Derivative Financial Instruments - Other Information (Details) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2020	Mar. 31, 2019	Mar. 31, 2020	Dec. 31, 2019
Derivative assets:
Margin deposits placed with counterparties			$ (5,000)	$ (5,000)
Derivative asset, before netting			849,882	187,397
Netting			(416,671)	(27,711)
Total derivative assets			433,211	159,686
Derivative liabilities:
Derivative liability, before netting			349,091	38,946
Netting			(305,939)	(16,616)
Net amounts of liabilities presented in the consolidated balance sheet			43,152	22,330
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)
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	$ (225,557)	(34,668)
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	1,036,570	134,557
Margin Deposits
Derivative assets:
Collateral placed with (received from) derivative counterparties			(110,732)	(11,095)
Interest rate lock commitments
Derivative assets:
Total derivative assets			317,621	138,511
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	178,543	16,727
Forward contracts | Purchases
Derivative Instruments
Notional amount	20,480,331		20,480,331	13,618,361
Derivative assets:
Derivative asset, before netting			421,860	12,364
Derivative liabilities:
Derivative liability, before netting			12,553	19,040
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of period	13,618,361
Balance at end of period	20,480,331
Forward contracts | Sales
Derivative Instruments
Notional amount	20,196,818		20,196,818	16,220,526
Derivative assets:
Derivative asset, before netting			23,346	17,097
Derivative liabilities:
Derivative liability, before netting			334,111	18,045
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of period	16,220,526
Balance at end of period	20,196,818
MBS put options
Derivative Instruments
Notional amount	10,700,000		10,700,000	6,100,000
Derivative assets:
Derivative asset, before netting			4,062	3,415
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of period	6,100,000
Balance at end of period	10,700,000
Swaptions | Purchases
Derivative Instruments
Notional amount	6,800,000		6,800,000	1,750,000
Derivative assets:
Derivative asset, before netting			36,696	2,409
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of period	1,750,000
Balance at end of period	6,800,000
Put options on interest rate futures | Purchases
Derivative Instruments
Notional amount	4,925,000		4,925,000	2,250,000
Derivative assets:
Derivative asset, before netting			13,676	3,945
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
Balance at end of period	4,925,000
Call options on interest rate futures | Purchases
Derivative Instruments
Notional amount	1,925,000		1,925,000	750,000
Derivative assets:
Derivative asset, before netting			24,434	1,469
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of period	750,000
Balance at end of period	1,925,000
Treasury future | Purchases
Derivative Instruments
Notional amount	650,000		650,000	1,276,000
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of period	1,276,000
Balance at end of period	650,000
Treasury future | Sales
Derivative Instruments
Notional amount	810,000		810,000	1,010,000
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of period	1,010,000
Balance at end of period	810,000
Interest rate swap futures | Purchases
Derivative Instruments
Notional amount	2,560,000		2,560,000	3,210,000
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of period	3,210,000
Balance at end of period	2,560,000
Not designated as hedging instrument | Repurchase agreement derivatives
Derivative assets:
Derivative asset, before netting			8,187	8,187
Not designated as hedging instrument | Interest rate lock commitments
Derivative Instruments
Notional amount	9,377,614		9,377,614	7,122,316
Derivative assets:
Derivative asset, before netting			317,621	138,511
Derivative liabilities:
Derivative liability, before netting			2,427	1,861
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of period	7,122,316
Balance at end of period	9,377,614
Not designated as hedging instrument | Forward contracts | Purchases
Derivative Instruments
Notional amount	20,480,331	9,313,389	20,480,331	13,618,361
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of period	13,618,361	6,657,026
Additions	112,859,449	52,621,845
Dispositions/expirations	(105,997,479)	(49,965,482)
Balance at end of period	20,480,331	9,313,389
Not designated as hedging instrument | Forward contracts | Sales
Derivative Instruments
Notional amount	20,196,818	7,583,005	20,196,818	16,220,526
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of period	16,220,526	6,890,046
Additions	130,436,231	59,673,487
Dispositions/expirations	(126,459,939)	(58,980,528)
Balance at end of period	20,196,818	7,583,005
Not designated as hedging instrument | MBS put options
Derivative Instruments
Notional amount	10,700,000	9,425,000	10,700,000	6,100,000
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of period	6,100,000	4,635,000
Additions	22,000,000	19,160,000
Dispositions/expirations	(17,400,000)	(14,370,000)
Balance at end of period	10,700,000	9,425,000
Not designated as hedging instrument | MBS call options
Derivative Instruments
Notional amount		3,350,000
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
Additions		4,500,000
Dispositions/expirations		(2,600,000)
Balance at end of period		3,350,000
Not designated as hedging instrument | Swaptions | Purchases
Derivative Instruments
Notional amount	6,800,000		6,800,000	1,750,000
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of period	1,750,000
Additions	7,900,000
Dispositions/expirations	(2,850,000)
Balance at end of period	6,800,000
Not designated as hedging instrument | Swaptions | Sales
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Additions	2,850,000
Dispositions/expirations	(2,850,000)
Not designated as hedging instrument | Put options on interest rate futures | Purchases
Derivative Instruments
Notional amount	4,925,000	3,350,000	4,925,000	2,250,000
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	3,085,000
Additions	7,600,000	6,675,000
Dispositions/expirations	(4,925,000)	(6,410,000)
Balance at end of period	4,925,000	3,350,000
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	4,925,000	10,135,300
Dispositions/expirations	(4,925,000)	(10,135,300)
Not designated as hedging instrument | Call options on interest rate futures | Purchases
Derivative Instruments
Notional amount	1,925,000	2,250,000	1,925,000	750,000
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of period	750,000	1,512,500
Additions	3,540,000	4,462,800
Dispositions/expirations	(2,365,000)	(3,725,300)
Balance at end of period	1,925,000	2,250,000
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	2,365,000
Dispositions/expirations	(2,365,000)
Not designated as hedging instrument | Treasury future | Purchases
Derivative Instruments
Notional amount	650,000	1,810,000	650,000	1,276,000
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of period	1,276,000	835,000
Additions	2,035,000	4,111,200
Dispositions/expirations	(2,661,000)	(3,136,200)
Balance at end of period	650,000	1,810,000
Not designated as hedging instrument | Treasury future | Sales
Derivative Instruments
Notional amount	810,000	1,075,000	810,000	1,010,000
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of period	1,010,000	1,450,000
Additions	2,461,000	2,761,200
Dispositions/expirations	(2,661,000)	(3,136,200)
Balance at end of period	810,000	1,075,000
Not designated as hedging instrument | Interest rate swap futures | Purchases
Derivative Instruments
Notional amount	2,560,000	1,025,000	$ 2,560,000	$ 3,210,000
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of period	3,210,000	625,000
Additions	1,225,000	400,000
Dispositions/expirations	(1,875,000)
Balance at end of period	2,560,000	$ 1,025,000
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	1,875,000
Dispositions/expirations	$ (1,875,000)