Derivative Financial Instruments - Other Information (Details) - USD ($) $ in Thousands	3 Months Ended		9 Months Ended
	Sep. 30, 2019	Sep. 30, 2018	Sep. 30, 2019	Sep. 30, 2018	Sep. 30, 2019	Dec. 31, 2018
Derivative assets:
Derivative asset, before netting					$ 198,391	$ 123,316
Netting					34,557	(26,969)
Total derivative assets					232,948	96,347
Derivative liabilities:
Derivative liability, before netting					88,359	28,146
Netting					(74,324)	(25,082)
Net amounts of liabilities presented in the consolidated balance sheet					14,035	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	$ 92	$ (227)	$ (1,608)	$ (1,345)
Net gains on loans held for sale at fair value | Interest rate lock commitments and 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	(55,540)	10,820	(157,362)	100,422
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	250,146	(52,971)	587,883	(180,853)
Margin Deposits
Derivative assets:
Collateral placed with (received from) derivative counterparties					108,881	(1,887)
Interest rate lock commitments
Derivative assets:
Total derivative assets					147,400	50,507
Interest rate lock commitments | Net gains on 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	33,347	(18,526)	95,785	(21,109)
Forward contracts | Purchases
Derivative Instruments
Notional amount	15,829,825		6,657,026		15,829,825	6,657,026
Derivative assets:
Derivative asset, before netting					17,943	35,916
Derivative liabilities:
Derivative liability, before netting					51,585	215
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of period			6,657,026
Balance at end of period	15,829,825		15,829,825
Forward contracts | Sales
Derivative Instruments
Notional amount	15,116,810		6,890,046		15,116,810	6,890,046
Derivative assets:
Derivative asset, before netting					6,141	437
Derivative liabilities:
Derivative liability, before netting					34,498	26,762
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of period			6,890,046
Balance at end of period	15,116,810		15,116,810
MBS put options
Derivative Instruments
Notional amount	10,050,000		4,635,000		10,050,000	4,635,000
Derivative assets:
Derivative asset, before netting					10,040	720
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of period			4,635,000
Balance at end of period	10,050,000		10,050,000
MBS call options
Derivative Instruments
Notional amount			1,450,000			1,450,000
Derivative assets:
Derivative asset, before netting						2,135
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of period			1,450,000
Put options on interest rate futures | Purchases
Derivative Instruments
Notional amount	4,350,000		3,085,000		4,350,000	3,085,000
Derivative assets:
Derivative asset, before netting					6,266	866
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of period			3,085,000
Balance at end of period	4,350,000		4,350,000
Call options on interest rate futures | Purchases
Derivative Instruments
Notional amount	600,000		1,512,500		600,000	1,512,500
Derivative assets:
Derivative asset, before netting					2,414	5,965
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of period			1,512,500
Balance at end of period	600,000		600,000
Treasury future | Purchases
Derivative Instruments
Notional amount	1,408,500		835,000		1,408,500	835,000
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of period			835,000
Balance at end of period	1,408,500		1,408,500
Treasury future | Sales
Derivative Instruments
Notional amount	1,132,500		1,450,000		1,132,500	1,450,000
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of period			1,450,000
Balance at end of period	1,132,500		1,132,500
Interest rate swap futures | Purchases
Derivative Instruments
Notional amount	3,910,000		625,000		3,910,000	625,000
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of period			625,000
Balance at end of period	3,910,000		3,910,000
Not designated as hedging instrument | Repurchase agreement derivatives
Derivative assets:
Derivative asset, before netting					8,187	26,770
Not designated as hedging instrument | Interest rate lock commitments
Derivative Instruments
Notional amount	8,311,786		2,805,400		8,311,786	2,805,400
Derivative assets:
Derivative asset, before netting					147,400	50,507
Derivative liabilities:
Derivative liability, before netting					2,276	1,169
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of period			2,805,400
Balance at end of period	8,311,786		8,311,786
Not designated as hedging instrument | Forward contracts | Purchases
Derivative Instruments
Notional amount	19,497,698	6,617,888	6,657,026	4,920,883	15,829,825	6,657,026
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of period	19,497,698	6,617,888	6,657,026	4,920,883
