Derivative Instruments
Notional amount	3,085,000		3,350,000	3,085,000
Derivative assets:
Derivative asset, before netting			2,639	866
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of quarter	3,085,000
Balance end of quarter	3,350,000
Call options on interest rate futures | Purchases
Derivative Instruments
Notional amount	1,512,500		2,250,000	1,512,500
Derivative assets:
Derivative asset, before netting			14,078	5,965
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of quarter	1,512,500
Balance end of quarter	2,250,000
Treasury future | Purchases
Derivative Instruments
Notional amount	835,000		1,810,000	835,000
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of quarter	835,000
Balance end of quarter	1,810,000
Treasury future | Sales
Derivative Instruments
Notional amount	1,450,000		1,075,000	1,450,000
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of quarter	1,450,000
Balance end of quarter	1,075,000
Interest rate swap futures | Purchases
Derivative Instruments
Notional amount	625,000		1,025,000	625,000
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of quarter	625,000
Balance end of quarter	1,025,000
Not designated as hedging instrument | Repurchase agreement derivatives
Derivative assets:
Derivative asset, before netting			24,632	26,770
Not designated as hedging instrument | Interest rate lock commitments
Derivative Instruments
Notional amount	2,805,400		3,821,942	2,805,400
Derivative assets:
Derivative asset, before netting			68,248	50,507
Derivative liabilities:
Derivative liability, before netting			2,183	1,169
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of quarter	2,805,400
Balance end of quarter	3,821,942
Not designated as hedging instrument | Forward contracts | Purchases
Derivative Instruments
Notional amount	6,657,026	4,920,883	9,313,389	6,657,026
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of quarter	6,657,026	4,920,883
Additions	52,621,845	45,330,785
Dispositions/expirations	(49,965,482)	(43,707,885)
Balance end of quarter	9,313,389	6,543,783
Not designated as hedging instrument | Forward contracts | Sales
Derivative Instruments
Notional amount	6,890,046	5,204,796	7,583,005	6,890,046
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of quarter	6,890,046	5,204,796
Additions	59,673,487	56,355,552
Dispositions/expirations	(58,980,528)	(54,636,002)
Balance end of quarter	7,583,005	6,924,346
Not designated as hedging instrument | MBS put options
Derivative Instruments
Notional amount	4,635,000	4,925,000	9,425,000	4,635,000
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of quarter	4,635,000	4,925,000
Additions	19,160,000	4,500,000
Dispositions/expirations	(14,370,000)	(5,675,000)
Balance end of quarter	9,425,000	3,750,000
Not designated as hedging instrument | MBS call options
Derivative Instruments
Notional amount	1,450,000		3,350,000	1,450,000
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of quarter	1,450,000
Additions	4,500,000	5,675,000
Dispositions/expirations	(2,600,000)	(5,675,000)
Balance end of quarter	3,350,000
Not designated as hedging instrument | Put options on interest rate futures | Purchases
Derivative Instruments
Notional amount	3,085,000	2,125,000	3,350,000	3,085,000
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of quarter	3,085,000	2,125,000
Additions	6,675,000	5,525,000
Dispositions/expirations	(6,410,000)	(4,850,000)
Balance end of quarter	3,350,000	2,800,000
Not designated as hedging instrument | Put options on interest rate futures | Sales
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Additions	10,135,300	4,850,000
Dispositions/expirations	(10,135,300)	(4,850,000)
Not designated as hedging instrument | Call options on interest rate futures | Purchases
Derivative Instruments
Notional amount	1,512,500	100,000	2,250,000	1,512,500
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of quarter	1,512,500	100,000
Additions	4,462,800	375,000
Dispositions/expirations	(3,725,300)	(250,000)
Balance end of quarter	2,250,000	225,000
Not designated as hedging instrument | Call options on interest rate futures | Sales
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Additions		250,000
Dispositions/expirations		(250,000)
Not designated as hedging instrument | Treasury future | Purchases
Derivative Instruments
Notional amount	835,000	100,000	1,810,000	835,000
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of quarter	835,000	100,000
Additions	4,111,200	1,904,900
Dispositions/expirations	(3,136,200)	(1,494,900)
Balance end of quarter	1,810,000	510,000
Not designated as hedging instrument | Treasury future | Sales
Derivative Instruments
Notional amount	1,450,000	1,250,000	1,075,000	1,450,000
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of quarter	1,450,000
Additions	2,761,200	3,406,200
Dispositions/expirations	(3,136,200)	(2,156,200)
Balance end of quarter	1,075,000	1,250,000
Not designated as hedging instrument | Interest rate swap futures | Purchases
Derivative Instruments
Notional amount	625,000	1,400,000	$ 1,025,000	$ 625,000
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of quarter	625,000	1,400,000
Additions	400,000	465,000
Dispositions/expirations		(1,400,000)
Balance end of quarter	$ 1,025,000	465,000
Not designated as hedging instrument | Interest rate swap futures | Sales
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Additions		1,400,000
Dispositions/expirations		$ (1,400,000)