Additions	100,139,970	47,038,415	237,370,321	140,158,865
Dispositions/expirations	(103,807,843)	(46,540,682)	(228,197,522)	(137,964,127)
Balance at end of period	15,829,825	7,115,621	15,829,825	7,115,621
Not designated as hedging instrument | Forward contracts | Sales
Derivative Instruments
Notional amount	14,276,156	7,107,202	6,890,046	5,204,796	15,116,810	6,890,046
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of period	14,276,156	7,107,202	6,890,046	5,204,796
Additions	122,174,329	58,521,199	275,749,351	174,562,881
Dispositions/expirations	(121,333,675)	(58,917,204)	(267,522,587)	(173,056,480)
Balance at end of period	15,116,810	6,711,197	15,116,810	6,711,197
Not designated as hedging instrument | MBS put options
Derivative Instruments
Notional amount	12,775,000	2,675,000	4,635,000	4,925,000	10,050,000	4,635,000
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of period	12,775,000	2,675,000	4,635,000	4,925,000
Additions	29,575,000	8,375,000	77,185,000	17,250,000
Dispositions/expirations	(32,300,000)	(6,900,000)	(71,770,000)	(18,025,000)
Balance at end of period	10,050,000	4,150,000	10,050,000	4,150,000
Not designated as hedging instrument | MBS call options
Derivative Instruments
Notional amount	2,250,000	1,250,000	1,450,000	1,250,000		1,450,000
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of period	2,250,000		1,450,000
Additions		1,250,000	6,750,000	12,375,000
Dispositions/expirations	(2,250,000)		(8,200,000)	(11,125,000)
Balance at end of period		1,250,000		1,250,000
Not designated as hedging instrument | Put options on interest rate futures | Purchases
Derivative Instruments
Notional amount	2,835,000	1,852,500	3,085,000	2,125,000	4,350,000	3,085,000
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of period	2,835,000	1,852,500	3,085,000	2,125,000
Additions	9,850,000	4,922,300	19,422,500	16,624,800
Dispositions/expirations	(8,335,000)	(4,549,800)	(18,157,500)	(16,524,800)
Balance at end of period	4,350,000	2,225,000	4,350,000	2,225,000
Not designated as hedging instrument | Put options on interest rate futures | Sales
Derivative Instruments
Notional amount		300,000		300,000
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Additions	8,335,000	4,849,800	27,297,800	16,824,800
Dispositions/expirations	(8,335,000)	(4,549,800)	(27,297,800)	(16,524,800)
Balance at end of period		300,000		300,000
Not designated as hedging instrument | Call options on interest rate futures | Purchases
Derivative Instruments
Notional amount	3,687,500	800,000	1,512,500	100,000	600,000	1,512,500
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of period	3,687,500	800,000	1,512,500	100,000
Additions	1,750,000	950,000	13,127,800	2,400,000
Dispositions/expirations	(4,837,500)	(1,350,000)	(14,040,300)	(2,100,000)
Balance at end of period	600,000	400,000	600,000	400,000
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	4,837,500	1,350,000	4,837,500	2,100,000
Dispositions/expirations	(4,837,500)	(1,350,000)	(4,837,500)	(2,100,000)
Not designated as hedging instrument | Treasury future | Purchases
Derivative Instruments
Notional amount	486,100	835,000	835,000	100,000	1,408,500	835,000
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of period	486,100	835,000	835,000	100,000
Additions	5,132,000	2,557,100	11,943,400	7,453,300
Dispositions/expirations	(4,209,600)	(2,557,100)	(11,369,900)	(6,718,300)
Balance at end of period	1,408,500	835,000	1,408,500	835,000
Not designated as hedging instrument | Treasury future | Sales
Derivative Instruments
Notional amount	1,550,000	1,450,000	1,450,000	1,450,000	1,132,500	1,450,000
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of period	1,550,000	1,450,000	1,450,000
Additions	3,792,100	2,557,100	11,052,400	8,829,600
Dispositions/expirations	(4,209,600)	(2,557,100)	(11,369,900)	(7,379,600)
Balance at end of period	1,132,500	1,450,000	1,132,500	1,450,000
Not designated as hedging instrument | Interest rate swap futures | Purchases
Derivative Instruments
Notional amount	2,900,000	465,000	625,000	1,400,000	$ 3,910,000	$ 625,000
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of period	2,900,000	465,000	625,000	1,400,000
Additions	1,800,000	420,000	4,075,000	885,000
Dispositions/expirations	(790,000)	(885,000)	(790,000)	(2,285,000)
Balance at end of period	3,910,000		3,910,000
Not designated as hedging instrument | Interest rate swap futures | Sales
Derivative Instruments
Notional amount		625,000		625,000
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Additions	790,000	885,000	790,000	2,285,000
Dispositions/expirations	$ (790,000)	(260,000)	$ (790,000)	(1,660,000)
Balance at end of period		$ 625,000		$ 625,000